CME British Pound Future March 2011

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Trading Metrics calculated at close of trading on 08-Nov-2010
Day Change Summary Previous Current 05-Nov-2010 08-Nov-2010 Change Change % Previous Week Open 1.6250 1.6184 -0.0066 -0.4% 1.6030 High 1.6250 1.6184 -0.0066 -0.4% 1.6264 Low 1.6153 1.6090 -0.0063 -0.4% 1.5949 Close 1.6171 1.6113 -0.0058 -0.4% 1.6171 Range 0.0097 0.0094 -0.0003 -3.1% 0.0315 ATR 0.0137 0.0134 -0.0003 -2.2% 0.0000 Volume 81 81 0 0.0% 286
Daily Pivots for day following 08-Nov-2010 Classic Woodie Camarilla DeMark R4 1.6411 1.6356 1.6165 R3 1.6317 1.6262 1.6139 R2 1.6223 1.6223 1.6130 R1 1.6168 1.6168 1.6122 1.6149 PP 1.6129 1.6129 1.6129 1.6119 S1 1.6074 1.6074 1.6104 1.6055 S2 1.6035 1.6035 1.6096 S3 1.5941 1.5980 1.6087 S4 1.5847 1.5886 1.6061	Weekly Pivots for week ending 05-Nov-2010 Classic Woodie Camarilla DeMark R4 1.7073 1.6937 1.6344 R3 1.6758 1.6622 1.6258 R2 1.6443 1.6443 1.6229 R1 1.6307 1.6307 1.6200 1.6375 PP 1.6128 1.6128 1.6128 1.6162 S1 1.5992 1.5992 1.6142 1.6060 S2 1.5813 1.5813 1.6113 S3 1.5498 1.5677 1.6084 S4 1.5183 1.5362 1.5998
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.6264 1.5949 0.0315 2.0% 0.0123 0.8% 52% False False 63 10 1.6264 1.5667 0.0597 3.7% 0.0138 0.9% 75% False False 124 20 1.6264 1.5632 0.0632 3.9% 0.0134 0.8% 76% False False 93 40 1.6264 1.5340 0.0924 5.7% 0.0126 0.8% 84% False False 70
Crabel Price Patterns NR True NR4 True NR5 True NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0015 Narrowest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 1.6584 2.618 1.6430 1.618 1.6336 1.000 1.6278 0.618 1.6242 HIGH 1.6184 0.618 1.6148 0.500 1.6137 0.382 1.6126 LOW 1.6090 0.618 1.6032 1.000 1.5996 1.618 1.5938 2.618 1.5844 4.250 1.5691
Fisher Pivots for day following 08-Nov-2010 Pivot 1 day 3 day R1 1.6137 1.6168 PP 1.6129 1.6149 S1 1.6121 1.6131

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