CME British Pound Future March 2011

Trading Metrics calculated at close of trading on 07-Feb-2011

Day Change Summary
	Previous	Current
	04-Feb-2011	07-Feb-2011	Change	Change %	Previous Week
Open	1.6133	1.6097	-0.0036	-0.2%	1.5842
High	1.6169	1.6181	0.0012	0.1%	1.6274
Low	1.6032	1.6084	0.0052	0.3%	1.5818
Close	1.6091	1.6115	0.0024	0.1%	1.6091
Range	0.0137	0.0097	-0.0040	-29.2%	0.0456
ATR	0.0154	0.0150	-0.0004	-2.6%	0.0000
Volume	120,968	93,064	-27,904	-23.1%	629,525

Daily Pivots for day following 07-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6418	1.6363	1.6168
R3	1.6321	1.6266	1.6142
R2	1.6224	1.6224	1.6133
R1	1.6169	1.6169	1.6124	1.6197
PP	1.6127	1.6127	1.6127	1.6140
S1	1.6072	1.6072	1.6106	1.6100
S2	1.6030	1.6030	1.6097
S3	1.5933	1.5975	1.6088
S4	1.5836	1.5878	1.6062

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.7429	1.7216	1.6342
R3	1.6973	1.6760	1.6216
R2	1.6517	1.6517	1.6175
R1	1.6304	1.6304	1.6133	1.6411
PP	1.6061	1.6061	1.6061	1.6114
S1	1.5848	1.5848	1.6049	1.5955
S2	1.5605	1.5605	1.6007
S3	1.5149	1.5392	1.5966
S4	1.4693	1.4936	1.5840

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6274	1.6005	0.0269	1.7%	0.0129	0.8%	41%	False	False	117,451
10	1.6274	1.5745	0.0529	3.3%	0.0157	1.0%	70%	False	False	131,108
20	1.6274	1.5467	0.0807	5.0%	0.0150	0.9%	80%	False	False	122,505
40	1.6274	1.5335	0.0939	5.8%	0.0153	0.9%	83%	False	False	102,217
60	1.6274	1.5335	0.0939	5.8%	0.0149	0.9%	83%	False	False	70,245
80	1.6274	1.5335	0.0939	5.8%	0.0148	0.9%	83%	False	False	52,712
100	1.6274	1.5335	0.0939	5.8%	0.0140	0.9%	83%	False	False	42,180
120	1.6274	1.5283	0.0991	6.1%	0.0124	0.8%	84%	False	False	35,150

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0030
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.6593
2.618	1.6435
1.618	1.6338
1.000	1.6278
0.618	1.6241
HIGH	1.6181
0.618	1.6144
0.500	1.6133
0.382	1.6121
LOW	1.6084
0.618	1.6024
1.000	1.5987
1.618	1.5927
2.618	1.5830
4.250	1.5672

Fisher Pivots for day following 07-Feb-2011
Pivot	1 day	3 day
R1	1.6133	1.6153
PP	1.6127	1.6140
S1	1.6121	1.6128

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These figures are updated between 7pm and 10pm EST after a trading day.

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