CME British Pound Future March 2011

Trading Metrics calculated at close of trading on 03-Mar-2011

Day Change Summary
	Previous	Current
	02-Mar-2011	03-Mar-2011	Change	Change %	Previous Week
Open	1.6261	1.6325	0.0064	0.4%	1.6245
High	1.6343	1.6333	-0.0010	-0.1%	1.6296
Low	1.6214	1.6251	0.0037	0.2%	1.6028
Close	1.6328	1.6273	-0.0055	-0.3%	1.6097
Range	0.0129	0.0082	-0.0047	-36.4%	0.0268
ATR	0.0144	0.0139	-0.0004	-3.1%	0.0000
Volume	104,277	130,608	26,331	25.3%	347,405

Daily Pivots for day following 03-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6532	1.6484	1.6318
R3	1.6450	1.6402	1.6296
R2	1.6368	1.6368	1.6288
R1	1.6320	1.6320	1.6281	1.6303
PP	1.6286	1.6286	1.6286	1.6277
S1	1.6238	1.6238	1.6265	1.6221
S2	1.6204	1.6204	1.6258
S3	1.6122	1.6156	1.6250
S4	1.6040	1.6074	1.6228

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6944	1.6789	1.6244
R3	1.6676	1.6521	1.6171
R2	1.6408	1.6408	1.6146
R1	1.6253	1.6253	1.6122	1.6197
PP	1.6140	1.6140	1.6140	1.6112
S1	1.5985	1.5985	1.6072	1.5929
S2	1.5872	1.5872	1.6048
S3	1.5604	1.5717	1.6023
S4	1.5336	1.5449	1.5950

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6343	1.6028	0.0315	1.9%	0.0125	0.8%	78%	False	False	119,130
10	1.6343	1.6028	0.0315	1.9%	0.0134	0.8%	78%	False	False	107,003
20	1.6343	1.5959	0.0384	2.4%	0.0135	0.8%	82%	False	False	119,881
40	1.6343	1.5397	0.0946	5.8%	0.0145	0.9%	93%	False	False	121,116
60	1.6343	1.5335	0.1008	6.2%	0.0147	0.9%	93%	False	False	104,121
80	1.6343	1.5335	0.1008	6.2%	0.0147	0.9%	93%	False	False	78,289
100	1.6343	1.5335	0.1008	6.2%	0.0144	0.9%	93%	False	False	62,649
120	1.6343	1.5335	0.1008	6.2%	0.0139	0.9%	93%	False	False	52,215

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6682
2.618	1.6548
1.618	1.6466
1.000	1.6415
0.618	1.6384
HIGH	1.6333
0.618	1.6302
0.500	1.6292
0.382	1.6282
LOW	1.6251
0.618	1.6200
1.000	1.6169
1.618	1.6118
2.618	1.6036
4.250	1.5903

Fisher Pivots for day following 03-Mar-2011
Pivot	1 day	3 day
R1	1.6292	1.6279
PP	1.6286	1.6277
S1	1.6279	1.6275

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

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