CME British Pound Future March 2011

Trading Metrics calculated at close of trading on 09-Mar-2011

Day Change Summary
	Previous	Current
	08-Mar-2011	09-Mar-2011	Change	Change %	Previous Week
Open	1.6205	1.6161	-0.0044	-0.3%	1.6085
High	1.6209	1.6244	0.0035	0.2%	1.6343
Low	1.6123	1.6136	0.0013	0.1%	1.6071
Close	1.6158	1.6193	0.0035	0.2%	1.6261
Range	0.0086	0.0108	0.0022	25.6%	0.0272
ATR	0.0135	0.0133	-0.0002	-1.4%	0.0000
Volume	98,359	110,378	12,019	12.2%	601,244

Daily Pivots for day following 09-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6515	1.6462	1.6252
R3	1.6407	1.6354	1.6223
R2	1.6299	1.6299	1.6213
R1	1.6246	1.6246	1.6203	1.6273
PP	1.6191	1.6191	1.6191	1.6204
S1	1.6138	1.6138	1.6183	1.6165
S2	1.6083	1.6083	1.6173
S3	1.5975	1.6030	1.6163
S4	1.5867	1.5922	1.6134

Weekly Pivots for week ending 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.7041	1.6923	1.6411
R3	1.6769	1.6651	1.6336
R2	1.6497	1.6497	1.6311
R1	1.6379	1.6379	1.6286	1.6438
PP	1.6225	1.6225	1.6225	1.6255
S1	1.6107	1.6107	1.6236	1.6166
S2	1.5953	1.5953	1.6211
S3	1.5681	1.5835	1.6186
S4	1.5409	1.5563	1.6111

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6340	1.6123	0.0217	1.3%	0.0109	0.7%	32%	False	False	112,973
10	1.6343	1.6028	0.0315	1.9%	0.0126	0.8%	52%	False	False	115,831
20	1.6343	1.5959	0.0384	2.4%	0.0132	0.8%	61%	False	False	117,665
40	1.6343	1.5506	0.0837	5.2%	0.0141	0.9%	82%	False	False	121,038
60	1.6343	1.5335	0.1008	6.2%	0.0146	0.9%	85%	False	False	108,262
80	1.6343	1.5335	0.1008	6.2%	0.0146	0.9%	85%	False	False	83,708
100	1.6343	1.5335	0.1008	6.2%	0.0145	0.9%	85%	False	False	66,991
120	1.6343	1.5335	0.1008	6.2%	0.0139	0.9%	85%	False	False	55,832

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6703
2.618	1.6527
1.618	1.6419
1.000	1.6352
0.618	1.6311
HIGH	1.6244
0.618	1.6203
0.500	1.6190
0.382	1.6177
LOW	1.6136
0.618	1.6069
1.000	1.6028
1.618	1.5961
2.618	1.5853
4.250	1.5677

Fisher Pivots for day following 09-Mar-2011
Pivot	1 day	3 day
R1	1.6192	1.6232
PP	1.6191	1.6219
S1	1.6190	1.6206

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

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