CME British Pound Future March 2011

Trading Metrics calculated at close of trading on 11-Mar-2011

Day Change Summary
	Previous	Current
	10-Mar-2011	11-Mar-2011	Change	Change %	Previous Week
Open	1.6199	1.6063	-0.0136	-0.8%	1.6277
High	1.6214	1.6087	-0.0127	-0.8%	1.6340
Low	1.6038	1.5975	-0.0063	-0.4%	1.5975
Close	1.6048	1.6069	0.0021	0.1%	1.6069
Range	0.0176	0.0112	-0.0064	-36.4%	0.0365
ATR	0.0136	0.0134	-0.0002	-1.3%	0.0000
Volume	127,480	35,031	-92,449	-72.5%	488,728

Daily Pivots for day following 11-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6380	1.6336	1.6131
R3	1.6268	1.6224	1.6100
R2	1.6156	1.6156	1.6090
R1	1.6112	1.6112	1.6079	1.6134
PP	1.6044	1.6044	1.6044	1.6055
S1	1.6000	1.6000	1.6059	1.6022
S2	1.5932	1.5932	1.6048
S3	1.5820	1.5888	1.6038
S4	1.5708	1.5776	1.6007

Weekly Pivots for week ending 11-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.7223	1.7011	1.6270
R3	1.6858	1.6646	1.6169
R2	1.6493	1.6493	1.6136
R1	1.6281	1.6281	1.6102	1.6205
PP	1.6128	1.6128	1.6128	1.6090
S1	1.5916	1.5916	1.6036	1.5840
S2	1.5763	1.5763	1.6002
S3	1.5398	1.5551	1.5969
S4	1.5033	1.5186	1.5868

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6340	1.5975	0.0365	2.3%	0.0128	0.8%	26%	False	True	97,745
10	1.6343	1.5975	0.0368	2.3%	0.0125	0.8%	26%	False	True	108,997
20	1.6343	1.5959	0.0384	2.4%	0.0135	0.8%	29%	False	False	112,755
40	1.6343	1.5713	0.0630	3.9%	0.0140	0.9%	57%	False	False	118,872
60	1.6343	1.5335	0.1008	6.3%	0.0145	0.9%	73%	False	False	107,564
80	1.6343	1.5335	0.1008	6.3%	0.0145	0.9%	73%	False	False	85,736
100	1.6343	1.5335	0.1008	6.3%	0.0145	0.9%	73%	False	False	68,614
120	1.6343	1.5335	0.1008	6.3%	0.0140	0.9%	73%	False	False	57,186

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6563
2.618	1.6380
1.618	1.6268
1.000	1.6199
0.618	1.6156
HIGH	1.6087
0.618	1.6044
0.500	1.6031
0.382	1.6018
LOW	1.5975
0.618	1.5906
1.000	1.5863
1.618	1.5794
2.618	1.5682
4.250	1.5499

Fisher Pivots for day following 11-Mar-2011
Pivot	1 day	3 day
R1	1.6056	1.6110
PP	1.6044	1.6096
S1	1.6031	1.6083

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

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