CME British Pound Future June 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	1.6147	1.6143	-0.0004	0.0%	1.5859
High	1.6147	1.6158	0.0011	0.1%	1.6239
Low	1.6028	1.6088	0.0060	0.4%	1.5857
Close	1.6073	1.6095	0.0022	0.1%	1.6073
Range	0.0119	0.0070	-0.0049	-41.2%	0.0382
ATR	0.0119	0.0117	-0.0002	-2.1%	0.0000
Volume	90	19	-71	-78.9%	456

Daily Pivots for day following 07-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6324	1.6279	1.6134
R3	1.6254	1.6209	1.6114
R2	1.6184	1.6184	1.6108
R1	1.6139	1.6139	1.6101	1.6127
PP	1.6114	1.6114	1.6114	1.6107
S1	1.6069	1.6069	1.6089	1.6057
S2	1.6044	1.6044	1.6082
S3	1.5974	1.5999	1.6076
S4	1.5904	1.5929	1.6057

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.7202	1.7020	1.6283
R3	1.6820	1.6638	1.6178
R2	1.6438	1.6438	1.6143
R1	1.6256	1.6256	1.6108	1.6347
PP	1.6056	1.6056	1.6056	1.6102
S1	1.5874	1.5874	1.6038	1.5965
S2	1.5674	1.5674	1.6003
S3	1.5292	1.5492	1.5968
S4	1.4910	1.5110	1.5863

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6239	1.6010	0.0229	1.4%	0.0088	0.5%	37%	False	False	85
10	1.6239	1.5734	0.0505	3.1%	0.0120	0.7%	71%	False	False	134
20	1.6239	1.5461	0.0778	4.8%	0.0119	0.7%	81%	False	False	109
40	1.6239	1.5337	0.0902	5.6%	0.0110	0.7%	84%	False	False	76

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	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6456
2.618	1.6341
1.618	1.6271
1.000	1.6228
0.618	1.6201
HIGH	1.6158
0.618	1.6131
0.500	1.6123
0.382	1.6115
LOW	1.6088
0.618	1.6045
1.000	1.6018
1.618	1.5975
2.618	1.5905
4.250	1.5791

Fisher Pivots for day following 07-Feb-2011
Pivot	1 day	3 day
R1	1.6123	1.6134
PP	1.6114	1.6121
S1	1.6104	1.6108

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

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