CME British Pound Future June 2011

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

Day Change Summary
	Previous	Current
	08-Feb-2011	09-Feb-2011	Change	Change %	Previous Week
Open	1.6083	1.6030	-0.0053	-0.3%	1.5859
High	1.6104	1.6083	-0.0021	-0.1%	1.6239
Low	1.6020	1.6030	0.0010	0.1%	1.5857
Close	1.6034	1.6073	0.0039	0.2%	1.6073
Range	0.0084	0.0053	-0.0031	-36.9%	0.0382
ATR	0.0114	0.0110	-0.0004	-3.8%	0.0000
Volume	156	21	-135	-86.5%	456

Daily Pivots for day following 09-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6221	1.6200	1.6102
R3	1.6168	1.6147	1.6088
R2	1.6115	1.6115	1.6083
R1	1.6094	1.6094	1.6078	1.6105
PP	1.6062	1.6062	1.6062	1.6067
S1	1.6041	1.6041	1.6068	1.6052
S2	1.6009	1.6009	1.6063
S3	1.5956	1.5988	1.6058
S4	1.5903	1.5935	1.6044

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	1.6020	0.0219	1.4%	0.0079	0.5%	24%	False	False	79
10	1.6239	1.5811	0.0428	2.7%	0.0095	0.6%	61%	False	False	91
20	1.6239	1.5570	0.0669	4.2%	0.0116	0.7%	75%	False	False	112
40	1.6239	1.5337	0.0902	5.6%	0.0111	0.7%	82%	False	False	80

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	1.6308
2.618	1.6222
1.618	1.6169
1.000	1.6136
0.618	1.6116
HIGH	1.6083
0.618	1.6063
0.500	1.6057
0.382	1.6050
LOW	1.6030
0.618	1.5997
1.000	1.5977
1.618	1.5944
2.618	1.5891
4.250	1.5805

Fisher Pivots for day following 09-Feb-2011
Pivot	1 day	3 day
R1	1.6068	1.6089
PP	1.6062	1.6084
S1	1.6057	1.6078

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

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