CME British Pound Future June 2011

Trading Metrics calculated at close of trading on 17-Feb-2011

Day Change Summary
	Previous	Current
	16-Feb-2011	17-Feb-2011	Change	Change %	Previous Week
Open	1.6102	1.6065	-0.0037	-0.2%	1.6143
High	1.6159	1.6165	0.0006	0.0%	1.6158
Low	1.5967	1.6065	0.0098	0.6%	1.5944
Close	1.6073	1.6152	0.0079	0.5%	1.6001
Range	0.0192	0.0100	-0.0092	-47.9%	0.0214
ATR	0.0118	0.0117	-0.0001	-1.1%	0.0000
Volume	164	554	390	237.8%	295

Daily Pivots for day following 17-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6427	1.6390	1.6207
R3	1.6327	1.6290	1.6180
R2	1.6227	1.6227	1.6170
R1	1.6190	1.6190	1.6161	1.6209
PP	1.6127	1.6127	1.6127	1.6137
S1	1.6090	1.6090	1.6143	1.6109
S2	1.6027	1.6027	1.6134
S3	1.5927	1.5990	1.6125
S4	1.5827	1.5890	1.6097

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6676	1.6553	1.6119
R3	1.6462	1.6339	1.6060
R2	1.6248	1.6248	1.6040
R1	1.6125	1.6125	1.6021	1.6080
PP	1.6034	1.6034	1.6034	1.6012
S1	1.5911	1.5911	1.5981	1.5866
S2	1.5820	1.5820	1.5962
S3	1.5606	1.5697	1.5942
S4	1.5392	1.5483	1.5883

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6165	1.5944	0.0221	1.4%	0.0130	0.8%	94%	True	False	233
10	1.6165	1.5944	0.0221	1.4%	0.0109	0.7%	94%	True	False	148
20	1.6239	1.5734	0.0505	3.1%	0.0113	0.7%	83%	False	False	140
40	1.6239	1.5337	0.0902	5.6%	0.0116	0.7%	90%	False	False	106

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	0.0020
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6590
2.618	1.6427
1.618	1.6327
1.000	1.6265
0.618	1.6227
HIGH	1.6165
0.618	1.6127
0.500	1.6115
0.382	1.6103
LOW	1.6065
0.618	1.6003
1.000	1.5965
1.618	1.5903
2.618	1.5803
4.250	1.5640

Fisher Pivots for day following 17-Feb-2011
Pivot	1 day	3 day
R1	1.6140	1.6123
PP	1.6127	1.6095
S1	1.6115	1.6066

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

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