CME British Pound Future June 2011

Trading Metrics calculated at close of trading on 18-Feb-2011

Day Change Summary
	Previous	Current
	17-Feb-2011	18-Feb-2011	Change	Change %	Previous Week
Open	1.6065	1.6165	0.0100	0.6%	1.6027
High	1.6165	1.6238	0.0073	0.5%	1.6238
Low	1.6065	1.6145	0.0080	0.5%	1.5967
Close	1.6152	1.6223	0.0071	0.4%	1.6223
Range	0.0100	0.0093	-0.0007	-7.0%	0.0271
ATR	0.0117	0.0115	-0.0002	-1.4%	0.0000
Volume	554	65	-489	-88.3%	1,160

Daily Pivots for day following 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6481	1.6445	1.6274
R3	1.6388	1.6352	1.6249
R2	1.6295	1.6295	1.6240
R1	1.6259	1.6259	1.6232	1.6277
PP	1.6202	1.6202	1.6202	1.6211
S1	1.6166	1.6166	1.6214	1.6184
S2	1.6109	1.6109	1.6206
S3	1.6016	1.6073	1.6197
S4	1.5923	1.5980	1.6172

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6956	1.6860	1.6372
R3	1.6685	1.6589	1.6298
R2	1.6414	1.6414	1.6273
R1	1.6318	1.6318	1.6248	1.6366
PP	1.6143	1.6143	1.6143	1.6167
S1	1.6047	1.6047	1.6198	1.6095
S2	1.5872	1.5872	1.6173
S3	1.5601	1.5776	1.6148
S4	1.5330	1.5505	1.6074

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6238	1.5967	0.0271	1.7%	0.0121	0.7%	94%	True	False	232
10	1.6238	1.5944	0.0294	1.8%	0.0107	0.7%	95%	True	False	145
20	1.6239	1.5734	0.0505	3.1%	0.0113	0.7%	97%	False	False	141
40	1.6239	1.5350	0.0889	5.5%	0.0115	0.7%	98%	False	False	108

Crabel Price Patterns
NR	True
NR4	True
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	0.0022
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6633
2.618	1.6481
1.618	1.6388
1.000	1.6331
0.618	1.6295
HIGH	1.6238
0.618	1.6202
0.500	1.6192
0.382	1.6181
LOW	1.6145
0.618	1.6088
1.000	1.6052
1.618	1.5995
2.618	1.5902
4.250	1.5750

Fisher Pivots for day following 18-Feb-2011
Pivot	1 day	3 day
R1	1.6213	1.6183
PP	1.6202	1.6143
S1	1.6192	1.6103

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

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