CME British Pound Future June 2011

Trading Metrics calculated at close of trading on 25-Feb-2011

Day Change Summary
	Previous	Current
	24-Feb-2011	25-Feb-2011	Change	Change %	Previous Week
Open	1.6194	1.6098	-0.0096	-0.6%	1.6223
High	1.6228	1.6134	-0.0094	-0.6%	1.6260
Low	1.6069	1.6011	-0.0058	-0.4%	1.6011
Close	1.6120	1.6079	-0.0041	-0.3%	1.6079
Range	0.0159	0.0123	-0.0036	-22.6%	0.0249
ATR	0.0121	0.0121	0.0000	0.1%	0.0000
Volume	532	524	-8	-1.5%	2,232

Daily Pivots for day following 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6444	1.6384	1.6147
R3	1.6321	1.6261	1.6113
R2	1.6198	1.6198	1.6102
R1	1.6138	1.6138	1.6090	1.6107
PP	1.6075	1.6075	1.6075	1.6059
S1	1.6015	1.6015	1.6068	1.5984
S2	1.5952	1.5952	1.6056
S3	1.5829	1.5892	1.6045
S4	1.5706	1.5769	1.6011

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6864	1.6720	1.6216
R3	1.6615	1.6471	1.6147
R2	1.6366	1.6366	1.6125
R1	1.6222	1.6222	1.6102	1.6170
PP	1.6117	1.6117	1.6117	1.6090
S1	1.5973	1.5973	1.6056	1.5921
S2	1.5868	1.5868	1.6033
S3	1.5619	1.5724	1.6011
S4	1.5370	1.5475	1.5942

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6260	1.6011	0.0249	1.5%	0.0128	0.8%	27%	False	True	459
10	1.6260	1.5944	0.0316	2.0%	0.0129	0.8%	43%	False	False	346
20	1.6260	1.5811	0.0449	2.8%	0.0114	0.7%	60%	False	False	213
40	1.6260	1.5364	0.0896	5.6%	0.0123	0.8%	80%	False	False	159

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 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6657
2.618	1.6456
1.618	1.6333
1.000	1.6257
0.618	1.6210
HIGH	1.6134
0.618	1.6087
0.500	1.6073
0.382	1.6058
LOW	1.6011
0.618	1.5935
1.000	1.5888
1.618	1.5812
2.618	1.5689
4.250	1.5488

Fisher Pivots for day following 25-Feb-2011
Pivot	1 day	3 day
R1	1.6077	1.6136
PP	1.6075	1.6117
S1	1.6073	1.6098

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

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