CME British Pound Future June 2011

Trading Metrics calculated at close of trading on 01-Mar-2011

Day Change Summary
	Previous	Current
	28-Feb-2011	01-Mar-2011	Change	Change %	Previous Week
Open	1.6076	1.6248	0.0172	1.1%	1.6223
High	1.6255	1.6310	0.0055	0.3%	1.6260
Low	1.6064	1.6220	0.0156	1.0%	1.6011
Close	1.6250	1.6245	-0.0005	0.0%	1.6079
Range	0.0191	0.0090	-0.0101	-52.9%	0.0249
ATR	0.0126	0.0124	-0.0003	-2.1%	0.0000
Volume	376	629	253	67.3%	2,232

Daily Pivots for day following 01-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6528	1.6477	1.6295
R3	1.6438	1.6387	1.6270
R2	1.6348	1.6348	1.6262
R1	1.6297	1.6297	1.6253	1.6278
PP	1.6258	1.6258	1.6258	1.6249
S1	1.6207	1.6207	1.6237	1.6188
S2	1.6168	1.6168	1.6229
S3	1.6078	1.6117	1.6220
S4	1.5988	1.6027	1.6196

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	1.6310	1.6011	0.0299	1.8%	0.0137	0.8%	78%	True	False	482
10	1.6310	1.5967	0.0343	2.1%	0.0136	0.8%	81%	True	False	431
20	1.6310	1.5944	0.0366	2.3%	0.0113	0.7%	82%	True	False	255
40	1.6310	1.5405	0.0905	5.6%	0.0121	0.7%	93%	True	False	183

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0021
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.6693
2.618	1.6546
1.618	1.6456
1.000	1.6400
0.618	1.6366
HIGH	1.6310
0.618	1.6276
0.500	1.6265
0.382	1.6254
LOW	1.6220
0.618	1.6164
1.000	1.6130
1.618	1.6074
2.618	1.5984
4.250	1.5838

Fisher Pivots for day following 01-Mar-2011
Pivot	1 day	3 day
R1	1.6265	1.6217
PP	1.6258	1.6189
S1	1.6252	1.6161

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

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