CME British Pound Future September 2011

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Trading Metrics calculated at close of trading on 21-Dec-2010
Day Change Summary Previous Current 20-Dec-2010 21-Dec-2010 Change Change % Previous Week Open 1.5489 1.5417 -0.0072 -0.5% 1.5758 High 1.5489 1.5417 -0.0072 -0.5% 1.5857 Low 1.5465 1.5417 -0.0048 -0.3% 1.5466 Close 1.5459 1.5417 -0.0042 -0.3% 1.5466 Range 0.0024 0.0000 -0.0024 -100.0% 0.0391 ATR Volume 3 2 -1 -33.3% 16
Daily Pivots for day following 21-Dec-2010 Classic Woodie Camarilla DeMark R4 1.5417 1.5417 1.5417 R3 1.5417 1.5417 1.5417 R2 1.5417 1.5417 1.5417 R1 1.5417 1.5417 1.5417 1.5417 PP 1.5417 1.5417 1.5417 1.5417 S1 1.5417 1.5417 1.5417 1.5417 S2 1.5417 1.5417 1.5417 S3 1.5417 1.5417 1.5417 S4 1.5417 1.5417 1.5417	Weekly Pivots for week ending 17-Dec-2010 Classic Woodie Camarilla DeMark R4 1.6769 1.6509 1.5681 R3 1.6378 1.6118 1.5574 R2 1.5987 1.5987 1.5538 R1 1.5727 1.5727 1.5502 1.5662 PP 1.5596 1.5596 1.5596 1.5564 S1 1.5336 1.5336 1.5430 1.5271 S2 1.5205 1.5205 1.5394 S3 1.4814 1.4945 1.5358 S4 1.4423 1.4554 1.5251
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.5630 1.5417 0.0213 1.4% 0.0005 0.0% 0% False True 3 10 1.5857 1.5417 0.0440 2.9% 0.0012 0.1% 0% False True 2
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 0.0000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.5417 2.618 1.5417 1.618 1.5417 1.000 1.5417 0.618 1.5417 HIGH 1.5417 0.618 1.5417 0.500 1.5417 0.382 1.5417 LOW 1.5417 0.618 1.5417 1.000 1.5417 1.618 1.5417 2.618 1.5417 4.250 1.5417
Fisher Pivots for day following 21-Dec-2010 Pivot 1 day 3 day R1 1.5417 1.5453 PP 1.5417 1.5441 S1 1.5417 1.5429

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