CME British Pound Future September 2011

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Trading Metrics calculated at close of trading on 05-Jan-2011
Day Change Summary Previous Current 04-Jan-2011 05-Jan-2011 Change Change % Previous Week Open 1.5537 1.5449 -0.0088 -0.6% 1.5363 High 1.5537 1.5449 -0.0088 -0.6% 1.5547 Low 1.5537 1.5449 -0.0088 -0.6% 1.5329 Close 1.5537 1.5449 -0.0088 -0.6% 1.5547 Range ATR 0.0075 0.0076 0.0001 1.2% 0.0000 Volume 2 2 0 0.0% 10
Daily Pivots for day following 05-Jan-2011 Classic Woodie Camarilla DeMark R4 1.5449 1.5449 1.5449 R3 1.5449 1.5449 1.5449 R2 1.5449 1.5449 1.5449 R1 1.5449 1.5449 1.5449 1.5449 PP 1.5449 1.5449 1.5449 1.5449 S1 1.5449 1.5449 1.5449 1.5449 S2 1.5449 1.5449 1.5449 S3 1.5449 1.5449 1.5449 S4 1.5449 1.5449 1.5449	Weekly Pivots for week ending 31-Dec-2010 Classic Woodie Camarilla DeMark R4 1.6128 1.6056 1.5667 R3 1.5910 1.5838 1.5607 R2 1.5692 1.5692 1.5587 R1 1.5620 1.5620 1.5567 1.5656 PP 1.5474 1.5474 1.5474 1.5493 S1 1.5402 1.5402 1.5527 1.5438 S2 1.5256 1.5256 1.5507 S3 1.5038 1.5184 1.5487 S4 1.4820 1.4966 1.5427
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.5547 1.5375 0.0172 1.1% 0.0000 0.0% 43% False False 2 10 1.5547 1.5325 0.0222 1.4% 0.0000 0.0% 56% False False 2 20 1.5857 1.5325 0.0532 3.4% 0.0006 0.0% 23% False False 2
Crabel Price Patterns NR False 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	Fibonacci Retracements and Extensions 4.250 1.5449 2.618 1.5449 1.618 1.5449 1.000 1.5449 0.618 1.5449 HIGH 1.5449 0.618 1.5449 0.500 1.5449 0.382 1.5449 LOW 1.5449 0.618 1.5449 1.000 1.5449 1.618 1.5449 2.618 1.5449 4.250 1.5449
Fisher Pivots for day following 05-Jan-2011 Pivot 1 day 3 day R1 1.5449 1.5493 PP 1.5449 1.5478 S1 1.5449 1.5464

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