CME British Pound Future September 2011

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Trading Metrics calculated at close of trading on 21-Jan-2011
Day Change Summary Previous Current 20-Jan-2011 21-Jan-2011 Change Change % Previous Week Open 1.5861 1.5951 0.0090 0.6% 1.5840 High 1.5861 1.5951 0.0090 0.6% 1.5951 Low 1.5861 1.5951 0.0090 0.6% 1.5840 Close 1.5861 1.5951 0.0090 0.6% 1.5951 Range ATR 0.0072 0.0074 0.0001 1.8% 0.0000 Volume 3 3 0 0.0% 11
Daily Pivots for day following 21-Jan-2011 Classic Woodie Camarilla DeMark R4 1.5951 1.5951 1.5951 R3 1.5951 1.5951 1.5951 R2 1.5951 1.5951 1.5951 R1 1.5951 1.5951 1.5951 1.5951 PP 1.5951 1.5951 1.5951 1.5951 S1 1.5951 1.5951 1.5951 1.5951 S2 1.5951 1.5951 1.5951 S3 1.5951 1.5951 1.5951 S4 1.5951 1.5951 1.5951	Weekly Pivots for week ending 21-Jan-2011 Classic Woodie Camarilla DeMark R4 1.6247 1.6210 1.6012 R3 1.6136 1.6099 1.5982 R2 1.6025 1.6025 1.5971 R1 1.5988 1.5988 1.5961 1.6007 PP 1.5914 1.5914 1.5914 1.5923 S1 1.5877 1.5877 1.5941 1.5896 S2 1.5803 1.5803 1.5931 S3 1.5692 1.5766 1.5920 S4 1.5581 1.5655 1.5890
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.5951 1.5830 0.0121 0.8% 0.0022 0.1% 100% True False 2 10 1.5951 1.5503 0.0448 2.8% 0.0011 0.1% 100% True False 2 20 1.5951 1.5329 0.0622 3.9% 0.0006 0.0% 100% True 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 1.5951 2.618 1.5951 1.618 1.5951 1.000 1.5951 0.618 1.5951 HIGH 1.5951 0.618 1.5951 0.500 1.5951 0.382 1.5951 LOW 1.5951 0.618 1.5951 1.000 1.5951 1.618 1.5951 2.618 1.5951 4.250 1.5951
Fisher Pivots for day following 21-Jan-2011 Pivot 1 day 3 day R1 1.5951 1.5936 PP 1.5951 1.5921 S1 1.5951 1.5906

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