CME British Pound Future September 2011

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Trading Metrics calculated at close of trading on 02-Feb-2011
Day Change Summary Previous Current 01-Feb-2011 02-Feb-2011 Change Change % Previous Week Open 1.6037 1.6118 0.0081 0.5% 1.5945 High 1.6100 1.6118 0.0018 0.1% 1.5945 Low 1.6027 1.6118 0.0091 0.6% 1.5750 Close 1.6092 1.6118 0.0026 0.2% 1.5825 Range 0.0073 0.0000 -0.0073 -100.0% 0.0195 ATR 0.0086 0.0082 -0.0004 -5.0% 0.0000 Volume 2 14 12 600.0% 24
Daily Pivots for day following 02-Feb-2011 Classic Woodie Camarilla DeMark R4 1.6118 1.6118 1.6118 R3 1.6118 1.6118 1.6118 R2 1.6118 1.6118 1.6118 R1 1.6118 1.6118 1.6118 1.6118 PP 1.6118 1.6118 1.6118 1.6118 S1 1.6118 1.6118 1.6118 1.6118 S2 1.6118 1.6118 1.6118 S3 1.6118 1.6118 1.6118 S4 1.6118 1.6118 1.6118	Weekly Pivots for week ending 28-Jan-2011 Classic Woodie Camarilla DeMark R4 1.6425 1.6320 1.5932 R3 1.6230 1.6125 1.5879 R2 1.6035 1.6035 1.5861 R1 1.5930 1.5930 1.5843 1.5885 PP 1.5840 1.5840 1.5840 1.5818 S1 1.5735 1.5735 1.5807 1.5690 S2 1.5645 1.5645 1.5789 S3 1.5450 1.5540 1.5771 S4 1.5255 1.5345 1.5718
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.6118 1.5825 0.0293 1.8% 0.0031 0.2% 100% True False 8 10 1.6118 1.5750 0.0368 2.3% 0.0016 0.1% 100% True False 5 20 1.6118 1.5449 0.0669 4.2% 0.0013 0.1% 100% True False 3
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 0.0002 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.6118 2.618 1.6118 1.618 1.6118 1.000 1.6118 0.618 1.6118 HIGH 1.6118 0.618 1.6118 0.500 1.6118 0.382 1.6118 LOW 1.6118 0.618 1.6118 1.000 1.6118 1.618 1.6118 2.618 1.6118 4.250 1.6118
Fisher Pivots for day following 02-Feb-2011 Pivot 1 day 3 day R1 1.6118 1.6088 PP 1.6118 1.6058 S1 1.6118 1.6028

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