CME British Pound Future September 2011

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Trading Metrics calculated at close of trading on 08-Feb-2011
Day Change Summary Previous Current 07-Feb-2011 08-Feb-2011 Change Change % Previous Week Open 1.6064 1.6010 -0.0054 -0.3% 1.5938 High 1.6064 1.6010 -0.0054 -0.3% 1.6170 Low 1.6064 1.6010 -0.0054 -0.3% 1.5938 Close 1.6064 1.6003 -0.0061 -0.4% 1.6042 Range ATR 0.0074 0.0072 -0.0001 -1.9% 0.0000 Volume 13 13 0 0.0% 53
Daily Pivots for day following 08-Feb-2011 Classic Woodie Camarilla DeMark R4 1.6008 1.6005 1.6003 R3 1.6008 1.6005 1.6003 R2 1.6008 1.6008 1.6003 R1 1.6005 1.6005 1.6003 1.6007 PP 1.6008 1.6008 1.6008 1.6008 S1 1.6005 1.6005 1.6003 1.6007 S2 1.6008 1.6008 1.6003 S3 1.6008 1.6005 1.6003 S4 1.6008 1.6005 1.6003	Weekly Pivots for week ending 04-Feb-2011 Classic Woodie Camarilla DeMark R4 1.6746 1.6626 1.6170 R3 1.6514 1.6394 1.6106 R2 1.6282 1.6282 1.6085 R1 1.6162 1.6162 1.6063 1.6222 PP 1.6050 1.6050 1.6050 1.6080 S1 1.5930 1.5930 1.6021 1.5990 S2 1.5818 1.5818 1.5999 S3 1.5586 1.5698 1.5978 S4 1.5354 1.5466 1.5914
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.6170 1.6010 0.0160 1.0% 0.0004 0.0% -4% False True 13 10 1.6170 1.5825 0.0345 2.2% 0.0018 0.1% 52% False False 9 20 1.6170 1.5551 0.0619 3.9% 0.0014 0.1% 73% False False 6 40 1.6170 1.5325 0.0845 5.3% 0.0010 0.1% 80% False False 4
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 0.0002	Fibonacci Retracements and Extensions 4.250 1.6010 2.618 1.6010 1.618 1.6010 1.000 1.6010 0.618 1.6010 HIGH 1.6010 0.618 1.6010 0.500 1.6010 0.382 1.6010 LOW 1.6010 0.618 1.6010 1.000 1.6010 1.618 1.6010 2.618 1.6010 4.250 1.6010
Fisher Pivots for day following 08-Feb-2011 Pivot 1 day 3 day R1 1.6010 1.6037 PP 1.6008 1.6026 S1 1.6005 1.6014

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