CME British Pound Future September 2011

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Trading Metrics calculated at close of trading on 14-Feb-2011
Day Change Summary Previous Current 11-Feb-2011 14-Feb-2011 Change Change % Previous Week Open 1.5932 1.5929 -0.0003 0.0% 1.6064 High 1.5932 1.5929 -0.0003 0.0% 1.6064 Low 1.5931 1.5929 -0.0002 0.0% 1.5931 Close 1.5972 1.5982 0.0010 0.1% 1.5972 Range 0.0001 0.0000 -0.0001 -100.0% 0.0133 ATR 0.0068 0.0067 -0.0002 -2.7% 0.0000 Volume 5 2 -3 -60.0% 41
Daily Pivots for day following 14-Feb-2011 Classic Woodie Camarilla DeMark R4 1.5947 1.5964 1.5982 R3 1.5947 1.5964 1.5982 R2 1.5947 1.5947 1.5982 R1 1.5964 1.5964 1.5982 1.5956 PP 1.5947 1.5947 1.5947 1.5942 S1 1.5964 1.5964 1.5982 1.5956 S2 1.5947 1.5947 1.5982 S3 1.5947 1.5964 1.5982 S4 1.5947 1.5964 1.5982	Weekly Pivots for week ending 11-Feb-2011 Classic Woodie Camarilla DeMark R4 1.6388 1.6313 1.6045 R3 1.6255 1.6180 1.6009 R2 1.6122 1.6122 1.5996 R1 1.6047 1.6047 1.5984 1.6018 PP 1.5989 1.5989 1.5989 1.5975 S1 1.5914 1.5914 1.5960 1.5885 S2 1.5856 1.5856 1.5948 S3 1.5723 1.5781 1.5935 S4 1.5590 1.5648 1.5899
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.6043 1.5929 0.0114 0.7% 0.0000 0.0% 46% False True 6 10 1.6170 1.5929 0.0241 1.5% 0.0009 0.1% 22% False True 8 20 1.6170 1.5750 0.0420 2.6% 0.0014 0.1% 55% False False 6 40 1.6170 1.5325 0.0845 5.3% 0.0008 0.0% 78% False False 4
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 True 3BNR False 4BNR False 8BNR False Bear Hook True Bull Hook False Stretch 0.0001 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.5929 2.618 1.5929 1.618 1.5929 1.000 1.5929 0.618 1.5929 HIGH 1.5929 0.618 1.5929 0.500 1.5929 0.382 1.5929 LOW 1.5929 0.618 1.5929 1.000 1.5929 1.618 1.5929 2.618 1.5929 4.250 1.5929
Fisher Pivots for day following 14-Feb-2011 Pivot 1 day 3 day R1 1.5964 1.5985 PP 1.5947 1.5984 S1 1.5929 1.5983

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