CME British Pound Future September 2011

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Trading Metrics calculated at close of trading on 16-Feb-2011
Day Change Summary Previous Current 15-Feb-2011 16-Feb-2011 Change Change % Previous Week Open 1.6080 1.6022 -0.0058 -0.4% 1.6064 High 1.6080 1.6022 -0.0058 -0.4% 1.6064 Low 1.6080 1.6022 -0.0058 -0.4% 1.5931 Close 1.6080 1.6045 -0.0035 -0.2% 1.5972 Range ATR 0.0069 0.0068 -0.0001 -1.1% 0.0000 Volume 1 2 1 100.0% 41
Daily Pivots for day following 16-Feb-2011 Classic Woodie Camarilla DeMark R4 1.6030 1.6037 1.6045 R3 1.6030 1.6037 1.6045 R2 1.6030 1.6030 1.6045 R1 1.6037 1.6037 1.6045 1.6034 PP 1.6030 1.6030 1.6030 1.6028 S1 1.6037 1.6037 1.6045 1.6034 S2 1.6030 1.6030 1.6045 S3 1.6030 1.6037 1.6045 S4 1.6030 1.6037 1.6045	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 1.6080 1.5929 0.0151 0.9% 0.0000 0.0% 77% False False 3 10 1.6170 1.5929 0.0241 1.5% 0.0002 0.0% 48% False False 7 20 1.6170 1.5750 0.0420 2.6% 0.0009 0.1% 70% False False 6 40 1.6170 1.5325 0.0845 5.3% 0.0007 0.0% 85% 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 0.0000	Fibonacci Retracements and Extensions 4.250 1.6022 2.618 1.6022 1.618 1.6022 1.000 1.6022 0.618 1.6022 HIGH 1.6022 0.618 1.6022 0.500 1.6022 0.382 1.6022 LOW 1.6022 0.618 1.6022 1.000 1.6022 1.618 1.6022 2.618 1.6022 4.250 1.6022
Fisher Pivots for day following 16-Feb-2011 Pivot 1 day 3 day R1 1.6037 1.6032 PP 1.6030 1.6018 S1 1.6022 1.6005

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