CME British Pound Future September 2011

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Trading Metrics calculated at close of trading on 24-Feb-2011
Day Change Summary Previous Current 23-Feb-2011 24-Feb-2011 Change Change % Previous Week Open 1.6235 1.6075 -0.0160 -1.0% 1.5929 High 1.6235 1.6075 -0.0160 -1.0% 1.6140 Low 1.6190 1.6075 -0.0115 -0.7% 1.5929 Close 1.6147 1.6089 -0.0058 -0.4% 1.6190 Range 0.0045 0.0000 -0.0045 -100.0% 0.0211 ATR 0.0074 0.0074 0.0000 -0.2% 0.0000 Volume 5 6 1 20.0% 9
Daily Pivots for day following 24-Feb-2011 Classic Woodie Camarilla DeMark R4 1.6080 1.6084 1.6089 R3 1.6080 1.6084 1.6089 R2 1.6080 1.6080 1.6089 R1 1.6084 1.6084 1.6089 1.6082 PP 1.6080 1.6080 1.6080 1.6079 S1 1.6084 1.6084 1.6089 1.6082 S2 1.6080 1.6080 1.6089 S3 1.6080 1.6084 1.6089 S4 1.6080 1.6084 1.6089	Weekly Pivots for week ending 18-Feb-2011 Classic Woodie Camarilla DeMark R4 1.6719 1.6666 1.6306 R3 1.6508 1.6455 1.6248 R2 1.6297 1.6297 1.6229 R1 1.6244 1.6244 1.6209 1.6271 PP 1.6086 1.6086 1.6086 1.6100 S1 1.6033 1.6033 1.6171 1.6060 S2 1.5875 1.5875 1.6151 S3 1.5664 1.5822 1.6132 S4 1.5453 1.5611 1.6074
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.6235 1.6075 0.0160 1.0% 0.0009 0.1% 9% False True 5 10 1.6235 1.5929 0.0306 1.9% 0.0005 0.0% 52% False False 4 20 1.6235 1.5825 0.0410 2.5% 0.0011 0.1% 64% False False 6 40 1.6235 1.5375 0.0860 5.3% 0.0008 0.1% 83% 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 False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.6075 2.618 1.6075 1.618 1.6075 1.000 1.6075 0.618 1.6075 HIGH 1.6075 0.618 1.6075 0.500 1.6075 0.382 1.6075 LOW 1.6075 0.618 1.6075 1.000 1.6075 1.618 1.6075 2.618 1.6075 4.250 1.6075
Fisher Pivots for day following 24-Feb-2011 Pivot 1 day 3 day R1 1.6084 1.6155 PP 1.6080 1.6133 S1 1.6075 1.6111

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