CME British Pound Future September 2011

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Trading Metrics calculated at close of trading on 01-Mar-2011
Day Change Summary Previous Current 28-Feb-2011 01-Mar-2011 Change Change % Previous Week Open 1.6200 1.6215 0.0015 0.1% 1.6075 High 1.6200 1.6215 0.0015 0.1% 1.6235 Low 1.6200 1.6215 0.0015 0.1% 1.6050 Close 1.6220 1.6215 -0.0005 0.0% 1.6050 Range ATR 0.0077 0.0072 -0.0005 -6.7% 0.0000 Volume 5 6 1 20.0% 27
Daily Pivots for day following 01-Mar-2011 Classic Woodie Camarilla DeMark R4 1.6215 1.6215 1.6215 R3 1.6215 1.6215 1.6215 R2 1.6215 1.6215 1.6215 R1 1.6215 1.6215 1.6215 1.6215 PP 1.6215 1.6215 1.6215 1.6215 S1 1.6215 1.6215 1.6215 1.6215 S2 1.6215 1.6215 1.6215 S3 1.6215 1.6215 1.6215 S4 1.6215 1.6215 1.6215	Weekly Pivots for week ending 25-Feb-2011 Classic Woodie Camarilla DeMark R4 1.6667 1.6543 1.6152 R3 1.6482 1.6358 1.6101 R2 1.6297 1.6297 1.6084 R1 1.6173 1.6173 1.6067 1.6143 PP 1.6112 1.6112 1.6112 1.6096 S1 1.5988 1.5988 1.6033 1.5958 S2 1.5927 1.5927 1.6016 S3 1.5742 1.5803 1.5999 S4 1.5557 1.5618 1.5948
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.6235 1.6050 0.0185 1.1% 0.0009 0.1% 89% False False 5 10 1.6235 1.6022 0.0213 1.3% 0.0005 0.0% 91% False False 4 20 1.6235 1.5929 0.0306 1.9% 0.0007 0.0% 93% False False 6 40 1.6235 1.5449 0.0786 4.8% 0.0008 0.1% 97% 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 1.6215 2.618 1.6215 1.618 1.6215 1.000 1.6215 0.618 1.6215 HIGH 1.6215 0.618 1.6215 0.500 1.6215 0.382 1.6215 LOW 1.6215 0.618 1.6215 1.000 1.6215 1.618 1.6215 2.618 1.6215 4.250 1.6215
Fisher Pivots for day following 01-Mar-2011 Pivot 1 day 3 day R1 1.6215 1.6188 PP 1.6215 1.6160 S1 1.6215 1.6133

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