CME British Pound Future September 2011

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Trading Metrics calculated at close of trading on 14-Mar-2011
Day Change Summary Previous Current 11-Mar-2011 14-Mar-2011 Change Change % Previous Week Open 1.6029 1.6132 0.0103 0.6% 1.6175 High 1.6029 1.6132 0.0103 0.6% 1.6175 Low 1.6029 1.6132 0.0103 0.6% 1.6029 Close 1.6026 1.6132 0.0106 0.7% 1.6026 Range ATR 0.0062 0.0065 0.0003 5.1% 0.0000 Volume 6 2 -4 -66.7% 17
Daily Pivots for day following 14-Mar-2011 Classic Woodie Camarilla DeMark R4 1.6132 1.6132 1.6132 R3 1.6132 1.6132 1.6132 R2 1.6132 1.6132 1.6132 R1 1.6132 1.6132 1.6132 1.6132 PP 1.6132 1.6132 1.6132 1.6132 S1 1.6132 1.6132 1.6132 1.6132 S2 1.6132 1.6132 1.6132 S3 1.6132 1.6132 1.6132 S4 1.6132 1.6132 1.6132	Weekly Pivots for week ending 11-Mar-2011 Classic Woodie Camarilla DeMark R4 1.6515 1.6416 1.6106 R3 1.6369 1.6270 1.6066 R2 1.6223 1.6223 1.6053 R1 1.6124 1.6124 1.6039 1.6101 PP 1.6077 1.6077 1.6077 1.6065 S1 1.5978 1.5978 1.6013 1.5955 S2 1.5931 1.5931 1.5999 S3 1.5785 1.5832 1.5986 S4 1.5639 1.5686 1.5946
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.6157 1.6029 0.0128 0.8% 0.0004 0.0% 80% False False 3 10 1.6292 1.6029 0.0263 1.6% 0.0008 0.0% 39% False False 3 20 1.6292 1.5929 0.0363 2.3% 0.0006 0.0% 56% False False 3 40 1.6292 1.5750 0.0542 3.4% 0.0010 0.1% 70% False False 5 60 1.6292 1.5325 0.0967 6.0% 0.0007 0.0% 83% 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 1.6132 2.618 1.6132 1.618 1.6132 1.000 1.6132 0.618 1.6132 HIGH 1.6132 0.618 1.6132 0.500 1.6132 0.382 1.6132 LOW 1.6132 0.618 1.6132 1.000 1.6132 1.618 1.6132 2.618 1.6132 4.250 1.6132
Fisher Pivots for day following 14-Mar-2011 Pivot 1 day 3 day R1 1.6132 1.6115 PP 1.6132 1.6098 S1 1.6132 1.6081

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