CME British Pound Future September 2011

Trading Metrics calculated at close of trading on 01-Jun-2011

Day Change Summary
	Previous	Current
	31-May-2011	01-Jun-2011	Change	Change %	Previous Week
Open	1.6446	1.6447	0.0001	0.0%	1.6200
High	1.6521	1.6468	-0.0053	-0.3%	1.6477
Low	1.6401	1.6312	-0.0089	-0.5%	1.6046
Close	1.6429	1.6338	-0.0091	-0.6%	1.6466
Range	0.0120	0.0156	0.0036	30.0%	0.0431
ATR	0.0119	0.0122	0.0003	2.2%	0.0000
Volume	232	456	224	96.6%	1,291

Daily Pivots for day following 01-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6841	1.6745	1.6424
R3	1.6685	1.6589	1.6381
R2	1.6529	1.6529	1.6367
R1	1.6433	1.6433	1.6352	1.6403
PP	1.6373	1.6373	1.6373	1.6358
S1	1.6277	1.6277	1.6324	1.6247
S2	1.6217	1.6217	1.6309
S3	1.6061	1.6121	1.6295
S4	1.5905	1.5965	1.6252

Weekly Pivots for week ending 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.7623	1.7475	1.6703
R3	1.7192	1.7044	1.6585
R2	1.6761	1.6761	1.6545
R1	1.6613	1.6613	1.6506	1.6687
PP	1.6330	1.6330	1.6330	1.6367
S1	1.6182	1.6182	1.6426	1.6256
S2	1.5899	1.5899	1.6387
S3	1.5468	1.5751	1.6347
S4	1.5037	1.5320	1.6229

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6521	1.6121	0.0400	2.4%	0.0133	0.8%	54%	False	False	254
10	1.6521	1.6046	0.0475	2.9%	0.0128	0.8%	61%	False	False	245
20	1.6536	1.6046	0.0490	3.0%	0.0122	0.7%	60%	False	False	187
40	1.6708	1.6046	0.0662	4.1%	0.0097	0.6%	44%	False	False	132
60	1.6708	1.5910	0.0798	4.9%	0.0083	0.5%	54%	False	False	96
80	1.6708	1.5910	0.0798	4.9%	0.0063	0.4%	54%	False	False	73
100	1.6708	1.5503	0.1205	7.4%	0.0053	0.3%	69%	False	False	59
120	1.6708	1.5325	0.1383	8.5%	0.0046	0.3%	73%	False	False	50

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.7131
2.618	1.6876
1.618	1.6720
1.000	1.6624
0.618	1.6564
HIGH	1.6468
0.618	1.6408
0.500	1.6390
0.382	1.6372
LOW	1.6312
0.618	1.6216
1.000	1.6156
1.618	1.6060
2.618	1.5904
4.250	1.5649

Fisher Pivots for day following 01-Jun-2011
Pivot	1 day	3 day
R1	1.6390	1.6417
PP	1.6373	1.6390
S1	1.6355	1.6364

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These figures are updated between 7pm and 10pm EST after a trading day.

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