CME British Pound Future December 2011

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Trading Metrics calculated at close of trading on 24-Mar-2011
Day Change Summary Previous Current 23-Mar-2011 24-Mar-2011 Change Change % Previous Week Open 1.6172 1.6037 -0.0135 -0.8% 1.6102 High 1.6172 1.6037 -0.0135 -0.8% 1.6147 Low 1.6172 1.6037 -0.0135 -0.8% 1.5965 Close 1.6172 1.6037 -0.0135 -0.8% 1.6147 Range ATR 0.0072 0.0077 0.0004 6.2% 0.0000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 24-Mar-2011 Classic Woodie Camarilla DeMark R4 1.6037 1.6037 1.6037 R3 1.6037 1.6037 1.6037 R2 1.6037 1.6037 1.6037 R1 1.6037 1.6037 1.6037 1.6037 PP 1.6037 1.6037 1.6037 1.6037 S1 1.6037 1.6037 1.6037 1.6037 S2 1.6037 1.6037 1.6037 S3 1.6037 1.6037 1.6037 S4 1.6037 1.6037 1.6037	Weekly Pivots for week ending 18-Mar-2011 Classic Woodie Camarilla DeMark R4 1.6632 1.6572 1.6247 R3 1.6450 1.6390 1.6197 R2 1.6268 1.6268 1.6180 R1 1.6208 1.6208 1.6164 1.6238 PP 1.6086 1.6086 1.6086 1.6102 S1 1.6026 1.6026 1.6130 1.6056 S2 1.5904 1.5904 1.6114 S3 1.5722 1.5844 1.6097 S4 1.5540 1.5662 1.6047
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.6300 1.6037 0.0263 1.6% 0.0000 0.0% 0% False True 1 10 1.6300 1.5965 0.0335 2.1% 0.0000 0.0% 21% False False 1 20 1.6300 1.5965 0.0335 2.1% 0.0001 0.0% 21% False False 2 40 1.6300 1.5797 0.0503 3.1% 0.0001 0.0% 48% False False 2
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 1.6037 2.618 1.6037 1.618 1.6037 1.000 1.6037 0.618 1.6037 HIGH 1.6037 0.618 1.6037 0.500 1.6037 0.382 1.6037 LOW 1.6037 0.618 1.6037 1.000 1.6037 1.618 1.6037 2.618 1.6037 4.250 1.6037
Fisher Pivots for day following 24-Mar-2011 Pivot 1 day 3 day R1 1.6037 1.6169 PP 1.6037 1.6125 S1 1.6037 1.6081

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