CME British Pound Future March 2012

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Trading Metrics calculated at close of trading on 28-Jun-2011
Day Change Summary Previous Current 27-Jun-2011 28-Jun-2011 Change Change % Previous Week Open 1.5929 1.5940 0.0011 0.1% 1.6125 High 1.5929 1.5940 0.0011 0.1% 1.6191 Low 1.5929 1.5940 0.0011 0.1% 1.5923 Close 1.5929 1.5940 0.0011 0.1% 1.5923 Range ATR 0.0069 0.0065 -0.0004 -6.0% 0.0000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 28-Jun-2011 Classic Woodie Camarilla DeMark R4 1.5940 1.5940 1.5940 R3 1.5940 1.5940 1.5940 R2 1.5940 1.5940 1.5940 R1 1.5940 1.5940 1.5940 1.5940 PP 1.5940 1.5940 1.5940 1.5940 S1 1.5940 1.5940 1.5940 1.5940 S2 1.5940 1.5940 1.5940 S3 1.5940 1.5940 1.5940 S4 1.5940 1.5940 1.5940	Weekly Pivots for week ending 24-Jun-2011 Classic Woodie Camarilla DeMark R4 1.6816 1.6638 1.6070 R3 1.6548 1.6370 1.5997 R2 1.6280 1.6280 1.5972 R1 1.6102 1.6102 1.5948 1.6057 PP 1.6012 1.6012 1.6012 1.5990 S1 1.5834 1.5834 1.5898 1.5789 S2 1.5744 1.5744 1.5874 S3 1.5476 1.5566 1.5849 S4 1.5208 1.5298 1.5776
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.6025 1.5923 0.0102 0.6% 0.0000 0.0% 17% False False 1 10 1.6191 1.5923 0.0268 1.7% 0.0000 0.0% 6% False False 1 20 1.6382 1.5923 0.0459 2.9% 0.0000 0.0% 4% False False 1
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 True 4BNR True 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.5940 2.618 1.5940 1.618 1.5940 1.000 1.5940 0.618 1.5940 HIGH 1.5940 0.618 1.5940 0.500 1.5940 0.382 1.5940 LOW 1.5940 0.618 1.5940 1.000 1.5940 1.618 1.5940 2.618 1.5940 4.250 1.5940
Fisher Pivots for day following 28-Jun-2011 Pivot 1 day 3 day R1 1.5940 1.5937 PP 1.5940 1.5934 S1 1.5940 1.5932

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