CME British Pound Future March 2012

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Trading Metrics calculated at close of trading on 29-Jun-2011
Day Change Summary Previous Current 28-Jun-2011 29-Jun-2011 Change Change % Previous Week Open 1.5940 1.6003 0.0063 0.4% 1.6125 High 1.5940 1.6003 0.0063 0.4% 1.6191 Low 1.5940 1.6003 0.0063 0.4% 1.5923 Close 1.5940 1.6003 0.0063 0.4% 1.5923 Range ATR 0.0065 0.0065 0.0000 -0.2% 0.0000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 29-Jun-2011 Classic Woodie Camarilla DeMark R4 1.6003 1.6003 1.6003 R3 1.6003 1.6003 1.6003 R2 1.6003 1.6003 1.6003 R1 1.6003 1.6003 1.6003 1.6003 PP 1.6003 1.6003 1.6003 1.6003 S1 1.6003 1.6003 1.6003 1.6003 S2 1.6003 1.6003 1.6003 S3 1.6003 1.6003 1.6003 S4 1.6003 1.6003 1.6003	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 1.6003 1.5923 0.0080 0.5% 0.0000 0.0% 100% True False 1 10 1.6191 1.5923 0.0268 1.7% 0.0000 0.0% 30% False False 1 20 1.6382 1.5923 0.0459 2.9% 0.0000 0.0% 17% False False 1 40 1.6428 1.5923 0.0505 3.2% 0.0000 0.0% 16% 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 False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.6003 2.618 1.6003 1.618 1.6003 1.000 1.6003 0.618 1.6003 HIGH 1.6003 0.618 1.6003 0.500 1.6003 0.382 1.6003 LOW 1.6003 0.618 1.6003 1.000 1.6003 1.618 1.6003 2.618 1.6003 4.250 1.6003
Fisher Pivots for day following 29-Jun-2011 Pivot 1 day 3 day R1 1.6003 1.5991 PP 1.6003 1.5978 S1 1.6003 1.5966

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