CME British Pound Future March 2012

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Trading Metrics calculated at close of trading on 18-Jul-2011
Day Change Summary Previous Current 15-Jul-2011 18-Jul-2011 Change Change % Previous Week Open 1.6080 1.6005 -0.0075 -0.5% 1.5863 High 1.6080 1.6005 -0.0075 -0.5% 1.6085 Low 1.6080 1.6005 -0.0075 -0.5% 1.5863 Close 1.6080 1.6005 -0.0075 -0.5% 1.6080 Range ATR 0.0057 0.0059 0.0001 2.2% 0.0000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 18-Jul-2011 Classic Woodie Camarilla DeMark R4 1.6005 1.6005 1.6005 R3 1.6005 1.6005 1.6005 R2 1.6005 1.6005 1.6005 R1 1.6005 1.6005 1.6005 1.6005 PP 1.6005 1.6005 1.6005 1.6005 S1 1.6005 1.6005 1.6005 1.6005 S2 1.6005 1.6005 1.6005 S3 1.6005 1.6005 1.6005 S4 1.6005 1.6005 1.6005	Weekly Pivots for week ending 15-Jul-2011 Classic Woodie Camarilla DeMark R4 1.6675 1.6600 1.6202 R3 1.6453 1.6378 1.6141 R2 1.6231 1.6231 1.6121 R1 1.6156 1.6156 1.6100 1.6194 PP 1.6009 1.6009 1.6009 1.6028 S1 1.5934 1.5934 1.6060 1.5972 S2 1.5787 1.5787 1.6039 S3 1.5565 1.5712 1.6019 S4 1.5343 1.5490 1.5958
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.6085 1.5895 0.0190 1.2% 0.0000 0.0% 58% False False 1 10 1.6085 1.5863 0.0222 1.4% 0.0000 0.0% 64% False False 1 20 1.6191 1.5863 0.0328 2.0% 0.0000 0.0% 43% False False 1 40 1.6419 1.5863 0.0556 3.5% 0.0000 0.0% 26% 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 1.6005 2.618 1.6005 1.618 1.6005 1.000 1.6005 0.618 1.6005 HIGH 1.6005 0.618 1.6005 0.500 1.6005 0.382 1.6005 LOW 1.6005 0.618 1.6005 1.000 1.6005 1.618 1.6005 2.618 1.6005 4.250 1.6005
Fisher Pivots for day following 18-Jul-2011 Pivot 1 day 3 day R1 1.6005 1.6045 PP 1.6005 1.6032 S1 1.6005 1.6018

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