CME British Pound Future March 2012

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Trading Metrics calculated at close of trading on 21-Jul-2011
Day Change Summary Previous Current 20-Jul-2011 21-Jul-2011 Change Change % Previous Week Open 1.6118 1.6269 0.0151 0.9% 1.5863 High 1.6118 1.6269 0.0151 0.9% 1.6085 Low 1.6118 1.6269 0.0151 0.9% 1.5863 Close 1.6118 1.6269 0.0151 0.9% 1.6080 Range ATR 0.0058 0.0065 0.0007 11.4% 0.0000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 21-Jul-2011 Classic Woodie Camarilla DeMark R4 1.6269 1.6269 1.6269 R3 1.6269 1.6269 1.6269 R2 1.6269 1.6269 1.6269 R1 1.6269 1.6269 1.6269 1.6269 PP 1.6269 1.6269 1.6269 1.6269 S1 1.6269 1.6269 1.6269 1.6269 S2 1.6269 1.6269 1.6269 S3 1.6269 1.6269 1.6269 S4 1.6269 1.6269 1.6269	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 1.6269 1.6005 0.0264 1.6% 0.0000 0.0% 100% True False 1 10 1.6269 1.5863 0.0406 2.5% 0.0000 0.0% 100% True False 1 20 1.6269 1.5863 0.0406 2.5% 0.0000 0.0% 100% True False 1 40 1.6419 1.5863 0.0556 3.4% 0.0000 0.0% 73% 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 1.6269 2.618 1.6269 1.618 1.6269 1.000 1.6269 0.618 1.6269 HIGH 1.6269 0.618 1.6269 0.500 1.6269 0.382 1.6269 LOW 1.6269 0.618 1.6269 1.000 1.6269 1.618 1.6269 2.618 1.6269 4.250 1.6269
Fisher Pivots for day following 21-Jul-2011 Pivot 1 day 3 day R1 1.6269 1.6237 PP 1.6269 1.6205 S1 1.6269 1.6174

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