CME British Pound Future March 2012

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Trading Metrics calculated at close of trading on 26-Jul-2011
Day Change Summary Previous Current 25-Jul-2011 26-Jul-2011 Change Change % Previous Week Open 1.6252 1.6378 0.0126 0.8% 1.6005 High 1.6252 1.6378 0.0126 0.8% 1.6269 Low 1.6252 1.6378 0.0126 0.8% 1.6005 Close 1.6252 1.6378 0.0126 0.8% 1.6259 Range ATR 0.0057 0.0062 0.0005 8.6% 0.0000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 26-Jul-2011 Classic Woodie Camarilla DeMark R4 1.6378 1.6378 1.6378 R3 1.6378 1.6378 1.6378 R2 1.6378 1.6378 1.6378 R1 1.6378 1.6378 1.6378 1.6378 PP 1.6378 1.6378 1.6378 1.6378 S1 1.6378 1.6378 1.6378 1.6378 S2 1.6378 1.6378 1.6378 S3 1.6378 1.6378 1.6378 S4 1.6378 1.6378 1.6378	Weekly Pivots for week ending 22-Jul-2011 Classic Woodie Camarilla DeMark R4 1.6970 1.6878 1.6404 R3 1.6706 1.6614 1.6332 R2 1.6442 1.6442 1.6307 R1 1.6350 1.6350 1.6283 1.6396 PP 1.6178 1.6178 1.6178 1.6201 S1 1.6086 1.6086 1.6235 1.6132 S2 1.5914 1.5914 1.6211 S3 1.5650 1.5822 1.6186 S4 1.5386 1.5558 1.6114
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.6378 1.6118 0.0260 1.6% 0.0000 0.0% 100% True False 1 10 1.6378 1.6005 0.0373 2.3% 0.0000 0.0% 100% True False 1 20 1.6378 1.5863 0.0515 3.1% 0.0000 0.0% 100% True False 1 40 1.6382 1.5863 0.0519 3.2% 0.0000 0.0% 99% 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 1.6378 2.618 1.6378 1.618 1.6378 1.000 1.6378 0.618 1.6378 HIGH 1.6378 0.618 1.6378 0.500 1.6378 0.382 1.6378 LOW 1.6378 0.618 1.6378 1.000 1.6378 1.618 1.6378 2.618 1.6378 4.250 1.6378
Fisher Pivots for day following 26-Jul-2011 Pivot 1 day 3 day R1 1.6378 1.6357 PP 1.6378 1.6336 S1 1.6378 1.6315

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