CME British Pound Future March 2012

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Trading Metrics calculated at close of trading on 27-Jul-2011
Day Change Summary Previous Current 26-Jul-2011 27-Jul-2011 Change Change % Previous Week Open 1.6378 1.6285 -0.0093 -0.6% 1.6005 High 1.6378 1.6285 -0.0093 -0.6% 1.6269 Low 1.6378 1.6285 -0.0093 -0.6% 1.6005 Close 1.6378 1.6285 -0.0093 -0.6% 1.6259 Range ATR 0.0062 0.0064 0.0002 3.6% 0.0000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 27-Jul-2011 Classic Woodie Camarilla DeMark R4 1.6285 1.6285 1.6285 R3 1.6285 1.6285 1.6285 R2 1.6285 1.6285 1.6285 R1 1.6285 1.6285 1.6285 1.6285 PP 1.6285 1.6285 1.6285 1.6285 S1 1.6285 1.6285 1.6285 1.6285 S2 1.6285 1.6285 1.6285 S3 1.6285 1.6285 1.6285 S4 1.6285 1.6285 1.6285	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 1.6252 0.0126 0.8% 0.0000 0.0% 26% False False 1 10 1.6378 1.6005 0.0373 2.3% 0.0000 0.0% 75% False False 1 20 1.6378 1.5863 0.0515 3.2% 0.0000 0.0% 82% False False 1 40 1.6382 1.5863 0.0519 3.2% 0.0000 0.0% 81% 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 1.6285 2.618 1.6285 1.618 1.6285 1.000 1.6285 0.618 1.6285 HIGH 1.6285 0.618 1.6285 0.500 1.6285 0.382 1.6285 LOW 1.6285 0.618 1.6285 1.000 1.6285 1.618 1.6285 2.618 1.6285 4.250 1.6285
Fisher Pivots for day following 27-Jul-2011 Pivot 1 day 3 day R1 1.6285 1.6315 PP 1.6285 1.6305 S1 1.6285 1.6295

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