CME British Pound Future March 2012

Trading Metrics calculated at close of trading on 02-Feb-2012

Day Change Summary
	Previous	Current
	01-Feb-2012	02-Feb-2012	Change	Change %	Previous Week
Open	1.5762	1.5834	0.0072	0.5%	1.5535
High	1.5880	1.5854	-0.0026	-0.2%	1.5735
Low	1.5700	1.5790	0.0090	0.6%	1.5510
Close	1.5829	1.5797	-0.0032	-0.2%	1.5716
Range	0.0180	0.0064	-0.0116	-64.4%	0.0225
ATR	0.0120	0.0116	-0.0004	-3.3%	0.0000
Volume	105,294	76,892	-28,402	-27.0%	453,706

Daily Pivots for day following 02-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6006	1.5965	1.5832
R3	1.5942	1.5901	1.5815
R2	1.5878	1.5878	1.5809
R1	1.5837	1.5837	1.5803	1.5826
PP	1.5814	1.5814	1.5814	1.5808
S1	1.5773	1.5773	1.5791	1.5762
S2	1.5750	1.5750	1.5785
S3	1.5686	1.5709	1.5779
S4	1.5622	1.5645	1.5762

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6329	1.6247	1.5840
R3	1.6104	1.6022	1.5778
R2	1.5879	1.5879	1.5757
R1	1.5797	1.5797	1.5737	1.5838
PP	1.5654	1.5654	1.5654	1.5674
S1	1.5572	1.5572	1.5695	1.5613
S2	1.5429	1.5429	1.5675
S3	1.5204	1.5347	1.5654
S4	1.4979	1.5122	1.5592

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5880	1.5635	0.0245	1.6%	0.0105	0.7%	66%	False	False	88,714
10	1.5880	1.5443	0.0437	2.8%	0.0107	0.7%	81%	False	False	88,813
20	1.5880	1.5222	0.0658	4.2%	0.0114	0.7%	87%	False	False	85,062
40	1.5880	1.5222	0.0658	4.2%	0.0122	0.8%	87%	False	False	66,037
60	1.6101	1.5222	0.0879	5.6%	0.0121	0.8%	65%	False	False	44,334
80	1.6120	1.5222	0.0898	5.7%	0.0116	0.7%	64%	False	False	33,261
100	1.6120	1.5222	0.0898	5.7%	0.0107	0.7%	64%	False	False	26,613
120	1.6503	1.5222	0.1281	8.1%	0.0090	0.6%	45%	False	False	22,178

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0030
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1.6126
2.618	1.6022
1.618	1.5958
1.000	1.5918
0.618	1.5894
HIGH	1.5854
0.618	1.5830
0.500	1.5822
0.382	1.5814
LOW	1.5790
0.618	1.5750
1.000	1.5726
1.618	1.5686
2.618	1.5622
4.250	1.5518

Fisher Pivots for day following 02-Feb-2012
Pivot	1 day	3 day
R1	1.5822	1.5793
PP	1.5814	1.5789
S1	1.5805	1.5786

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These figures are updated between 7pm and 10pm EST after a trading day.

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