CME British Pound Future March 2012

Trading Metrics calculated at close of trading on 13-Feb-2012

Day Change Summary
	Previous	Current
	10-Feb-2012	13-Feb-2012	Change	Change %	Previous Week
Open	1.5814	1.5790	-0.0024	-0.2%	1.5814
High	1.5845	1.5824	-0.0021	-0.1%	1.5924
Low	1.5725	1.5735	0.0010	0.1%	1.5725
Close	1.5735	1.5770	0.0035	0.2%	1.5735
Range	0.0120	0.0089	-0.0031	-25.8%	0.0199
ATR	0.0115	0.0113	-0.0002	-1.6%	0.0000
Volume	78,028	71,061	-6,967	-8.9%	409,088

Daily Pivots for day following 13-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6043	1.5996	1.5819
R3	1.5954	1.5907	1.5794
R2	1.5865	1.5865	1.5786
R1	1.5818	1.5818	1.5778	1.5797
PP	1.5776	1.5776	1.5776	1.5766
S1	1.5729	1.5729	1.5762	1.5708
S2	1.5687	1.5687	1.5754
S3	1.5598	1.5640	1.5746
S4	1.5509	1.5551	1.5721

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6392	1.6262	1.5844
R3	1.6193	1.6063	1.5790
R2	1.5994	1.5994	1.5771
R1	1.5864	1.5864	1.5753	1.5830
PP	1.5795	1.5795	1.5795	1.5777
S1	1.5665	1.5665	1.5717	1.5631
S2	1.5596	1.5596	1.5699
S3	1.5397	1.5466	1.5680
S4	1.5198	1.5267	1.5626

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5924	1.5725	0.0199	1.3%	0.0110	0.7%	23%	False	False	81,522
10	1.5924	1.5691	0.0233	1.5%	0.0112	0.7%	34%	False	False	86,186
20	1.5924	1.5273	0.0651	4.1%	0.0108	0.7%	76%	False	False	86,341
40	1.5924	1.5222	0.0702	4.5%	0.0117	0.7%	78%	False	False	76,713
60	1.5924	1.5222	0.0702	4.5%	0.0122	0.8%	78%	False	False	53,978
80	1.6120	1.5222	0.0898	5.7%	0.0118	0.7%	61%	False	False	40,495
100	1.6120	1.5222	0.0898	5.7%	0.0114	0.7%	61%	False	False	32,403
120	1.6467	1.5222	0.1245	7.9%	0.0096	0.6%	44%	False	False	27,003

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0032
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.6202
2.618	1.6057
1.618	1.5968
1.000	1.5913
0.618	1.5879
HIGH	1.5824
0.618	1.5790
0.500	1.5780
0.382	1.5769
LOW	1.5735
0.618	1.5680
1.000	1.5646
1.618	1.5591
2.618	1.5502
4.250	1.5357

Fisher Pivots for day following 13-Feb-2012
Pivot	1 day	3 day
R1	1.5780	1.5804
PP	1.5776	1.5792
S1	1.5773	1.5781

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

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