CME British Pound Future March 2012

Trading Metrics calculated at close of trading on 15-Feb-2012

Day Change Summary
	Previous	Current
	14-Feb-2012	15-Feb-2012	Change	Change %	Previous Week
Open	1.5748	1.5691	-0.0057	-0.4%	1.5814
High	1.5770	1.5732	-0.0038	-0.2%	1.5924
Low	1.5641	1.5653	0.0012	0.1%	1.5725
Close	1.5653	1.5687	0.0034	0.2%	1.5735
Range	0.0129	0.0079	-0.0050	-38.8%	0.0199
ATR	0.0114	0.0112	-0.0003	-2.2%	0.0000
Volume	108,334	92,274	-16,060	-14.8%	409,088

Daily Pivots for day following 15-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.5928	1.5886	1.5730
R3	1.5849	1.5807	1.5709
R2	1.5770	1.5770	1.5701
R1	1.5728	1.5728	1.5694	1.5710
PP	1.5691	1.5691	1.5691	1.5681
S1	1.5649	1.5649	1.5680	1.5631
S2	1.5612	1.5612	1.5673
S3	1.5533	1.5570	1.5665
S4	1.5454	1.5491	1.5644

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	1.5882	1.5641	0.0241	1.5%	0.0102	0.7%	19%	False	False	87,173
10	1.5924	1.5641	0.0283	1.8%	0.0105	0.7%	16%	False	False	85,651
20	1.5924	1.5407	0.0517	3.3%	0.0107	0.7%	54%	False	False	87,431
40	1.5924	1.5222	0.0702	4.5%	0.0118	0.8%	66%	False	False	78,131
60	1.5924	1.5222	0.0702	4.5%	0.0122	0.8%	66%	False	False	57,320
80	1.6120	1.5222	0.0898	5.7%	0.0118	0.8%	52%	False	False	43,001
100	1.6120	1.5222	0.0898	5.7%	0.0114	0.7%	52%	False	False	34,408
120	1.6371	1.5222	0.1149	7.3%	0.0097	0.6%	40%	False	False	28,675

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 9 trading days

Fibonacci Retracements and Extensions
4.250	1.6068
2.618	1.5939
1.618	1.5860
1.000	1.5811
0.618	1.5781
HIGH	1.5732
0.618	1.5702
0.500	1.5693
0.382	1.5683
LOW	1.5653
0.618	1.5604
1.000	1.5574
1.618	1.5525
2.618	1.5446
4.250	1.5317

Fisher Pivots for day following 15-Feb-2012
Pivot	1 day	3 day
R1	1.5693	1.5733
PP	1.5691	1.5717
S1	1.5689	1.5702

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

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