CME British Pound Future March 2012

Trading Metrics calculated at close of trading on 23-Feb-2012

Day Change Summary
	Previous	Current
	22-Feb-2012	23-Feb-2012	Change	Change %	Previous Week
Open	1.5781	1.5672	-0.0109	-0.7%	1.5790
High	1.5813	1.5747	-0.0066	-0.4%	1.5860
Low	1.5645	1.5648	0.0003	0.0%	1.5641
Close	1.5669	1.5713	0.0044	0.3%	1.5838
Range	0.0168	0.0099	-0.0069	-41.1%	0.0219
ATR	0.0117	0.0116	-0.0001	-1.1%	0.0000
Volume	130,130	92,032	-38,098	-29.3%	469,434

Daily Pivots for day following 23-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6000	1.5955	1.5767
R3	1.5901	1.5856	1.5740
R2	1.5802	1.5802	1.5731
R1	1.5757	1.5757	1.5722	1.5780
PP	1.5703	1.5703	1.5703	1.5714
S1	1.5658	1.5658	1.5704	1.5681
S2	1.5604	1.5604	1.5695
S3	1.5505	1.5559	1.5686
S4	1.5406	1.5460	1.5659

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6437	1.6356	1.5958
R3	1.6218	1.6137	1.5898
R2	1.5999	1.5999	1.5878
R1	1.5918	1.5918	1.5858	1.5959
PP	1.5780	1.5780	1.5780	1.5800
S1	1.5699	1.5699	1.5818	1.5740
S2	1.5561	1.5561	1.5798
S3	1.5342	1.5480	1.5778
S4	1.5123	1.5261	1.5718

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5895	1.5645	0.0250	1.6%	0.0126	0.8%	27%	False	False	109,080
10	1.5895	1.5641	0.0254	1.6%	0.0114	0.7%	28%	False	False	98,126
20	1.5924	1.5635	0.0289	1.8%	0.0111	0.7%	27%	False	False	93,121
40	1.5924	1.5222	0.0702	4.5%	0.0118	0.8%	70%	False	False	83,887
60	1.5924	1.5222	0.0702	4.5%	0.0123	0.8%	70%	False	False	66,401
80	1.6120	1.5222	0.0898	5.7%	0.0119	0.8%	55%	False	False	49,816
100	1.6120	1.5222	0.0898	5.7%	0.0116	0.7%	55%	False	False	39,860
120	1.6175	1.5222	0.0953	6.1%	0.0103	0.7%	52%	False	False	33,219

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0029
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6168
2.618	1.6006
1.618	1.5907
1.000	1.5846
0.618	1.5808
HIGH	1.5747
0.618	1.5709
0.500	1.5698
0.382	1.5686
LOW	1.5648
0.618	1.5587
1.000	1.5549
1.618	1.5488
2.618	1.5389
4.250	1.5227

Fisher Pivots for day following 23-Feb-2012
Pivot	1 day	3 day
R1	1.5708	1.5770
PP	1.5703	1.5751
S1	1.5698	1.5732

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

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