CME British Pound Future March 2012

Trading Metrics calculated at close of trading on 27-Feb-2012

Day Change Summary
	Previous	Current
	24-Feb-2012	27-Feb-2012	Change	Change %	Previous Week
Open	1.5740	1.5887	0.0147	0.9%	1.5855
High	1.5899	1.5895	-0.0004	0.0%	1.5899
Low	1.5713	1.5808	0.0095	0.6%	1.5645
Close	1.5884	1.5817	-0.0067	-0.4%	1.5884
Range	0.0186	0.0087	-0.0099	-53.2%	0.0254
ATR	0.0121	0.0119	-0.0002	-2.0%	0.0000
Volume	134,261	84,623	-49,638	-37.0%	481,897

Daily Pivots for day following 27-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6101	1.6046	1.5865
R3	1.6014	1.5959	1.5841
R2	1.5927	1.5927	1.5833
R1	1.5872	1.5872	1.5825	1.5856
PP	1.5840	1.5840	1.5840	1.5832
S1	1.5785	1.5785	1.5809	1.5769
S2	1.5753	1.5753	1.5801
S3	1.5666	1.5698	1.5793
S4	1.5579	1.5611	1.5769

Weekly Pivots for week ending 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6571	1.6482	1.6024
R3	1.6317	1.6228	1.5954
R2	1.6063	1.6063	1.5931
R1	1.5974	1.5974	1.5907	1.6019
PP	1.5809	1.5809	1.5809	1.5832
S1	1.5720	1.5720	1.5861	1.5765
S2	1.5555	1.5555	1.5837
S3	1.5301	1.5466	1.5814
S4	1.5047	1.5212	1.5744

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5899	1.5645	0.0254	1.6%	0.0133	0.8%	68%	False	False	113,304
10	1.5899	1.5641	0.0258	1.6%	0.0120	0.8%	68%	False	False	103,595
20	1.5924	1.5641	0.0283	1.8%	0.0115	0.7%	62%	False	False	94,524
40	1.5924	1.5222	0.0702	4.4%	0.0118	0.7%	85%	False	False	86,896
60	1.5924	1.5222	0.0702	4.4%	0.0123	0.8%	85%	False	False	70,013
80	1.6101	1.5222	0.0879	5.6%	0.0120	0.8%	68%	False	False	52,551
100	1.6120	1.5222	0.0898	5.7%	0.0118	0.7%	66%	False	False	42,049
120	1.6120	1.5222	0.0898	5.7%	0.0105	0.7%	66%	False	False	35,043

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0027
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.6265
2.618	1.6123
1.618	1.6036
1.000	1.5982
0.618	1.5949
HIGH	1.5895
0.618	1.5862
0.500	1.5852
0.382	1.5841
LOW	1.5808
0.618	1.5754
1.000	1.5721
1.618	1.5667
2.618	1.5580
4.250	1.5438

Fisher Pivots for day following 27-Feb-2012
Pivot	1 day	3 day
R1	1.5852	1.5803
PP	1.5840	1.5788
S1	1.5829	1.5774

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

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