CME British Pound Future March 2012

Trading Metrics calculated at close of trading on 01-Mar-2012

Day Change Summary
	Previous	Current
	29-Feb-2012	01-Mar-2012	Change	Change %	Previous Week
Open	1.5900	1.5914	0.0014	0.1%	1.5855
High	1.5991	1.5974	-0.0017	-0.1%	1.5899
Low	1.5898	1.5895	-0.0003	0.0%	1.5645
Close	1.5919	1.5950	0.0031	0.2%	1.5884
Range	0.0093	0.0079	-0.0014	-15.1%	0.0254
ATR	0.0117	0.0114	-0.0003	-2.3%	0.0000
Volume	135,406	81,720	-53,686	-39.6%	481,897

Daily Pivots for day following 01-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6177	1.6142	1.5993
R3	1.6098	1.6063	1.5972
R2	1.6019	1.6019	1.5964
R1	1.5984	1.5984	1.5957	1.6002
PP	1.5940	1.5940	1.5940	1.5948
S1	1.5905	1.5905	1.5943	1.5923
S2	1.5861	1.5861	1.5936
S3	1.5782	1.5826	1.5928
S4	1.5703	1.5747	1.5907

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	1.5991	1.5713	0.0278	1.7%	0.0111	0.7%	85%	False	False	103,677
10	1.5991	1.5645	0.0346	2.2%	0.0118	0.7%	88%	False	False	106,378
20	1.5991	1.5641	0.0350	2.2%	0.0111	0.7%	88%	False	False	96,015
40	1.5991	1.5222	0.0769	4.8%	0.0113	0.7%	95%	False	False	90,171
60	1.5991	1.5222	0.0769	4.8%	0.0120	0.7%	95%	False	False	74,763
80	1.6101	1.5222	0.0879	5.5%	0.0118	0.7%	83%	False	False	56,293
100	1.6120	1.5222	0.0898	5.6%	0.0116	0.7%	81%	False	False	45,043
120	1.6120	1.5222	0.0898	5.6%	0.0107	0.7%	81%	False	False	37,539

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.6310
2.618	1.6181
1.618	1.6102
1.000	1.6053
0.618	1.6023
HIGH	1.5974
0.618	1.5944
0.500	1.5935
0.382	1.5925
LOW	1.5895
0.618	1.5846
1.000	1.5816
1.618	1.5767
2.618	1.5688
4.250	1.5559

Fisher Pivots for day following 01-Mar-2012
Pivot	1 day	3 day
R1	1.5945	1.5932
PP	1.5940	1.5913
S1	1.5935	1.5895

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

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