CME British Pound Future March 2012

Trading Metrics calculated at close of trading on 05-Mar-2012

Day Change Summary
	Previous	Current
	02-Mar-2012	05-Mar-2012	Change	Change %	Previous Week
Open	1.5953	1.5829	-0.0124	-0.8%	1.5887
High	1.5965	1.5876	-0.0089	-0.6%	1.5991
Low	1.5822	1.5784	-0.0038	-0.2%	1.5798
Close	1.5830	1.5867	0.0037	0.2%	1.5830
Range	0.0143	0.0092	-0.0051	-35.7%	0.0193
ATR	0.0116	0.0115	-0.0002	-1.5%	0.0000
Volume	92,468	73,331	-19,137	-20.7%	476,592

Daily Pivots for day following 05-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6118	1.6085	1.5918
R3	1.6026	1.5993	1.5892
R2	1.5934	1.5934	1.5884
R1	1.5901	1.5901	1.5875	1.5918
PP	1.5842	1.5842	1.5842	1.5851
S1	1.5809	1.5809	1.5859	1.5826
S2	1.5750	1.5750	1.5850
S3	1.5658	1.5717	1.5842
S4	1.5566	1.5625	1.5816

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6452	1.6334	1.5936
R3	1.6259	1.6141	1.5883
R2	1.6066	1.6066	1.5865
R1	1.5948	1.5948	1.5848	1.5911
PP	1.5873	1.5873	1.5873	1.5854
S1	1.5755	1.5755	1.5812	1.5718
S2	1.5680	1.5680	1.5795
S3	1.5487	1.5562	1.5777
S4	1.5294	1.5369	1.5724

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5991	1.5784	0.0207	1.3%	0.0103	0.7%	40%	False	True	93,060
10	1.5991	1.5645	0.0346	2.2%	0.0118	0.7%	64%	False	False	103,182
20	1.5991	1.5641	0.0350	2.2%	0.0114	0.7%	65%	False	False	95,517
40	1.5991	1.5222	0.0769	4.8%	0.0113	0.7%	84%	False	False	90,779
60	1.5991	1.5222	0.0769	4.8%	0.0120	0.8%	84%	False	False	77,484
80	1.6101	1.5222	0.0879	5.5%	0.0120	0.8%	73%	False	False	58,365
100	1.6120	1.5222	0.0898	5.7%	0.0115	0.7%	72%	False	False	46,700
120	1.6120	1.5222	0.0898	5.7%	0.0109	0.7%	72%	False	False	38,921

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6267
2.618	1.6117
1.618	1.6025
1.000	1.5968
0.618	1.5933
HIGH	1.5876
0.618	1.5841
0.500	1.5830
0.382	1.5819
LOW	1.5784
0.618	1.5727
1.000	1.5692
1.618	1.5635
2.618	1.5543
4.250	1.5393

Fisher Pivots for day following 05-Mar-2012
Pivot	1 day	3 day
R1	1.5855	1.5879
PP	1.5842	1.5875
S1	1.5830	1.5871

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

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