CME British Pound Future March 2012

Trading Metrics calculated at close of trading on 07-Mar-2012

Day Change Summary
	Previous	Current
	06-Mar-2012	07-Mar-2012	Change	Change %	Previous Week
Open	1.5862	1.5717	-0.0145	-0.9%	1.5887
High	1.5882	1.5758	-0.0124	-0.8%	1.5991
Low	1.5696	1.5697	0.0001	0.0%	1.5798
Close	1.5706	1.5739	0.0033	0.2%	1.5830
Range	0.0186	0.0061	-0.0125	-67.2%	0.0193
ATR	0.0120	0.0115	-0.0004	-3.5%	0.0000
Volume	118,137	72,067	-46,070	-39.0%	476,592

Daily Pivots for day following 07-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.5914	1.5888	1.5773
R3	1.5853	1.5827	1.5756
R2	1.5792	1.5792	1.5750
R1	1.5766	1.5766	1.5745	1.5779
PP	1.5731	1.5731	1.5731	1.5738
S1	1.5705	1.5705	1.5733	1.5718
S2	1.5670	1.5670	1.5728
S3	1.5609	1.5644	1.5722
S4	1.5548	1.5583	1.5705

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	1.5974	1.5696	0.0278	1.8%	0.0112	0.7%	15%	False	False	87,544
10	1.5991	1.5648	0.0343	2.2%	0.0114	0.7%	27%	False	False	96,642
20	1.5991	1.5641	0.0350	2.2%	0.0115	0.7%	28%	False	False	97,121
40	1.5991	1.5222	0.0769	4.9%	0.0114	0.7%	67%	False	False	92,446
60	1.5991	1.5222	0.0769	4.9%	0.0119	0.8%	67%	False	False	80,533
80	1.6059	1.5222	0.0837	5.3%	0.0120	0.8%	62%	False	False	60,742
100	1.6120	1.5222	0.0898	5.7%	0.0116	0.7%	58%	False	False	48,601
120	1.6120	1.5222	0.0898	5.7%	0.0111	0.7%	58%	False	False	40,506

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	0.0020
Narrowest range in 48 trading days

Fibonacci Retracements and Extensions
4.250	1.6017
2.618	1.5918
1.618	1.5857
1.000	1.5819
0.618	1.5796
HIGH	1.5758
0.618	1.5735
0.500	1.5728
0.382	1.5720
LOW	1.5697
0.618	1.5659
1.000	1.5636
1.618	1.5598
2.618	1.5537
4.250	1.5438

Fisher Pivots for day following 07-Mar-2012
Pivot	1 day	3 day
R1	1.5735	1.5789
PP	1.5731	1.5772
S1	1.5728	1.5756

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

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