CME British Pound Future June 2012

Trading Metrics calculated at close of trading on 02-Feb-2012

Day Change Summary
	Previous	Current
	01-Feb-2012	02-Feb-2012	Change	Change %	Previous Week
Open	1.5697	1.5804	0.0107	0.7%	1.5521
High	1.5859	1.5811	-0.0048	-0.3%	1.5715
Low	1.5697	1.5784	0.0087	0.6%	1.5505
Close	1.5816	1.5784	-0.0032	-0.2%	1.5702
Range	0.0162	0.0027	-0.0135	-83.3%	0.0210
ATR	0.0090	0.0086	-0.0004	-4.6%	0.0000
Volume	14	70	56	400.0%	74

Daily Pivots for day following 02-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.5874	1.5856	1.5799
R3	1.5847	1.5829	1.5791
R2	1.5820	1.5820	1.5789
R1	1.5802	1.5802	1.5786	1.5798
PP	1.5793	1.5793	1.5793	1.5791
S1	1.5775	1.5775	1.5782	1.5771
S2	1.5766	1.5766	1.5779
S3	1.5739	1.5748	1.5777
S4	1.5712	1.5721	1.5769

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6271	1.6196	1.5818
R3	1.6061	1.5986	1.5760
R2	1.5851	1.5851	1.5741
R1	1.5776	1.5776	1.5721	1.5814
PP	1.5641	1.5641	1.5641	1.5659
S1	1.5566	1.5566	1.5683	1.5604
S2	1.5431	1.5431	1.5664
S3	1.5221	1.5356	1.5644
S4	1.5011	1.5146	1.5587

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5859	1.5626	0.0233	1.5%	0.0068	0.4%	68%	False	False	35
10	1.5859	1.5439	0.0420	2.7%	0.0068	0.4%	82%	False	False	23
20	1.5859	1.5240	0.0619	3.9%	0.0075	0.5%	88%	False	False	29
40	1.5859	1.5240	0.0619	3.9%	0.0058	0.4%	88%	False	False	22
60	1.6077	1.5240	0.0837	5.3%	0.0041	0.3%	65%	False	False	16
80	1.6094	1.5240	0.0854	5.4%	0.0031	0.2%	64%	False	False	12
100	1.6094	1.5240	0.0854	5.4%	0.0025	0.2%	64%	False	False	10
120	1.6514	1.5240	0.1274	8.1%	0.0021	0.1%	43%	False	False	9

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	0.0009
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.5926
2.618	1.5882
1.618	1.5855
1.000	1.5838
0.618	1.5828
HIGH	1.5811
0.618	1.5801
0.500	1.5798
0.382	1.5794
LOW	1.5784
0.618	1.5767
1.000	1.5757
1.618	1.5740
2.618	1.5713
4.250	1.5669

Fisher Pivots for day following 02-Feb-2012
Pivot	1 day	3 day
R1	1.5798	1.5782
PP	1.5793	1.5780
S1	1.5789	1.5778

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

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