CME British Pound Future June 2012

Trading Metrics calculated at close of trading on 09-Feb-2012

Day Change Summary
	Previous	Current
	08-Feb-2012	09-Feb-2012	Change	Change %	Previous Week
Open	1.5880	1.5793	-0.0087	-0.5%	1.5649
High	1.5895	1.5845	-0.0050	-0.3%	1.5859
Low	1.5793	1.5793	0.0000	0.0%	1.5648
Close	1.5799	1.5809	0.0010	0.1%	1.5811
Range	0.0102	0.0052	-0.0050	-49.0%	0.0211
ATR	0.0088	0.0085	-0.0003	-2.9%	0.0000
Volume	66	56	-10	-15.2%	157

Daily Pivots for day following 09-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.5972	1.5942	1.5838
R3	1.5920	1.5890	1.5823
R2	1.5868	1.5868	1.5819
R1	1.5838	1.5838	1.5814	1.5853
PP	1.5816	1.5816	1.5816	1.5823
S1	1.5786	1.5786	1.5804	1.5801
S2	1.5764	1.5764	1.5799
S3	1.5712	1.5734	1.5795
S4	1.5660	1.5682	1.5780

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6406	1.6319	1.5927
R3	1.6195	1.6108	1.5869
R2	1.5984	1.5984	1.5850
R1	1.5897	1.5897	1.5830	1.5941
PP	1.5773	1.5773	1.5773	1.5794
S1	1.5686	1.5686	1.5792	1.5730
S2	1.5562	1.5562	1.5772
S3	1.5351	1.5475	1.5753
S4	1.5140	1.5264	1.5695

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5895	1.5719	0.0176	1.1%	0.0084	0.5%	51%	False	False	44
10	1.5895	1.5626	0.0269	1.7%	0.0076	0.5%	68%	False	False	39
20	1.5895	1.5240	0.0655	4.1%	0.0075	0.5%	87%	False	False	37
40	1.5895	1.5240	0.0655	4.1%	0.0068	0.4%	87%	False	False	28
60	1.5895	1.5240	0.0655	4.1%	0.0048	0.3%	87%	False	False	20
80	1.6094	1.5240	0.0854	5.4%	0.0036	0.2%	67%	False	False	15
100	1.6094	1.5240	0.0854	5.4%	0.0029	0.2%	67%	False	False	12
120	1.6450	1.5240	0.1210	7.7%	0.0024	0.2%	47%	False	False	10

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.6066
2.618	1.5981
1.618	1.5929
1.000	1.5897
0.618	1.5877
HIGH	1.5845
0.618	1.5825
0.500	1.5819
0.382	1.5813
LOW	1.5793
0.618	1.5761
1.000	1.5741
1.618	1.5709
2.618	1.5657
4.250	1.5572

Fisher Pivots for day following 09-Feb-2012
Pivot	1 day	3 day
R1	1.5819	1.5842
PP	1.5816	1.5831
S1	1.5812	1.5820

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

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