CME British Pound Future June 2012

Trading Metrics calculated at close of trading on 13-Feb-2012

Day Change Summary
	Previous	Current
	10-Feb-2012	13-Feb-2012	Change	Change %	Previous Week
Open	1.5790	1.5775	-0.0015	-0.1%	1.5785
High	1.5817	1.5809	-0.0008	-0.1%	1.5895
Low	1.5722	1.5752	0.0030	0.2%	1.5719
Close	1.5722	1.5757	0.0035	0.2%	1.5722
Range	0.0095	0.0057	-0.0038	-40.0%	0.0176
ATR	0.0086	0.0086	0.0000	0.1%	0.0000
Volume	20	119	99	495.0%	235

Daily Pivots for day following 13-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.5944	1.5907	1.5788
R3	1.5887	1.5850	1.5773
R2	1.5830	1.5830	1.5767
R1	1.5793	1.5793	1.5762	1.5783
PP	1.5773	1.5773	1.5773	1.5768
S1	1.5736	1.5736	1.5752	1.5726
S2	1.5716	1.5716	1.5747
S3	1.5659	1.5679	1.5741
S4	1.5602	1.5622	1.5726

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6307	1.6190	1.5819
R3	1.6131	1.6014	1.5770
R2	1.5955	1.5955	1.5754
R1	1.5838	1.5838	1.5738	1.5809
PP	1.5779	1.5779	1.5779	1.5764
S1	1.5662	1.5662	1.5706	1.5633
S2	1.5603	1.5603	1.5690
S3	1.5427	1.5486	1.5674
S4	1.5251	1.5310	1.5625

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5895	1.5722	0.0173	1.1%	0.0082	0.5%	20%	False	False	57
10	1.5895	1.5697	0.0198	1.3%	0.0079	0.5%	30%	False	False	45
20	1.5895	1.5290	0.0605	3.8%	0.0073	0.5%	77%	False	False	35
40	1.5895	1.5240	0.0655	4.2%	0.0071	0.4%	79%	False	False	31
60	1.5895	1.5240	0.0655	4.2%	0.0051	0.3%	79%	False	False	22
80	1.6094	1.5240	0.0854	5.4%	0.0038	0.2%	61%	False	False	17
100	1.6094	1.5240	0.0854	5.4%	0.0031	0.2%	61%	False	False	14
120	1.6450	1.5240	0.1210	7.7%	0.0025	0.2%	43%	False	False	12

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6051
2.618	1.5958
1.618	1.5901
1.000	1.5866
0.618	1.5844
HIGH	1.5809
0.618	1.5787
0.500	1.5781
0.382	1.5774
LOW	1.5752
0.618	1.5717
1.000	1.5695
1.618	1.5660
2.618	1.5603
4.250	1.5510

Fisher Pivots for day following 13-Feb-2012
Pivot	1 day	3 day
R1	1.5781	1.5784
PP	1.5773	1.5775
S1	1.5765	1.5766

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

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