CME British Pound Future June 2012

Trading Metrics calculated at close of trading on 15-Feb-2012

Day Change Summary
	Previous	Current
	14-Feb-2012	15-Feb-2012	Change	Change %	Previous Week
Open	1.5703	1.5664	-0.0039	-0.2%	1.5785
High	1.5739	1.5715	-0.0024	-0.2%	1.5895
Low	1.5632	1.5660	0.0028	0.2%	1.5719
Close	1.5641	1.5675	0.0034	0.2%	1.5722
Range	0.0107	0.0055	-0.0052	-48.6%	0.0176
ATR	0.0089	0.0088	-0.0001	-1.2%	0.0000
Volume	53	198	145	273.6%	235

Daily Pivots for day following 15-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.5848	1.5817	1.5705
R3	1.5793	1.5762	1.5690
R2	1.5738	1.5738	1.5685
R1	1.5707	1.5707	1.5680	1.5723
PP	1.5683	1.5683	1.5683	1.5691
S1	1.5652	1.5652	1.5670	1.5668
S2	1.5628	1.5628	1.5665
S3	1.5573	1.5597	1.5660
S4	1.5518	1.5542	1.5645

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	1.5845	1.5632	0.0213	1.4%	0.0073	0.5%	20%	False	False	89
10	1.5895	1.5632	0.0263	1.7%	0.0076	0.5%	16%	False	False	68
20	1.5895	1.5417	0.0478	3.0%	0.0073	0.5%	54%	False	False	43
40	1.5895	1.5240	0.0655	4.2%	0.0073	0.5%	66%	False	False	37
60	1.5895	1.5240	0.0655	4.2%	0.0053	0.3%	66%	False	False	26
80	1.6094	1.5240	0.0854	5.4%	0.0040	0.3%	51%	False	False	20
100	1.6094	1.5240	0.0854	5.4%	0.0032	0.2%	51%	False	False	16
120	1.6352	1.5240	0.1112	7.1%	0.0027	0.2%	39%	False	False	14

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.5949
2.618	1.5859
1.618	1.5804
1.000	1.5770
0.618	1.5749
HIGH	1.5715
0.618	1.5694
0.500	1.5688
0.382	1.5681
LOW	1.5660
0.618	1.5626
1.000	1.5605
1.618	1.5571
2.618	1.5516
4.250	1.5426

Fisher Pivots for day following 15-Feb-2012
Pivot	1 day	3 day
R1	1.5688	1.5721
PP	1.5683	1.5705
S1	1.5679	1.5690

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

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