CME British Pound Future June 2012

Trading Metrics calculated at close of trading on 21-Feb-2012

Day Change Summary
	Previous	Current
	17-Feb-2012	21-Feb-2012	Change	Change %	Previous Week
Open	1.5782	1.5862	0.0080	0.5%	1.5775
High	1.5846	1.5914	0.0068	0.4%	1.5846
Low	1.5779	1.5762	-0.0017	-0.1%	1.5632
Close	1.5825	1.5770	-0.0055	-0.3%	1.5825
Range	0.0067	0.0152	0.0085	126.9%	0.0214
ATR	0.0090	0.0094	0.0004	4.9%	0.0000
Volume	267	184	-83	-31.1%	746

Daily Pivots for day following 21-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6271	1.6173	1.5854
R3	1.6119	1.6021	1.5812
R2	1.5967	1.5967	1.5798
R1	1.5869	1.5869	1.5784	1.5842
PP	1.5815	1.5815	1.5815	1.5802
S1	1.5717	1.5717	1.5756	1.5690
S2	1.5663	1.5663	1.5742
S3	1.5511	1.5565	1.5728
S4	1.5359	1.5413	1.5686

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6410	1.6331	1.5943
R3	1.6196	1.6117	1.5884
R2	1.5982	1.5982	1.5864
R1	1.5903	1.5903	1.5845	1.5943
PP	1.5768	1.5768	1.5768	1.5787
S1	1.5689	1.5689	1.5805	1.5729
S2	1.5554	1.5554	1.5786
S3	1.5340	1.5475	1.5766
S4	1.5126	1.5261	1.5707

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5914	1.5632	0.0282	1.8%	0.0105	0.7%	49%	True	False	162
10	1.5914	1.5632	0.0282	1.8%	0.0094	0.6%	49%	True	False	109
20	1.5914	1.5525	0.0389	2.5%	0.0081	0.5%	63%	True	False	69
40	1.5914	1.5240	0.0674	4.3%	0.0075	0.5%	79%	True	False	48
60	1.5914	1.5240	0.0674	4.3%	0.0059	0.4%	79%	True	False	35
80	1.6094	1.5240	0.0854	5.4%	0.0045	0.3%	62%	False	False	27
100	1.6094	1.5240	0.0854	5.4%	0.0036	0.2%	62%	False	False	22
120	1.6254	1.5240	0.1014	6.4%	0.0030	0.2%	52%	False	False	18

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1.6560
2.618	1.6312
1.618	1.6160
1.000	1.6066
0.618	1.6008
HIGH	1.5914
0.618	1.5856
0.500	1.5838
0.382	1.5820
LOW	1.5762
0.618	1.5668
1.000	1.5610
1.618	1.5516
2.618	1.5364
4.250	1.5116

Fisher Pivots for day following 21-Feb-2012
Pivot	1 day	3 day
R1	1.5838	1.5784
PP	1.5815	1.5779
S1	1.5793	1.5775

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

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