CME British Pound Future June 2012

Trading Metrics calculated at close of trading on 23-Feb-2012

Day Change Summary
	Previous	Current
	22-Feb-2012	23-Feb-2012	Change	Change %	Previous Week
Open	1.5765	1.5662	-0.0103	-0.7%	1.5775
High	1.5766	1.5725	-0.0041	-0.3%	1.5846
Low	1.5636	1.5651	0.0015	0.1%	1.5632
Close	1.5657	1.5702	0.0045	0.3%	1.5825
Range	0.0130	0.0074	-0.0056	-43.1%	0.0214
ATR	0.0097	0.0096	-0.0002	-1.7%	0.0000
Volume	234	143	-91	-38.9%	746

Daily Pivots for day following 23-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.5915	1.5882	1.5743
R3	1.5841	1.5808	1.5722
R2	1.5767	1.5767	1.5716
R1	1.5734	1.5734	1.5709	1.5751
PP	1.5693	1.5693	1.5693	1.5701
S1	1.5660	1.5660	1.5695	1.5677
S2	1.5619	1.5619	1.5688
S3	1.5545	1.5586	1.5682
S4	1.5471	1.5512	1.5661

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	1.5636	0.0278	1.8%	0.0114	0.7%	24%	False	False	187
10	1.5914	1.5632	0.0282	1.8%	0.0094	0.6%	25%	False	False	138
20	1.5914	1.5626	0.0288	1.8%	0.0085	0.5%	26%	False	False	87
40	1.5914	1.5240	0.0674	4.3%	0.0080	0.5%	69%	False	False	57
60	1.5914	1.5240	0.0674	4.3%	0.0061	0.4%	69%	False	False	42
80	1.6094	1.5240	0.0854	5.4%	0.0047	0.3%	54%	False	False	31
100	1.6094	1.5240	0.0854	5.4%	0.0038	0.2%	54%	False	False	25
120	1.6153	1.5240	0.0913	5.8%	0.0032	0.2%	51%	False	False	21

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6040
2.618	1.5919
1.618	1.5845
1.000	1.5799
0.618	1.5771
HIGH	1.5725
0.618	1.5697
0.500	1.5688
0.382	1.5679
LOW	1.5651
0.618	1.5605
1.000	1.5577
1.618	1.5531
2.618	1.5457
4.250	1.5337

Fisher Pivots for day following 23-Feb-2012
Pivot	1 day	3 day
R1	1.5697	1.5775
PP	1.5693	1.5751
S1	1.5688	1.5726

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

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