CME British Pound Future June 2012

Trading Metrics calculated at close of trading on 28-Feb-2012

Day Change Summary
	Previous	Current
	27-Feb-2012	28-Feb-2012	Change	Change %	Previous Week
Open	1.5873	1.5825	-0.0048	-0.3%	1.5862
High	1.5873	1.5895	0.0022	0.1%	1.5914
Low	1.5805	1.5790	-0.0015	-0.1%	1.5636
Close	1.5806	1.5875	0.0069	0.4%	1.5872
Range	0.0068	0.0105	0.0037	54.4%	0.0278
ATR	0.0099	0.0100	0.0000	0.4%	0.0000
Volume	482	265	-217	-45.0%	771

Daily Pivots for day following 28-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6168	1.6127	1.5933
R3	1.6063	1.6022	1.5904
R2	1.5958	1.5958	1.5894
R1	1.5917	1.5917	1.5885	1.5938
PP	1.5853	1.5853	1.5853	1.5864
S1	1.5812	1.5812	1.5865	1.5833
S2	1.5748	1.5748	1.5856
S3	1.5643	1.5707	1.5846
S4	1.5538	1.5602	1.5817

Weekly Pivots for week ending 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6641	1.6535	1.6025
R3	1.6363	1.6257	1.5948
R2	1.6085	1.6085	1.5923
R1	1.5979	1.5979	1.5897	1.6032
PP	1.5807	1.5807	1.5807	1.5834
S1	1.5701	1.5701	1.5847	1.5754
S2	1.5529	1.5529	1.5821
S3	1.5251	1.5423	1.5796
S4	1.4973	1.5145	1.5719

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5895	1.5636	0.0259	1.6%	0.0110	0.7%	92%	True	False	266
10	1.5914	1.5632	0.0282	1.8%	0.0108	0.7%	86%	False	False	214
20	1.5914	1.5632	0.0282	1.8%	0.0093	0.6%	86%	False	False	130
40	1.5914	1.5240	0.0674	4.2%	0.0085	0.5%	94%	False	False	80
60	1.5914	1.5240	0.0674	4.2%	0.0066	0.4%	94%	False	False	57
80	1.6077	1.5240	0.0837	5.3%	0.0052	0.3%	76%	False	False	43
100	1.6094	1.5240	0.0854	5.4%	0.0041	0.3%	74%	False	False	35
120	1.6094	1.5240	0.0854	5.4%	0.0034	0.2%	74%	False	False	29

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6341
2.618	1.6170
1.618	1.6065
1.000	1.6000
0.618	1.5960
HIGH	1.5895
0.618	1.5855
0.500	1.5843
0.382	1.5830
LOW	1.5790
0.618	1.5725
1.000	1.5685
1.618	1.5620
2.618	1.5515
4.250	1.5344

Fisher Pivots for day following 28-Feb-2012
Pivot	1 day	3 day
R1	1.5864	1.5851
PP	1.5853	1.5827
S1	1.5843	1.5804

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

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