CME British Pound Future June 2012

Trading Metrics calculated at close of trading on 29-Feb-2012

Day Change Summary
	Previous	Current
	28-Feb-2012	29-Feb-2012	Change	Change %	Previous Week
Open	1.5825	1.5900	0.0075	0.5%	1.5862
High	1.5895	1.5971	0.0076	0.5%	1.5914
Low	1.5790	1.5893	0.0103	0.7%	1.5636
Close	1.5875	1.5908	0.0033	0.2%	1.5872
Range	0.0105	0.0078	-0.0027	-25.7%	0.0278
ATR	0.0100	0.0100	0.0000	-0.3%	0.0000
Volume	265	273	8	3.0%	771

Daily Pivots for day following 29-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6158	1.6111	1.5951
R3	1.6080	1.6033	1.5929
R2	1.6002	1.6002	1.5922
R1	1.5955	1.5955	1.5915	1.5979
PP	1.5924	1.5924	1.5924	1.5936
S1	1.5877	1.5877	1.5901	1.5901
S2	1.5846	1.5846	1.5894
S3	1.5768	1.5799	1.5887
S4	1.5690	1.5721	1.5865

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	1.5971	1.5651	0.0320	2.0%	0.0099	0.6%	80%	True	False	274
10	1.5971	1.5636	0.0335	2.1%	0.0105	0.7%	81%	True	False	236
20	1.5971	1.5632	0.0339	2.1%	0.0096	0.6%	81%	True	False	143
40	1.5971	1.5240	0.0731	4.6%	0.0084	0.5%	91%	True	False	84
60	1.5971	1.5240	0.0731	4.6%	0.0067	0.4%	91%	True	False	61
80	1.6077	1.5240	0.0837	5.3%	0.0053	0.3%	80%	False	False	47
100	1.6094	1.5240	0.0854	5.4%	0.0042	0.3%	78%	False	False	38
120	1.6094	1.5240	0.0854	5.4%	0.0035	0.2%	78%	False	False	32

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6303
2.618	1.6175
1.618	1.6097
1.000	1.6049
0.618	1.6019
HIGH	1.5971
0.618	1.5941
0.500	1.5932
0.382	1.5923
LOW	1.5893
0.618	1.5845
1.000	1.5815
1.618	1.5767
2.618	1.5689
4.250	1.5562

Fisher Pivots for day following 29-Feb-2012
Pivot	1 day	3 day
R1	1.5932	1.5899
PP	1.5924	1.5890
S1	1.5916	1.5881

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

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