CME British Pound Future June 2012

Trading Metrics calculated at close of trading on 01-Mar-2012

Day Change Summary
	Previous	Current
	29-Feb-2012	01-Mar-2012	Change	Change %	Previous Week
Open	1.5900	1.5905	0.0005	0.0%	1.5862
High	1.5971	1.5956	-0.0015	-0.1%	1.5914
Low	1.5893	1.5888	-0.0005	0.0%	1.5636
Close	1.5908	1.5939	0.0031	0.2%	1.5872
Range	0.0078	0.0068	-0.0010	-12.8%	0.0278
ATR	0.0100	0.0097	-0.0002	-2.3%	0.0000
Volume	273	2,082	1,809	662.6%	771

Daily Pivots for day following 01-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6132	1.6103	1.5976
R3	1.6064	1.6035	1.5958
R2	1.5996	1.5996	1.5951
R1	1.5967	1.5967	1.5945	1.5982
PP	1.5928	1.5928	1.5928	1.5935
S1	1.5899	1.5899	1.5933	1.5914
S2	1.5860	1.5860	1.5927
S3	1.5792	1.5831	1.5920
S4	1.5724	1.5763	1.5902

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	1.5712	0.0259	1.6%	0.0098	0.6%	88%	False	False	662
10	1.5971	1.5636	0.0335	2.1%	0.0106	0.7%	90%	False	False	424
20	1.5971	1.5632	0.0339	2.1%	0.0091	0.6%	91%	False	False	246
40	1.5971	1.5240	0.0731	4.6%	0.0084	0.5%	96%	False	False	136
60	1.5971	1.5240	0.0731	4.6%	0.0069	0.4%	96%	False	False	96
80	1.6077	1.5240	0.0837	5.3%	0.0054	0.3%	84%	False	False	73
100	1.6094	1.5240	0.0854	5.4%	0.0043	0.3%	82%	False	False	58
120	1.6094	1.5240	0.0854	5.4%	0.0036	0.2%	82%	False	False	49

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	0.0017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6245
2.618	1.6134
1.618	1.6066
1.000	1.6024
0.618	1.5998
HIGH	1.5956
0.618	1.5930
0.500	1.5922
0.382	1.5914
LOW	1.5888
0.618	1.5846
1.000	1.5820
1.618	1.5778
2.618	1.5710
4.250	1.5599

Fisher Pivots for day following 01-Mar-2012
Pivot	1 day	3 day
R1	1.5933	1.5920
PP	1.5928	1.5900
S1	1.5922	1.5881

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

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