CME British Pound Future June 2012

Trading Metrics calculated at close of trading on 05-Mar-2012

Day Change Summary
	Previous	Current
	02-Mar-2012	05-Mar-2012	Change	Change %	Previous Week
Open	1.5948	1.5826	-0.0122	-0.8%	1.5873
High	1.5951	1.5866	-0.0085	-0.5%	1.5971
Low	1.5817	1.5777	-0.0040	-0.3%	1.5790
Close	1.5820	1.5858	0.0038	0.2%	1.5820
Range	0.0134	0.0089	-0.0045	-33.6%	0.0181
ATR	0.0100	0.0099	-0.0001	-0.8%	0.0000
Volume	888	1,569	681	76.7%	3,990

Daily Pivots for day following 05-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6101	1.6068	1.5907
R3	1.6012	1.5979	1.5882
R2	1.5923	1.5923	1.5874
R1	1.5890	1.5890	1.5866	1.5907
PP	1.5834	1.5834	1.5834	1.5842
S1	1.5801	1.5801	1.5850	1.5818
S2	1.5745	1.5745	1.5842
S3	1.5656	1.5712	1.5834
S4	1.5567	1.5623	1.5809

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6403	1.6293	1.5920
R3	1.6222	1.6112	1.5870
R2	1.6041	1.6041	1.5853
R1	1.5931	1.5931	1.5837	1.5896
PP	1.5860	1.5860	1.5860	1.5843
S1	1.5750	1.5750	1.5803	1.5715
S2	1.5679	1.5679	1.5787
S3	1.5498	1.5569	1.5770
S4	1.5317	1.5388	1.5720

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5971	1.5777	0.0194	1.2%	0.0095	0.6%	42%	False	True	1,015
10	1.5971	1.5636	0.0335	2.1%	0.0107	0.7%	66%	False	False	633
20	1.5971	1.5632	0.0339	2.1%	0.0097	0.6%	67%	False	False	365
40	1.5971	1.5240	0.0731	4.6%	0.0084	0.5%	85%	False	False	197
60	1.5971	1.5240	0.0731	4.6%	0.0072	0.5%	85%	False	False	137
80	1.6077	1.5240	0.0837	5.3%	0.0056	0.4%	74%	False	False	103
100	1.6094	1.5240	0.0854	5.4%	0.0045	0.3%	72%	False	False	83
120	1.6094	1.5240	0.0854	5.4%	0.0038	0.2%	72%	False	False	69

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	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6244
2.618	1.6099
1.618	1.6010
1.000	1.5955
0.618	1.5921
HIGH	1.5866
0.618	1.5832
0.500	1.5822
0.382	1.5811
LOW	1.5777
0.618	1.5722
1.000	1.5688
1.618	1.5633
2.618	1.5544
4.250	1.5399

Fisher Pivots for day following 05-Mar-2012
Pivot	1 day	3 day
R1	1.5846	1.5867
PP	1.5834	1.5864
S1	1.5822	1.5861

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

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