CME British Pound Future June 2012

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

Day Change Summary
	Previous	Current
	22-Mar-2012	23-Mar-2012	Change	Change %	Previous Week
Open	1.5859	1.5806	-0.0053	-0.3%	1.5835
High	1.5883	1.5900	0.0017	0.1%	1.5914
Low	1.5761	1.5798	0.0037	0.2%	1.5761
Close	1.5809	1.5860	0.0051	0.3%	1.5860
Range	0.0122	0.0102	-0.0020	-16.4%	0.0153
ATR	0.0107	0.0107	0.0000	-0.4%	0.0000
Volume	81,457	79,744	-1,713	-2.1%	392,994

Daily Pivots for day following 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6159	1.6111	1.5916
R3	1.6057	1.6009	1.5888
R2	1.5955	1.5955	1.5879
R1	1.5907	1.5907	1.5869	1.5931
PP	1.5853	1.5853	1.5853	1.5865
S1	1.5805	1.5805	1.5851	1.5829
S2	1.5751	1.5751	1.5841
S3	1.5649	1.5703	1.5832
S4	1.5547	1.5601	1.5804

Weekly Pivots for week ending 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6304	1.6235	1.5944
R3	1.6151	1.6082	1.5902
R2	1.5998	1.5998	1.5888
R1	1.5929	1.5929	1.5874	1.5964
PP	1.5845	1.5845	1.5845	1.5862
S1	1.5776	1.5776	1.5846	1.5811
S2	1.5692	1.5692	1.5832
S3	1.5539	1.5623	1.5818
S4	1.5386	1.5470	1.5776

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5914	1.5761	0.0153	1.0%	0.0098	0.6%	65%	False	False	78,598
10	1.5914	1.5591	0.0323	2.0%	0.0108	0.7%	83%	False	False	67,499
20	1.5971	1.5591	0.0380	2.4%	0.0107	0.7%	71%	False	False	35,391
40	1.5971	1.5591	0.0380	2.4%	0.0099	0.6%	71%	False	False	17,744
60	1.5971	1.5240	0.0731	4.6%	0.0092	0.6%	85%	False	False	11,838
80	1.5971	1.5240	0.0731	4.6%	0.0074	0.5%	85%	False	False	8,881
100	1.6094	1.5240	0.0854	5.4%	0.0061	0.4%	73%	False	False	7,105
120	1.6094	1.5240	0.0854	5.4%	0.0051	0.3%	73%	False	False	5,921

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	0.0025
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6334
2.618	1.6167
1.618	1.6065
1.000	1.6002
0.618	1.5963
HIGH	1.5900
0.618	1.5861
0.500	1.5849
0.382	1.5837
LOW	1.5798
0.618	1.5735
1.000	1.5696
1.618	1.5633
2.618	1.5531
4.250	1.5365

Fisher Pivots for day following 23-Mar-2012
Pivot	1 day	3 day
R1	1.5856	1.5853
PP	1.5853	1.5845
S1	1.5849	1.5838

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

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