CME British Pound Future June 2012

Trading Metrics calculated at close of trading on 02-Apr-2012

Day Change Summary
	Previous	Current
	30-Mar-2012	02-Apr-2012	Change	Change %	Previous Week
Open	1.5945	1.6002	0.0057	0.4%	1.5862
High	1.6030	1.6056	0.0026	0.2%	1.6030
Low	1.5924	1.5972	0.0048	0.3%	1.5792
Close	1.5988	1.6035	0.0047	0.3%	1.5988
Range	0.0106	0.0084	-0.0022	-20.8%	0.0238
ATR	0.0108	0.0106	-0.0002	-1.6%	0.0000
Volume	111,489	89,683	-21,806	-19.6%	494,230

Daily Pivots for day following 02-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6273	1.6238	1.6081
R3	1.6189	1.6154	1.6058
R2	1.6105	1.6105	1.6050
R1	1.6070	1.6070	1.6043	1.6088
PP	1.6021	1.6021	1.6021	1.6030
S1	1.5986	1.5986	1.6027	1.6004
S2	1.5937	1.5937	1.6020
S3	1.5853	1.5902	1.6012
S4	1.5769	1.5818	1.5989

Weekly Pivots for week ending 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6651	1.6557	1.6119
R3	1.6413	1.6319	1.6053
R2	1.6175	1.6175	1.6032
R1	1.6081	1.6081	1.6010	1.6128
PP	1.5937	1.5937	1.5937	1.5960
S1	1.5843	1.5843	1.5966	1.5890
S2	1.5699	1.5699	1.5944
S3	1.5461	1.5605	1.5923
S4	1.5223	1.5367	1.5857

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6056	1.5833	0.0223	1.4%	0.0094	0.6%	91%	True	False	98,070
10	1.6056	1.5761	0.0295	1.8%	0.0104	0.7%	93%	True	False	90,116
20	1.6056	1.5591	0.0465	2.9%	0.0112	0.7%	95%	True	False	64,309
40	1.6056	1.5591	0.0465	2.9%	0.0104	0.7%	95%	True	False	32,337
60	1.6056	1.5240	0.0816	5.1%	0.0094	0.6%	97%	True	False	21,568
80	1.6056	1.5240	0.0816	5.1%	0.0082	0.5%	97%	True	False	16,180
100	1.6077	1.5240	0.0837	5.2%	0.0067	0.4%	95%	False	False	12,944
120	1.6094	1.5240	0.0854	5.3%	0.0056	0.4%	93%	False	False	10,787

Crabel Price Patterns
NR	True
NR4	True
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	0.0027
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6413
2.618	1.6276
1.618	1.6192
1.000	1.6140
0.618	1.6108
HIGH	1.6056
0.618	1.6024
0.500	1.6014
0.382	1.6004
LOW	1.5972
0.618	1.5920
1.000	1.5888
1.618	1.5836
2.618	1.5752
4.250	1.5615

Fisher Pivots for day following 02-Apr-2012
Pivot	1 day	3 day
R1	1.6028	1.6008
PP	1.6021	1.5981
S1	1.6014	1.5954

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

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