CME British Pound Future June 2012

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

Day Change Summary
	Previous	Current
	01-May-2012	02-May-2012	Change	Change %	Previous Week
Open	1.6232	1.6217	-0.0015	-0.1%	1.6117
High	1.6244	1.6235	-0.0009	-0.1%	1.6276
Low	1.6182	1.6157	-0.0025	-0.2%	1.6071
Close	1.6216	1.6193	-0.0023	-0.1%	1.6264
Range	0.0062	0.0078	0.0016	25.8%	0.0205
ATR	0.0096	0.0094	-0.0001	-1.3%	0.0000
Volume	72,281	101,568	29,287	40.5%	502,756

Daily Pivots for day following 02-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6429	1.6389	1.6236
R3	1.6351	1.6311	1.6214
R2	1.6273	1.6273	1.6207
R1	1.6233	1.6233	1.6200	1.6214
PP	1.6195	1.6195	1.6195	1.6186
S1	1.6155	1.6155	1.6186	1.6136
S2	1.6117	1.6117	1.6179
S3	1.6039	1.6077	1.6172
S4	1.5961	1.5999	1.6150

Weekly Pivots for week ending 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6819	1.6746	1.6377
R3	1.6614	1.6541	1.6320
R2	1.6409	1.6409	1.6302
R1	1.6336	1.6336	1.6283	1.6373
PP	1.6204	1.6204	1.6204	1.6222
S1	1.6131	1.6131	1.6245	1.6168
S2	1.5999	1.5999	1.6226
S3	1.5794	1.5926	1.6208
S4	1.5589	1.5721	1.6151

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6298	1.6149	0.0149	0.9%	0.0079	0.5%	30%	False	False	93,710
10	1.6298	1.6003	0.0295	1.8%	0.0082	0.5%	64%	False	False	100,646
20	1.6298	1.5797	0.0501	3.1%	0.0093	0.6%	79%	False	False	96,912
40	1.6298	1.5591	0.0707	4.4%	0.0102	0.6%	85%	False	False	83,194
60	1.6298	1.5591	0.0707	4.4%	0.0102	0.6%	85%	False	False	55,640
80	1.6298	1.5240	0.1058	6.5%	0.0094	0.6%	90%	False	False	41,738
100	1.6298	1.5240	0.1058	6.5%	0.0086	0.5%	90%	False	False	33,394
120	1.6298	1.5240	0.1058	6.5%	0.0073	0.4%	90%	False	False	27,829

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6567
2.618	1.6439
1.618	1.6361
1.000	1.6313
0.618	1.6283
HIGH	1.6235
0.618	1.6205
0.500	1.6196
0.382	1.6187
LOW	1.6157
0.618	1.6109
1.000	1.6079
1.618	1.6031
2.618	1.5953
4.250	1.5826

Fisher Pivots for day following 02-May-2012
Pivot	1 day	3 day
R1	1.6196	1.6228
PP	1.6195	1.6216
S1	1.6194	1.6205

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

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