CME British Pound Future June 2012

Trading Metrics calculated at close of trading on 03-May-2012

Day Change Summary
	Previous	Current
	02-May-2012	03-May-2012	Change	Change %	Previous Week
Open	1.6217	1.6195	-0.0022	-0.1%	1.6117
High	1.6235	1.6212	-0.0023	-0.1%	1.6276
Low	1.6157	1.6155	-0.0002	0.0%	1.6071
Close	1.6193	1.6178	-0.0015	-0.1%	1.6264
Range	0.0078	0.0057	-0.0021	-26.9%	0.0205
ATR	0.0094	0.0092	-0.0003	-2.8%	0.0000
Volume	101,568	87,159	-14,409	-14.2%	502,756

Daily Pivots for day following 03-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6353	1.6322	1.6209
R3	1.6296	1.6265	1.6194
R2	1.6239	1.6239	1.6188
R1	1.6208	1.6208	1.6183	1.6195
PP	1.6182	1.6182	1.6182	1.6175
S1	1.6151	1.6151	1.6173	1.6138
S2	1.6125	1.6125	1.6168
S3	1.6068	1.6094	1.6162
S4	1.6011	1.6037	1.6147

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%	0.0081	0.5%	19%	False	False	92,827
10	1.6298	1.6032	0.0266	1.6%	0.0080	0.5%	55%	False	False	97,440
20	1.6298	1.5797	0.0501	3.1%	0.0092	0.6%	76%	False	False	96,693
40	1.6298	1.5591	0.0707	4.4%	0.0102	0.6%	83%	False	False	85,298
60	1.6298	1.5591	0.0707	4.4%	0.0101	0.6%	83%	False	False	57,093
80	1.6298	1.5240	0.1058	6.5%	0.0095	0.6%	89%	False	False	42,827
100	1.6298	1.5240	0.1058	6.5%	0.0086	0.5%	89%	False	False	34,266
120	1.6298	1.5240	0.1058	6.5%	0.0073	0.5%	89%	False	False	28,555

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.6454
2.618	1.6361
1.618	1.6304
1.000	1.6269
0.618	1.6247
HIGH	1.6212
0.618	1.6190
0.500	1.6184
0.382	1.6177
LOW	1.6155
0.618	1.6120
1.000	1.6098
1.618	1.6063
2.618	1.6006
4.250	1.5913

Fisher Pivots for day following 03-May-2012
Pivot	1 day	3 day
R1	1.6184	1.6200
PP	1.6182	1.6192
S1	1.6180	1.6185

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

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