CME British Pound Future June 2012

Trading Metrics calculated at close of trading on 13-Jun-2012

Day Change Summary
	Previous	Current
	12-Jun-2012	13-Jun-2012	Change	Change %	Previous Week
Open	1.5472	1.5570	0.0098	0.6%	1.5368
High	1.5591	1.5598	0.0007	0.0%	1.5633
Low	1.5454	1.5503	0.0049	0.3%	1.5320
Close	1.5569	1.5529	-0.0040	-0.3%	1.5459
Range	0.0137	0.0095	-0.0042	-30.7%	0.0313
ATR	0.0120	0.0118	-0.0002	-1.5%	0.0000
Volume	121,434	127,216	5,782	4.8%	468,677

Daily Pivots for day following 13-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.5828	1.5774	1.5581
R3	1.5733	1.5679	1.5555
R2	1.5638	1.5638	1.5546
R1	1.5584	1.5584	1.5538	1.5564
PP	1.5543	1.5543	1.5543	1.5533
S1	1.5489	1.5489	1.5520	1.5469
S2	1.5448	1.5448	1.5512
S3	1.5353	1.5394	1.5503
S4	1.5258	1.5299	1.5477

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6410	1.6247	1.5631
R3	1.6097	1.5934	1.5545
R2	1.5784	1.5784	1.5516
R1	1.5621	1.5621	1.5488	1.5703
PP	1.5471	1.5471	1.5471	1.5511
S1	1.5308	1.5308	1.5430	1.5390
S2	1.5158	1.5158	1.5402
S3	1.4845	1.4995	1.5373
S4	1.4532	1.4682	1.5287

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5633	1.5403	0.0230	1.5%	0.0138	0.9%	55%	False	False	114,864
10	1.5633	1.5267	0.0366	2.4%	0.0133	0.9%	72%	False	False	112,996
20	1.6000	1.5267	0.0733	4.7%	0.0122	0.8%	36%	False	False	115,967
40	1.6298	1.5267	0.1031	6.6%	0.0104	0.7%	25%	False	False	110,038
60	1.6298	1.5267	0.1031	6.6%	0.0104	0.7%	25%	False	False	103,266
80	1.6298	1.5267	0.1031	6.6%	0.0106	0.7%	25%	False	False	82,341
100	1.6298	1.5267	0.1031	6.6%	0.0100	0.6%	25%	False	False	65,885
120	1.6298	1.5240	0.1058	6.8%	0.0096	0.6%	27%	False	False	54,909

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0030
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.6002
2.618	1.5847
1.618	1.5752
1.000	1.5693
0.618	1.5657
HIGH	1.5598
0.618	1.5562
0.500	1.5551
0.382	1.5539
LOW	1.5503
0.618	1.5444
1.000	1.5408
1.618	1.5349
2.618	1.5254
4.250	1.5099

Fisher Pivots for day following 13-Jun-2012
Pivot	1 day	3 day
R1	1.5551	1.5528
PP	1.5543	1.5527
S1	1.5536	1.5526

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

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