CME British Pound Future September 2012

Trading Metrics calculated at close of trading on 16-Apr-2012

Day Change Summary
	Previous	Current
	13-Apr-2012	16-Apr-2012	Change	Change %	Previous Week
Open	1.5907	1.5821	-0.0086	-0.5%	1.5853
High	1.5942	1.5890	-0.0052	-0.3%	1.5959
Low	1.5826	1.5821	-0.0005	0.0%	1.5826
Close	1.5836	1.5889	0.0053	0.3%	1.5836
Range	0.0116	0.0069	-0.0047	-40.5%	0.0133
ATR	0.0080	0.0079	-0.0001	-1.0%	0.0000
Volume	144	93	-51	-35.4%	246

Daily Pivots for day following 16-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6074	1.6050	1.5927
R3	1.6005	1.5981	1.5908
R2	1.5936	1.5936	1.5902
R1	1.5912	1.5912	1.5895	1.5924
PP	1.5867	1.5867	1.5867	1.5873
S1	1.5843	1.5843	1.5883	1.5855
S2	1.5798	1.5798	1.5876
S3	1.5729	1.5774	1.5870
S4	1.5660	1.5705	1.5851

Weekly Pivots for week ending 13-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6273	1.6187	1.5909
R3	1.6140	1.6054	1.5873
R2	1.6007	1.6007	1.5860
R1	1.5921	1.5921	1.5848	1.5898
PP	1.5874	1.5874	1.5874	1.5862
S1	1.5788	1.5788	1.5824	1.5765
S2	1.5741	1.5741	1.5812
S3	1.5608	1.5655	1.5799
S4	1.5475	1.5522	1.5763

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5959	1.5821	0.0138	0.9%	0.0067	0.4%	49%	False	True	60
10	1.6018	1.5796	0.0222	1.4%	0.0067	0.4%	42%	False	False	56
20	1.6028	1.5760	0.0268	1.7%	0.0070	0.4%	48%	False	False	67

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	True
Bull Hook	False
Stretch	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6183
2.618	1.6071
1.618	1.6002
1.000	1.5959
0.618	1.5933
HIGH	1.5890
0.618	1.5864
0.500	1.5856
0.382	1.5847
LOW	1.5821
0.618	1.5778
1.000	1.5752
1.618	1.5709
2.618	1.5640
4.250	1.5528

Fisher Pivots for day following 16-Apr-2012
Pivot	1 day	3 day
R1	1.5878	1.5890
PP	1.5867	1.5890
S1	1.5856	1.5889

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

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