CME British Pound Future September 2012

Trading Metrics calculated at close of trading on 23-Apr-2012

Day Change Summary
	Previous	Current
	20-Apr-2012	23-Apr-2012	Change	Change %	Previous Week
Open	1.6029	1.6093	0.0064	0.4%	1.5821
High	1.6115	1.6124	0.0009	0.1%	1.6115
Low	1.6020	1.6067	0.0047	0.3%	1.5821
Close	1.6093	1.6109	0.0016	0.1%	1.6093
Range	0.0095	0.0057	-0.0038	-40.0%	0.0294
ATR	0.0080	0.0079	-0.0002	-2.1%	0.0000
Volume	72	194	122	169.4%	381

Daily Pivots for day following 23-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6271	1.6247	1.6140
R3	1.6214	1.6190	1.6125
R2	1.6157	1.6157	1.6119
R1	1.6133	1.6133	1.6114	1.6145
PP	1.6100	1.6100	1.6100	1.6106
S1	1.6076	1.6076	1.6104	1.6088
S2	1.6043	1.6043	1.6099
S3	1.5986	1.6019	1.6093
S4	1.5929	1.5962	1.6078

Weekly Pivots for week ending 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6892	1.6786	1.6255
R3	1.6598	1.6492	1.6174
R2	1.6304	1.6304	1.6147
R1	1.6198	1.6198	1.6120	1.6251
PP	1.6010	1.6010	1.6010	1.6036
S1	1.5904	1.5904	1.6066	1.5957
S2	1.5716	1.5716	1.6039
S3	1.5422	1.5610	1.6012
S4	1.5128	1.5316	1.5931

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6124	1.5867	0.0257	1.6%	0.0078	0.5%	94%	True	False	96
10	1.6124	1.5821	0.0303	1.9%	0.0073	0.5%	95%	True	False	78
20	1.6124	1.5796	0.0328	2.0%	0.0071	0.4%	95%	True	False	81

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0011
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.6366
2.618	1.6273
1.618	1.6216
1.000	1.6181
0.618	1.6159
HIGH	1.6124
0.618	1.6102
0.500	1.6096
0.382	1.6089
LOW	1.6067
0.618	1.6032
1.000	1.6010
1.618	1.5975
2.618	1.5918
4.250	1.5825

Fisher Pivots for day following 23-Apr-2012
Pivot	1 day	3 day
R1	1.6105	1.6093
PP	1.6100	1.6076
S1	1.6096	1.6060

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

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