CME British Pound Future September 2012

Trading Metrics calculated at close of trading on 26-Apr-2012

Day Change Summary
	Previous	Current
	25-Apr-2012	26-Apr-2012	Change	Change %	Previous Week
Open	1.6150	1.6156	0.0006	0.0%	1.5821
High	1.6204	1.6182	-0.0022	-0.1%	1.6115
Low	1.6065	1.6156	0.0091	0.6%	1.5821
Close	1.6165	1.6182	0.0017	0.1%	1.6093
Range	0.0139	0.0026	-0.0113	-81.3%	0.0294
ATR	0.0080	0.0076	-0.0004	-4.8%	0.0000
Volume	22	175	153	695.5%	381

Daily Pivots for day following 26-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6251	1.6243	1.6196
R3	1.6225	1.6217	1.6189
R2	1.6199	1.6199	1.6187
R1	1.6191	1.6191	1.6184	1.6195
PP	1.6173	1.6173	1.6173	1.6176
S1	1.6165	1.6165	1.6180	1.6169
S2	1.6147	1.6147	1.6177
S3	1.6121	1.6139	1.6175
S4	1.6095	1.6113	1.6168

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	1.6204	1.6020	0.0184	1.1%	0.0069	0.4%	88%	False	False	124
10	1.6204	1.5821	0.0383	2.4%	0.0077	0.5%	94%	False	False	107
20	1.6204	1.5796	0.0408	2.5%	0.0068	0.4%	95%	False	False	82
40	1.6204	1.5611	0.0593	3.7%	0.0058	0.4%	96%	False	False	61

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.6293
2.618	1.6250
1.618	1.6224
1.000	1.6208
0.618	1.6198
HIGH	1.6182
0.618	1.6172
0.500	1.6169
0.382	1.6166
LOW	1.6156
0.618	1.6140
1.000	1.6130
1.618	1.6114
2.618	1.6088
4.250	1.6046

Fisher Pivots for day following 26-Apr-2012
Pivot	1 day	3 day
R1	1.6178	1.6166
PP	1.6173	1.6150
S1	1.6169	1.6135

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

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