CME British Pound Future December 2012

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Trading Metrics calculated at close of trading on 29-Mar-2012
Day Change Summary Previous Current 28-Mar-2012 29-Mar-2012 Change Change % Previous Week Open 1.5818 1.5903 0.0085 0.5% 1.5866 High 1.5865 1.5903 0.0038 0.2% 1.5866 Low 1.5818 1.5903 0.0085 0.5% 1.5788 Close 1.5865 1.5903 0.0038 0.2% 1.5838 Range 0.0047 0.0000 -0.0047 -100.0% 0.0078 ATR 0.0055 0.0054 -0.0001 -2.2% 0.0000 Volume 38 2 -36 -94.7% 190
Daily Pivots for day following 29-Mar-2012 Classic Woodie Camarilla DeMark R4 1.5903 1.5903 1.5903 R3 1.5903 1.5903 1.5903 R2 1.5903 1.5903 1.5903 R1 1.5903 1.5903 1.5903 1.5903 PP 1.5903 1.5903 1.5903 1.5903 S1 1.5903 1.5903 1.5903 1.5903 S2 1.5903 1.5903 1.5903 S3 1.5903 1.5903 1.5903 S4 1.5903 1.5903 1.5903	Weekly Pivots for week ending 23-Mar-2012 Classic Woodie Camarilla DeMark R4 1.6065 1.6029 1.5881 R3 1.5987 1.5951 1.5859 R2 1.5909 1.5909 1.5852 R1 1.5873 1.5873 1.5845 1.5852 PP 1.5831 1.5831 1.5831 1.5820 S1 1.5795 1.5795 1.5831 1.5774 S2 1.5753 1.5753 1.5824 S3 1.5675 1.5717 1.5817 S4 1.5597 1.5639 1.5795
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.5931 1.5818 0.0113 0.7% 0.0009 0.1% 75% False False 30 10 1.5931 1.5788 0.0143 0.9% 0.0005 0.0% 80% False False 34
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 False Bull Hook False Stretch 0.0000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.5903 2.618 1.5903 1.618 1.5903 1.000 1.5903 0.618 1.5903 HIGH 1.5903 0.618 1.5903 0.500 1.5903 0.382 1.5903 LOW 1.5903 0.618 1.5903 1.000 1.5903 1.618 1.5903 2.618 1.5903 4.250 1.5903
Fisher Pivots for day following 29-Mar-2012 Pivot 1 day 3 day R1 1.5903 1.5894 PP 1.5903 1.5884 S1 1.5903 1.5875

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