CME British Pound Future March 2012

Trading Metrics calculated at close of trading on 27-Dec-2011

Day Change Summary
	Previous	Current
	23-Dec-2011	27-Dec-2011	Change	Change %	Previous Week
Open	1.5666	1.5641	-0.0025	-0.2%	1.5512
High	1.5696	1.5668	-0.0028	-0.2%	1.5761
Low	1.5570	1.5620	0.0050	0.3%	1.5451
Close	1.5616	1.5657	0.0041	0.3%	1.5616
Range	0.0126	0.0048	-0.0078	-61.9%	0.0310
ATR	0.0126	0.0121	-0.0005	-4.2%	0.0000
Volume	38,741	19,929	-18,812	-48.6%	315,160

Daily Pivots for day following 27-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.5792	1.5773	1.5683
R3	1.5744	1.5725	1.5670
R2	1.5696	1.5696	1.5666
R1	1.5677	1.5677	1.5661	1.5687
PP	1.5648	1.5648	1.5648	1.5653
S1	1.5629	1.5629	1.5653	1.5639
S2	1.5600	1.5600	1.5648
S3	1.5552	1.5581	1.5644
S4	1.5504	1.5533	1.5631

Weekly Pivots for week ending 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6539	1.6388	1.5787
R3	1.6229	1.6078	1.5701
R2	1.5919	1.5919	1.5673
R1	1.5768	1.5768	1.5644	1.5844
PP	1.5609	1.5609	1.5609	1.5647
S1	1.5458	1.5458	1.5588	1.5534
S2	1.5299	1.5299	1.5559
S3	1.4989	1.5148	1.5531
S4	1.4679	1.4838	1.5446

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5761	1.5477	0.0284	1.8%	0.0118	0.8%	63%	False	False	54,925
10	1.5761	1.5394	0.0367	2.3%	0.0115	0.7%	72%	False	False	59,081
20	1.5761	1.5394	0.0367	2.3%	0.0131	0.8%	72%	False	False	32,406
40	1.6120	1.5394	0.0726	4.6%	0.0120	0.8%	36%	False	False	16,241
60	1.6120	1.5267	0.0853	5.4%	0.0115	0.7%	46%	False	False	10,841
80	1.6175	1.5267	0.0908	5.8%	0.0095	0.6%	43%	False	False	8,135
100	1.6503	1.5267	0.1236	7.9%	0.0078	0.5%	32%	False	False	6,508
120	1.6503	1.5267	0.1236	7.9%	0.0065	0.4%	32%	False	False	5,423

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	0.0026
Narrowest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	1.5872
2.618	1.5794
1.618	1.5746
1.000	1.5716
0.618	1.5698
HIGH	1.5668
0.618	1.5650
0.500	1.5644
0.382	1.5638
LOW	1.5620
0.618	1.5590
1.000	1.5572
1.618	1.5542
2.618	1.5494
4.250	1.5416

Fisher Pivots for day following 27-Dec-2011
Pivot	1 day	3 day
R1	1.5653	1.5652
PP	1.5648	1.5648
S1	1.5644	1.5643

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

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