CME British Pound Future June 2012

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Trading Metrics calculated at close of trading on 08-Nov-2011
Day Change Summary Previous Current 07-Nov-2011 08-Nov-2011 Change Change % Previous Week Open 1.6000 1.6077 0.0077 0.5% 1.6094 High 1.6017 1.6077 0.0060 0.4% 1.6094 Low 1.6000 1.6077 0.0077 0.5% 1.5923 Close 1.6017 1.6077 0.0060 0.4% 1.6000 Range 0.0017 0.0000 -0.0017 -100.0% 0.0171 ATR 0.0061 0.0061 0.0000 -0.1% 0.0000 Volume
Daily Pivots for day following 08-Nov-2011 Classic Woodie Camarilla DeMark R4 1.6077 1.6077 1.6077 R3 1.6077 1.6077 1.6077 R2 1.6077 1.6077 1.6077 R1 1.6077 1.6077 1.6077 1.6077 PP 1.6077 1.6077 1.6077 1.6077 S1 1.6077 1.6077 1.6077 1.6077 S2 1.6077 1.6077 1.6077 S3 1.6077 1.6077 1.6077 S4 1.6077 1.6077 1.6077	Weekly Pivots for week ending 04-Nov-2011 Classic Woodie Camarilla DeMark R4 1.6519 1.6430 1.6094 R3 1.6348 1.6259 1.6047 R2 1.6177 1.6177 1.6031 R1 1.6088 1.6088 1.6016 1.6047 PP 1.6006 1.6006 1.6006 1.5985 S1 1.5917 1.5917 1.5984 1.5876 S2 1.5835 1.5835 1.5969 S3 1.5664 1.5746 1.5953 S4 1.5493 1.5575 1.5906
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.6077 1.5923 0.0154 1.0% 0.0003 0.0% 100% True False 10 1.6094 1.5916 0.0178 1.1% 0.0002 0.0% 90% False False 1 20 1.6094 1.5679 0.0415 2.6% 0.0001 0.0% 96% False False 1 40 1.6094 1.5322 0.0772 4.8% 0.0000 0.0% 98% False False 1 60 1.6514 1.5322 0.1192 7.4% 0.0000 0.0% 63% False False 1
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 True Bear Hook False Bull Hook False Stretch 0.0000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.6077 2.618 1.6077 1.618 1.6077 1.000 1.6077 0.618 1.6077 HIGH 1.6077 0.618 1.6077 0.500 1.6077 0.382 1.6077 LOW 1.6077 0.618 1.6077 1.000 1.6077 1.618 1.6077 2.618 1.6077 4.250 1.6077
Fisher Pivots for day following 08-Nov-2011 Pivot 1 day 3 day R1 1.6077 1.6064 PP 1.6077 1.6051 S1 1.6077 1.6039

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