CME British Pound Future December 2011

Trading Metrics calculated at close of trading on 07-Nov-2011

Day Change Summary
	Previous	Current
	04-Nov-2011	07-Nov-2011	Change	Change %	Previous Week
Open	1.6032	1.6051	0.0019	0.1%	1.6119
High	1.6058	1.6073	0.0015	0.1%	1.6158
Low	1.5938	1.5972	0.0034	0.2%	1.5867
Close	1.6032	1.6050	0.0018	0.1%	1.6032
Range	0.0120	0.0101	-0.0019	-15.8%	0.0291
ATR	0.0157	0.0153	-0.0004	-2.6%	0.0000
Volume	85,138	72,690	-12,448	-14.6%	567,794

Daily Pivots for day following 07-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6335	1.6293	1.6106
R3	1.6234	1.6192	1.6078
R2	1.6133	1.6133	1.6069
R1	1.6091	1.6091	1.6059	1.6062
PP	1.6032	1.6032	1.6032	1.6017
S1	1.5990	1.5990	1.6041	1.5961
S2	1.5931	1.5931	1.6031
S3	1.5830	1.5889	1.6022
S4	1.5729	1.5788	1.5994

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6892	1.6753	1.6192
R3	1.6601	1.6462	1.6112
R2	1.6310	1.6310	1.6085
R1	1.6171	1.6171	1.6059	1.6095
PP	1.6019	1.6019	1.6019	1.5981
S1	1.5880	1.5880	1.6005	1.5804
S2	1.5728	1.5728	1.5979
S3	1.5437	1.5589	1.5952
S4	1.5146	1.5298	1.5872

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6090	1.5867	0.0223	1.4%	0.0150	0.9%	82%	False	False	101,958
10	1.6158	1.5867	0.0291	1.8%	0.0146	0.9%	63%	False	False	103,458
20	1.6158	1.5532	0.0626	3.9%	0.0149	0.9%	83%	False	False	100,927
40	1.6158	1.5179	0.0979	6.1%	0.0153	1.0%	89%	False	False	104,416
60	1.6586	1.5179	0.1407	8.8%	0.0147	0.9%	62%	False	False	70,407
80	1.6586	1.5179	0.1407	8.8%	0.0135	0.8%	62%	False	False	52,817
100	1.6586	1.5179	0.1407	8.8%	0.0121	0.8%	62%	False	False	42,259
120	1.6586	1.5179	0.1407	8.8%	0.0105	0.7%	62%	False	False	35,218

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0032
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.6502
2.618	1.6337
1.618	1.6236
1.000	1.6174
0.618	1.6135
HIGH	1.6073
0.618	1.6034
0.500	1.6023
0.382	1.6011
LOW	1.5972
0.618	1.5910
1.000	1.5871
1.618	1.5809
2.618	1.5708
4.250	1.5543

Fisher Pivots for day following 07-Nov-2011
Pivot	1 day	3 day
R1	1.6041	1.6023
PP	1.6032	1.5997
S1	1.6023	1.5970

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

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