CME British Pound Future December 2011

Trading Metrics calculated at close of trading on 16-Dec-2011

Day Change Summary
	Previous	Current
	15-Dec-2011	16-Dec-2011	Change	Change %	Previous Week
Open	1.5465	1.5517	0.0052	0.3%	1.5646
High	1.5531	1.5562	0.0031	0.2%	1.5661
Low	1.5435	1.5485	0.0050	0.3%	1.5407
Close	1.5502	1.5498	-0.0004	0.0%	1.5498
Range	0.0096	0.0077	-0.0019	-19.8%	0.0254
ATR	0.0146	0.0141	-0.0005	-3.4%	0.0000
Volume	91,100	16,889	-74,211	-81.5%	443,695

Daily Pivots for day following 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.5746	1.5699	1.5540
R3	1.5669	1.5622	1.5519
R2	1.5592	1.5592	1.5512
R1	1.5545	1.5545	1.5505	1.5530
PP	1.5515	1.5515	1.5515	1.5508
S1	1.5468	1.5468	1.5491	1.5453
S2	1.5438	1.5438	1.5484
S3	1.5361	1.5391	1.5477
S4	1.5284	1.5314	1.5456

Weekly Pivots for week ending 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6284	1.6145	1.5638
R3	1.6030	1.5891	1.5568
R2	1.5776	1.5776	1.5545
R1	1.5637	1.5637	1.5521	1.5580
PP	1.5522	1.5522	1.5522	1.5493
S1	1.5383	1.5383	1.5475	1.5326
S2	1.5268	1.5268	1.5451
S3	1.5014	1.5129	1.5428
S4	1.4760	1.4875	1.5358

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5661	1.5407	0.0254	1.6%	0.0120	0.8%	36%	False	False	88,739
10	1.5769	1.5407	0.0362	2.3%	0.0129	0.8%	25%	False	False	89,252
20	1.5885	1.5407	0.0478	3.1%	0.0146	0.9%	19%	False	False	88,392
40	1.6158	1.5407	0.0751	4.8%	0.0147	1.0%	12%	False	False	92,231
60	1.6158	1.5179	0.0979	6.3%	0.0152	1.0%	33%	False	False	98,343
80	1.6430	1.5179	0.1251	8.1%	0.0149	1.0%	25%	False	False	83,707
100	1.6586	1.5179	0.1407	9.1%	0.0144	0.9%	23%	False	False	66,983
120	1.6586	1.5179	0.1407	9.1%	0.0132	0.9%	23%	False	False	55,824

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0032
Narrowest range in 73 trading days

Fibonacci Retracements and Extensions
4.250	1.5889
2.618	1.5764
1.618	1.5687
1.000	1.5639
0.618	1.5610
HIGH	1.5562
0.618	1.5533
0.500	1.5524
0.382	1.5514
LOW	1.5485
0.618	1.5437
1.000	1.5408
1.618	1.5360
2.618	1.5283
4.250	1.5158

Fisher Pivots for day following 16-Dec-2011
Pivot	1 day	3 day
R1	1.5524	1.5494
PP	1.5515	1.5489
S1	1.5507	1.5485

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

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