CME British Pound Future March 2012

Trading Metrics calculated at close of trading on 31-Oct-2011

Day Change Summary
	Previous	Current
	28-Oct-2011	31-Oct-2011	Change	Change %	Previous Week
Open	1.6066	1.5948	-0.0118	-0.7%	1.5929
High	1.6112	1.6120	0.0008	0.0%	1.6112
Low	1.6055	1.5948	-0.0107	-0.7%	1.5872
Close	1.6090	1.6109	0.0019	0.1%	1.6090
Range	0.0057	0.0172	0.0115	201.8%	0.0240
ATR	0.0105	0.0110	0.0005	4.6%	0.0000
Volume	71	4	-67	-94.4%	295

Daily Pivots for day following 31-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6575	1.6514	1.6204
R3	1.6403	1.6342	1.6156
R2	1.6231	1.6231	1.6141
R1	1.6170	1.6170	1.6125	1.6201
PP	1.6059	1.6059	1.6059	1.6074
S1	1.5998	1.5998	1.6093	1.6029
S2	1.5887	1.5887	1.6077
S3	1.5715	1.5826	1.6062
S4	1.5543	1.5654	1.6014

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6745	1.6657	1.6222
R3	1.6505	1.6417	1.6156
R2	1.6265	1.6265	1.6134
R1	1.6177	1.6177	1.6112	1.6221
PP	1.6025	1.6025	1.6025	1.6047
S1	1.5937	1.5937	1.6068	1.5981
S2	1.5785	1.5785	1.6046
S3	1.5545	1.5697	1.6024
S4	1.5305	1.5457	1.5958

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6120	1.5872	0.0248	1.5%	0.0099	0.6%	96%	True	False	55
10	1.6120	1.5611	0.0509	3.2%	0.0111	0.7%	98%	True	False	42
20	1.6120	1.5267	0.0853	5.3%	0.0108	0.7%	99%	True	False	42
40	1.6120	1.5267	0.0853	5.3%	0.0075	0.5%	99%	True	False	29
60	1.6503	1.5267	0.1236	7.7%	0.0051	0.3%	68%	False	False	20
80	1.6503	1.5267	0.1236	7.7%	0.0039	0.2%	68%	False	False	15
100	1.6503	1.5267	0.1236	7.7%	0.0031	0.2%	68%	False	False	12
120	1.6503	1.5267	0.1236	7.7%	0.0026	0.2%	68%	False	False	10

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1.6851
2.618	1.6570
1.618	1.6398
1.000	1.6292
0.618	1.6226
HIGH	1.6120
0.618	1.6054
0.500	1.6034
0.382	1.6014
LOW	1.5948
0.618	1.5842
1.000	1.5776
1.618	1.5670
2.618	1.5498
4.250	1.5217

Fisher Pivots for day following 31-Oct-2011
Pivot	1 day	3 day
R1	1.6084	1.6084
PP	1.6059	1.6059
S1	1.6034	1.6034

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

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