CME British Pound Future March 2012

Trading Metrics calculated at close of trading on 02-Nov-2011

Day Change Summary
	Previous	Current
	01-Nov-2011	02-Nov-2011	Change	Change %	Previous Week
Open	1.6050	1.5900	-0.0150	-0.9%	1.5929
High	1.6050	1.6006	-0.0044	-0.3%	1.6112
Low	1.5889	1.5900	0.0011	0.1%	1.5872
Close	1.5940	1.5940	0.0000	0.0%	1.6090
Range	0.0161	0.0106	-0.0055	-34.2%	0.0240
ATR	0.0118	0.0117	-0.0001	-0.7%	0.0000
Volume	53	23	-30	-56.6%	295

Daily Pivots for day following 02-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6267	1.6209	1.5998
R3	1.6161	1.6103	1.5969
R2	1.6055	1.6055	1.5959
R1	1.5997	1.5997	1.5950	1.6026
PP	1.5949	1.5949	1.5949	1.5963
S1	1.5891	1.5891	1.5930	1.5920
S2	1.5843	1.5843	1.5921
S3	1.5737	1.5785	1.5911
S4	1.5631	1.5679	1.5882

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	1.5889	0.0231	1.4%	0.0121	0.8%	22%	False	False	42
10	1.6120	1.5693	0.0427	2.7%	0.0108	0.7%	58%	False	False	46
20	1.6120	1.5267	0.0853	5.4%	0.0111	0.7%	79%	False	False	44
40	1.6120	1.5267	0.0853	5.4%	0.0082	0.5%	79%	False	False	30
60	1.6503	1.5267	0.1236	7.8%	0.0056	0.3%	54%	False	False	21
80	1.6503	1.5267	0.1236	7.8%	0.0043	0.3%	54%	False	False	16
100	1.6503	1.5267	0.1236	7.8%	0.0034	0.2%	54%	False	False	13
120	1.6503	1.5267	0.1236	7.8%	0.0028	0.2%	54%	False	False	11

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6457
2.618	1.6284
1.618	1.6178
1.000	1.6112
0.618	1.6072
HIGH	1.6006
0.618	1.5966
0.500	1.5953
0.382	1.5940
LOW	1.5900
0.618	1.5834
1.000	1.5794
1.618	1.5728
2.618	1.5622
4.250	1.5450

Fisher Pivots for day following 02-Nov-2011
Pivot	1 day	3 day
R1	1.5953	1.6005
PP	1.5949	1.5983
S1	1.5944	1.5962

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

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