CME British Pound Future March 2012

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	1.6028	1.6017	-0.0011	-0.1%	1.5948
High	1.6034	1.6035	0.0001	0.0%	1.6120
Low	1.6017	1.5968	-0.0049	-0.3%	1.5873
Close	1.6017	1.6035	0.0018	0.1%	1.6017
Range	0.0017	0.0067	0.0050	294.1%	0.0247
ATR	0.0111	0.0108	-0.0003	-2.8%	0.0000
Volume	21	16	-5	-23.8%	125

Daily Pivots for day following 07-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6214	1.6191	1.6072
R3	1.6147	1.6124	1.6053
R2	1.6080	1.6080	1.6047
R1	1.6057	1.6057	1.6041	1.6069
PP	1.6013	1.6013	1.6013	1.6018
S1	1.5990	1.5990	1.6029	1.6002
S2	1.5946	1.5946	1.6023
S3	1.5879	1.5923	1.6017
S4	1.5812	1.5856	1.5998

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6744	1.6628	1.6153
R3	1.6497	1.6381	1.6085
R2	1.6250	1.6250	1.6062
R1	1.6134	1.6134	1.6040	1.6192
PP	1.6003	1.6003	1.6003	1.6033
S1	1.5887	1.5887	1.5994	1.5945
S2	1.5756	1.5756	1.5972
S3	1.5509	1.5640	1.5949
S4	1.5262	1.5393	1.5881

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6050	1.5873	0.0177	1.1%	0.0099	0.6%	92%	False	False	27
10	1.6120	1.5872	0.0248	1.5%	0.0099	0.6%	66%	False	False	41
20	1.6120	1.5601	0.0519	3.2%	0.0095	0.6%	84%	False	False	39
40	1.6120	1.5267	0.0853	5.3%	0.0087	0.5%	90%	False	False	32
60	1.6503	1.5267	0.1236	7.7%	0.0060	0.4%	62%	False	False	22
80	1.6503	1.5267	0.1236	7.7%	0.0045	0.3%	62%	False	False	17
100	1.6503	1.5267	0.1236	7.7%	0.0036	0.2%	62%	False	False	13
120	1.6503	1.5267	0.1236	7.7%	0.0030	0.2%	62%	False	False	11

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6320
2.618	1.6210
1.618	1.6143
1.000	1.6102
0.618	1.6076
HIGH	1.6035
0.618	1.6009
0.500	1.6002
0.382	1.5994
LOW	1.5968
0.618	1.5927
1.000	1.5901
1.618	1.5860
2.618	1.5793
4.250	1.5683

Fisher Pivots for day following 07-Nov-2011
Pivot	1 day	3 day
R1	1.6024	1.6008
PP	1.6013	1.5981
S1	1.6002	1.5954

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

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