CME British Pound Future March 2012

Trading Metrics calculated at close of trading on 10-Nov-2011

Day Change Summary
	Previous	Current
	09-Nov-2011	10-Nov-2011	Change	Change %	Previous Week
Open	1.6076	1.5911	-0.0165	-1.0%	1.5948
High	1.6077	1.5948	-0.0129	-0.8%	1.6120
Low	1.5888	1.5885	-0.0003	0.0%	1.5873
Close	1.5899	1.5886	-0.0013	-0.1%	1.6017
Range	0.0189	0.0063	-0.0126	-66.7%	0.0247
ATR	0.0114	0.0110	-0.0004	-3.2%	0.0000
Volume	30	55	25	83.3%	125

Daily Pivots for day following 10-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6095	1.6054	1.5921
R3	1.6032	1.5991	1.5903
R2	1.5969	1.5969	1.5898
R1	1.5928	1.5928	1.5892	1.5917
PP	1.5906	1.5906	1.5906	1.5901
S1	1.5865	1.5865	1.5880	1.5854
S2	1.5843	1.5843	1.5874
S3	1.5780	1.5802	1.5869
S4	1.5717	1.5739	1.5851

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	1.6101	1.5885	0.0216	1.4%	0.0084	0.5%	0%	False	True	25
10	1.6120	1.5873	0.0247	1.6%	0.0106	0.7%	5%	False	False	30
20	1.6120	1.5611	0.0509	3.2%	0.0101	0.6%	54%	False	False	34
40	1.6120	1.5267	0.0853	5.4%	0.0096	0.6%	73%	False	False	34
60	1.6470	1.5267	0.1203	7.6%	0.0064	0.4%	51%	False	False	23
80	1.6503	1.5267	0.1236	7.8%	0.0050	0.3%	50%	False	False	18
100	1.6503	1.5267	0.1236	7.8%	0.0040	0.2%	50%	False	False	14
120	1.6503	1.5267	0.1236	7.8%	0.0033	0.2%	50%	False	False	12

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0.0009
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6216
2.618	1.6113
1.618	1.6050
1.000	1.6011
0.618	1.5987
HIGH	1.5948
0.618	1.5924
0.500	1.5917
0.382	1.5909
LOW	1.5885
0.618	1.5846
1.000	1.5822
1.618	1.5783
2.618	1.5720
4.250	1.5617

Fisher Pivots for day following 10-Nov-2011
Pivot	1 day	3 day
R1	1.5917	1.5993
PP	1.5906	1.5957
S1	1.5896	1.5922

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

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