CME British Pound Future March 2012

Trading Metrics calculated at close of trading on 14-Nov-2011

Day Change Summary
	Previous	Current
	11-Nov-2011	14-Nov-2011	Change	Change %	Previous Week
Open	1.5906	1.6000	0.0094	0.6%	1.6017
High	1.6059	1.6000	-0.0059	-0.4%	1.6101
Low	1.5906	1.5875	-0.0031	-0.2%	1.5885
Close	1.6042	1.5873	-0.0169	-1.1%	1.6042
Range	0.0153	0.0125	-0.0028	-18.3%	0.0216
ATR	0.0115	0.0118	0.0004	3.3%	0.0000
Volume	196	64	-132	-67.3%	301

Daily Pivots for day following 14-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6291	1.6207	1.5942
R3	1.6166	1.6082	1.5907
R2	1.6041	1.6041	1.5896
R1	1.5957	1.5957	1.5884	1.5937
PP	1.5916	1.5916	1.5916	1.5906
S1	1.5832	1.5832	1.5862	1.5812
S2	1.5791	1.5791	1.5850
S3	1.5666	1.5707	1.5839
S4	1.5541	1.5582	1.5804

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6657	1.6566	1.6161
R3	1.6441	1.6350	1.6101
R2	1.6225	1.6225	1.6082
R1	1.6134	1.6134	1.6062	1.6180
PP	1.6009	1.6009	1.6009	1.6032
S1	1.5918	1.5918	1.6022	1.5964
S2	1.5793	1.5793	1.6002
S3	1.5577	1.5702	1.5983
S4	1.5361	1.5486	1.5923

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6101	1.5875	0.0226	1.4%	0.0123	0.8%	-1%	False	True	69
10	1.6101	1.5873	0.0228	1.4%	0.0111	0.7%	0%	False	False	48
20	1.6120	1.5611	0.0509	3.2%	0.0111	0.7%	51%	False	False	45
40	1.6120	1.5267	0.0853	5.4%	0.0101	0.6%	71%	False	False	40
60	1.6467	1.5267	0.1200	7.6%	0.0068	0.4%	51%	False	False	28
80	1.6503	1.5267	0.1236	7.8%	0.0053	0.3%	49%	False	False	21
100	1.6503	1.5267	0.1236	7.8%	0.0042	0.3%	49%	False	False	17
120	1.6503	1.5267	0.1236	7.8%	0.0035	0.2%	49%	False	False	14

Crabel Price Patterns
NR	True
NR4	False
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	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6531
2.618	1.6327
1.618	1.6202
1.000	1.6125
0.618	1.6077
HIGH	1.6000
0.618	1.5952
0.500	1.5938
0.382	1.5923
LOW	1.5875
0.618	1.5798
1.000	1.5750
1.618	1.5673
2.618	1.5548
4.250	1.5344

Fisher Pivots for day following 14-Nov-2011
Pivot	1 day	3 day
R1	1.5938	1.5967
PP	1.5916	1.5936
S1	1.5895	1.5904

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

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