CME British Pound Future March 2012

Trading Metrics calculated at close of trading on 21-Nov-2011

Day Change Summary
	Previous	Current
	18-Nov-2011	21-Nov-2011	Change	Change %	Previous Week
Open	1.5736	1.5737	0.0001	0.0%	1.6000
High	1.5860	1.5738	-0.0122	-0.8%	1.6000
Low	1.5736	1.5596	-0.0140	-0.9%	1.5700
Close	1.5766	1.5626	-0.0140	-0.9%	1.5766
Range	0.0124	0.0142	0.0018	14.5%	0.0300
ATR	0.0114	0.0118	0.0004	3.5%	0.0000
Volume	107	75	-32	-29.9%	254

Daily Pivots for day following 21-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6079	1.5995	1.5704
R3	1.5937	1.5853	1.5665
R2	1.5795	1.5795	1.5652
R1	1.5711	1.5711	1.5639	1.5682
PP	1.5653	1.5653	1.5653	1.5639
S1	1.5569	1.5569	1.5613	1.5540
S2	1.5511	1.5511	1.5600
S3	1.5369	1.5427	1.5587
S4	1.5227	1.5285	1.5548

Weekly Pivots for week ending 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6722	1.6544	1.5931
R3	1.6422	1.6244	1.5849
R2	1.6122	1.6122	1.5821
R1	1.5944	1.5944	1.5794	1.5883
PP	1.5822	1.5822	1.5822	1.5792
S1	1.5644	1.5644	1.5739	1.5583
S2	1.5522	1.5522	1.5711
S3	1.5222	1.5344	1.5684
S4	1.4922	1.5044	1.5601

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5860	1.5596	0.0264	1.7%	0.0101	0.6%	11%	False	True	53
10	1.6101	1.5596	0.0505	3.2%	0.0112	0.7%	6%	False	True	61
20	1.6120	1.5596	0.0524	3.4%	0.0105	0.7%	6%	False	True	51
40	1.6120	1.5267	0.0853	5.5%	0.0103	0.7%	42%	False	False	41
60	1.6371	1.5267	0.1104	7.1%	0.0077	0.5%	33%	False	False	32
80	1.6503	1.5267	0.1236	7.9%	0.0059	0.4%	29%	False	False	24
100	1.6503	1.5267	0.1236	7.9%	0.0047	0.3%	29%	False	False	19
120	1.6503	1.5267	0.1236	7.9%	0.0040	0.3%	29%	False	False	16

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.6342
2.618	1.6110
1.618	1.5968
1.000	1.5880
0.618	1.5826
HIGH	1.5738
0.618	1.5684
0.500	1.5667
0.382	1.5650
LOW	1.5596
0.618	1.5508
1.000	1.5454
1.618	1.5366
2.618	1.5224
4.250	1.4993

Fisher Pivots for day following 21-Nov-2011
Pivot	1 day	3 day
R1	1.5667	1.5728
PP	1.5653	1.5694
S1	1.5640	1.5660

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

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