CME British Pound Future March 2012

Trading Metrics calculated at close of trading on 22-Nov-2011

Day Change Summary
	Previous	Current
	21-Nov-2011	22-Nov-2011	Change	Change %	Previous Week
Open	1.5737	1.5620	-0.0117	-0.7%	1.6000
High	1.5738	1.5647	-0.0091	-0.6%	1.6000
Low	1.5596	1.5561	-0.0035	-0.2%	1.5700
Close	1.5626	1.5606	-0.0020	-0.1%	1.5766
Range	0.0142	0.0086	-0.0056	-39.4%	0.0300
ATR	0.0118	0.0115	-0.0002	-1.9%	0.0000
Volume	75	40	-35	-46.7%	254

Daily Pivots for day following 22-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.5863	1.5820	1.5653
R3	1.5777	1.5734	1.5630
R2	1.5691	1.5691	1.5622
R1	1.5648	1.5648	1.5614	1.5627
PP	1.5605	1.5605	1.5605	1.5594
S1	1.5562	1.5562	1.5598	1.5541
S2	1.5519	1.5519	1.5590
S3	1.5433	1.5476	1.5582
S4	1.5347	1.5390	1.5559

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	1.5561	0.0299	1.9%	0.0102	0.7%	15%	False	True	59
10	1.6077	1.5561	0.0516	3.3%	0.0112	0.7%	9%	False	True	65
20	1.6120	1.5561	0.0559	3.6%	0.0108	0.7%	8%	False	True	52
40	1.6120	1.5267	0.0853	5.5%	0.0103	0.7%	40%	False	False	42
60	1.6272	1.5267	0.1005	6.4%	0.0078	0.5%	34%	False	False	32
80	1.6503	1.5267	0.1236	7.9%	0.0060	0.4%	27%	False	False	25
100	1.6503	1.5267	0.1236	7.9%	0.0048	0.3%	27%	False	False	20
120	1.6503	1.5267	0.1236	7.9%	0.0040	0.3%	27%	False	False	17

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	0.0011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6013
2.618	1.5872
1.618	1.5786
1.000	1.5733
0.618	1.5700
HIGH	1.5647
0.618	1.5614
0.500	1.5604
0.382	1.5594
LOW	1.5561
0.618	1.5508
1.000	1.5475
1.618	1.5422
2.618	1.5336
4.250	1.5196

Fisher Pivots for day following 22-Nov-2011
Pivot	1 day	3 day
R1	1.5605	1.5711
PP	1.5605	1.5676
S1	1.5604	1.5641

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

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