CME British Pound Future March 2012

Trading Metrics calculated at close of trading on 01-Dec-2011

Day Change Summary
	Previous	Current
	30-Nov-2011	01-Dec-2011	Change	Change %	Previous Week
Open	1.5586	1.5685	0.0099	0.6%	1.5737
High	1.5758	1.5738	-0.0020	-0.1%	1.5738
Low	1.5515	1.5623	0.0108	0.7%	1.5415
Close	1.5684	1.5670	-0.0014	-0.1%	1.5419
Range	0.0243	0.0115	-0.0128	-52.7%	0.0323
ATR	0.0132	0.0130	-0.0001	-0.9%	0.0000
Volume	3,647	757	-2,890	-79.2%	453

Daily Pivots for day following 01-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6022	1.5961	1.5733
R3	1.5907	1.5846	1.5702
R2	1.5792	1.5792	1.5691
R1	1.5731	1.5731	1.5681	1.5704
PP	1.5677	1.5677	1.5677	1.5664
S1	1.5616	1.5616	1.5659	1.5589
S2	1.5562	1.5562	1.5649
S3	1.5447	1.5501	1.5638
S4	1.5332	1.5386	1.5607

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6493	1.6279	1.5597
R3	1.6170	1.5956	1.5508
R2	1.5847	1.5847	1.5478
R1	1.5633	1.5633	1.5449	1.5579
PP	1.5524	1.5524	1.5524	1.5497
S1	1.5310	1.5310	1.5389	1.5256
S2	1.5201	1.5201	1.5360
S3	1.4878	1.4987	1.5330
S4	1.4555	1.4664	1.5241

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5758	1.5415	0.0343	2.2%	0.0151	1.0%	74%	False	False	1,332
10	1.5860	1.5415	0.0445	2.8%	0.0132	0.8%	57%	False	False	714
20	1.6101	1.5415	0.0686	4.4%	0.0115	0.7%	37%	False	False	379
40	1.6120	1.5267	0.0853	5.4%	0.0113	0.7%	47%	False	False	211
60	1.6120	1.5267	0.0853	5.4%	0.0093	0.6%	47%	False	False	147
80	1.6503	1.5267	0.1236	7.9%	0.0071	0.5%	33%	False	False	110
100	1.6503	1.5267	0.1236	7.9%	0.0057	0.4%	33%	False	False	89
120	1.6503	1.5267	0.1236	7.9%	0.0048	0.3%	33%	False	False	74

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6227
2.618	1.6039
1.618	1.5924
1.000	1.5853
0.618	1.5809
HIGH	1.5738
0.618	1.5694
0.500	1.5681
0.382	1.5667
LOW	1.5623
0.618	1.5552
1.000	1.5508
1.618	1.5437
2.618	1.5322
4.250	1.5134

Fisher Pivots for day following 01-Dec-2011
Pivot	1 day	3 day
R1	1.5681	1.5648
PP	1.5677	1.5627
S1	1.5674	1.5605

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

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