CME British Pound Future March 2012

Trading Metrics calculated at close of trading on 02-Dec-2011

Day Change Summary
	Previous	Current
	01-Dec-2011	02-Dec-2011	Change	Change %	Previous Week
Open	1.5685	1.5669	-0.0016	-0.1%	1.5470
High	1.5738	1.5700	-0.0038	-0.2%	1.5758
Low	1.5623	1.5562	-0.0061	-0.4%	1.5452
Close	1.5670	1.5579	-0.0091	-0.6%	1.5579
Range	0.0115	0.0138	0.0023	20.0%	0.0306
ATR	0.0130	0.0131	0.0001	0.4%	0.0000
Volume	757	10,093	9,336	1,233.3%	16,632

Daily Pivots for day following 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6028	1.5941	1.5655
R3	1.5890	1.5803	1.5617
R2	1.5752	1.5752	1.5604
R1	1.5665	1.5665	1.5592	1.5640
PP	1.5614	1.5614	1.5614	1.5601
S1	1.5527	1.5527	1.5566	1.5502
S2	1.5476	1.5476	1.5554
S3	1.5338	1.5389	1.5541
S4	1.5200	1.5251	1.5503

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6514	1.6353	1.5747
R3	1.6208	1.6047	1.5663
R2	1.5902	1.5902	1.5635
R1	1.5741	1.5741	1.5607	1.5822
PP	1.5596	1.5596	1.5596	1.5637
S1	1.5435	1.5435	1.5551	1.5516
S2	1.5290	1.5290	1.5523
S3	1.4984	1.5129	1.5495
S4	1.4678	1.4823	1.5411

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5758	1.5452	0.0306	2.0%	0.0155	1.0%	42%	False	False	3,326
10	1.5860	1.5415	0.0445	2.9%	0.0136	0.9%	37%	False	False	1,719
20	1.6101	1.5415	0.0686	4.4%	0.0115	0.7%	24%	False	False	883
40	1.6120	1.5415	0.0705	4.5%	0.0111	0.7%	23%	False	False	463
60	1.6120	1.5267	0.0853	5.5%	0.0095	0.6%	37%	False	False	315
80	1.6503	1.5267	0.1236	7.9%	0.0072	0.5%	25%	False	False	237
100	1.6503	1.5267	0.1236	7.9%	0.0058	0.4%	25%	False	False	189
120	1.6503	1.5267	0.1236	7.9%	0.0049	0.3%	25%	False	False	158

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6287
2.618	1.6061
1.618	1.5923
1.000	1.5838
0.618	1.5785
HIGH	1.5700
0.618	1.5647
0.500	1.5631
0.382	1.5615
LOW	1.5562
0.618	1.5477
1.000	1.5424
1.618	1.5339
2.618	1.5201
4.250	1.4976

Fisher Pivots for day following 02-Dec-2011
Pivot	1 day	3 day
R1	1.5631	1.5637
PP	1.5614	1.5617
S1	1.5596	1.5598

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

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