CME British Pound Future March 2012

Trading Metrics calculated at close of trading on 05-Dec-2011

Day Change Summary
	Previous	Current
	02-Dec-2011	05-Dec-2011	Change	Change %	Previous Week
Open	1.5669	1.5598	-0.0071	-0.5%	1.5470
High	1.5700	1.5707	0.0007	0.0%	1.5758
Low	1.5562	1.5577	0.0015	0.1%	1.5452
Close	1.5579	1.5630	0.0051	0.3%	1.5579
Range	0.0138	0.0130	-0.0008	-5.8%	0.0306
ATR	0.0131	0.0131	0.0000	-0.1%	0.0000
Volume	10,093	926	-9,167	-90.8%	16,632

Daily Pivots for day following 05-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6028	1.5959	1.5702
R3	1.5898	1.5829	1.5666
R2	1.5768	1.5768	1.5654
R1	1.5699	1.5699	1.5642	1.5734
PP	1.5638	1.5638	1.5638	1.5655
S1	1.5569	1.5569	1.5618	1.5604
S2	1.5508	1.5508	1.5606
S3	1.5378	1.5439	1.5594
S4	1.5248	1.5309	1.5559

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%	0.0161	1.0%	58%	False	False	3,436
10	1.5758	1.5415	0.0343	2.2%	0.0136	0.9%	63%	False	False	1,801
20	1.6101	1.5415	0.0686	4.4%	0.0120	0.8%	31%	False	False	928
40	1.6120	1.5415	0.0705	4.5%	0.0110	0.7%	30%	False	False	484
60	1.6120	1.5267	0.0853	5.5%	0.0097	0.6%	43%	False	False	330
80	1.6503	1.5267	0.1236	7.9%	0.0074	0.5%	29%	False	False	248
100	1.6503	1.5267	0.1236	7.9%	0.0060	0.4%	29%	False	False	199
120	1.6503	1.5267	0.1236	7.9%	0.0050	0.3%	29%	False	False	166

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	0.0024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6260
2.618	1.6047
1.618	1.5917
1.000	1.5837
0.618	1.5787
HIGH	1.5707
0.618	1.5657
0.500	1.5642
0.382	1.5627
LOW	1.5577
0.618	1.5497
1.000	1.5447
1.618	1.5367
2.618	1.5237
4.250	1.5025

Fisher Pivots for day following 05-Dec-2011
Pivot	1 day	3 day
R1	1.5642	1.5650
PP	1.5638	1.5643
S1	1.5634	1.5637

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

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