CME British Pound Future March 2012

Trading Metrics calculated at close of trading on 06-Dec-2011

Day Change Summary
	Previous	Current
	05-Dec-2011	06-Dec-2011	Change	Change %	Previous Week
Open	1.5598	1.5634	0.0036	0.2%	1.5470
High	1.5707	1.5647	-0.0060	-0.4%	1.5758
Low	1.5577	1.5547	-0.0030	-0.2%	1.5452
Close	1.5630	1.5589	-0.0041	-0.3%	1.5579
Range	0.0130	0.0100	-0.0030	-23.1%	0.0306
ATR	0.0131	0.0129	-0.0002	-1.7%	0.0000
Volume	926	1,650	724	78.2%	16,632

Daily Pivots for day following 06-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.5894	1.5842	1.5644
R3	1.5794	1.5742	1.5617
R2	1.5694	1.5694	1.5607
R1	1.5642	1.5642	1.5598	1.5618
PP	1.5594	1.5594	1.5594	1.5583
S1	1.5542	1.5542	1.5580	1.5518
S2	1.5494	1.5494	1.5571
S3	1.5394	1.5442	1.5562
S4	1.5294	1.5342	1.5534

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	1.5515	0.0243	1.6%	0.0145	0.9%	30%	False	False	3,414
10	1.5758	1.5415	0.0343	2.2%	0.0132	0.8%	51%	False	False	1,958
20	1.6101	1.5415	0.0686	4.4%	0.0122	0.8%	25%	False	False	1,010
40	1.6120	1.5415	0.0705	4.5%	0.0109	0.7%	25%	False	False	524
60	1.6120	1.5267	0.0853	5.5%	0.0099	0.6%	38%	False	False	358
80	1.6503	1.5267	0.1236	7.9%	0.0075	0.5%	26%	False	False	269
100	1.6503	1.5267	0.1236	7.9%	0.0061	0.4%	26%	False	False	215
120	1.6503	1.5267	0.1236	7.9%	0.0051	0.3%	26%	False	False	179

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0026
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.6072
2.618	1.5909
1.618	1.5809
1.000	1.5747
0.618	1.5709
HIGH	1.5647
0.618	1.5609
0.500	1.5597
0.382	1.5585
LOW	1.5547
0.618	1.5485
1.000	1.5447
1.618	1.5385
2.618	1.5285
4.250	1.5122

Fisher Pivots for day following 06-Dec-2011
Pivot	1 day	3 day
R1	1.5597	1.5627
PP	1.5594	1.5614
S1	1.5592	1.5602

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

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