CME British Pound Future March 2012

Trading Metrics calculated at close of trading on 08-Dec-2011

Day Change Summary
	Previous	Current
	07-Dec-2011	08-Dec-2011	Change	Change %	Previous Week
Open	1.5589	1.5689	0.0100	0.6%	1.5470
High	1.5711	1.5753	0.0042	0.3%	1.5758
Low	1.5582	1.5596	0.0014	0.1%	1.5452
Close	1.5680	1.5628	-0.0052	-0.3%	1.5579
Range	0.0129	0.0157	0.0028	21.7%	0.0306
ATR	0.0129	0.0131	0.0002	1.6%	0.0000
Volume	3,231	4,042	811	25.1%	16,632

Daily Pivots for day following 08-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6130	1.6036	1.5714
R3	1.5973	1.5879	1.5671
R2	1.5816	1.5816	1.5657
R1	1.5722	1.5722	1.5642	1.5691
PP	1.5659	1.5659	1.5659	1.5643
S1	1.5565	1.5565	1.5614	1.5534
S2	1.5502	1.5502	1.5599
S3	1.5345	1.5408	1.5585
S4	1.5188	1.5251	1.5542

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	1.5753	1.5547	0.0206	1.3%	0.0131	0.8%	39%	True	False	3,988
10	1.5758	1.5415	0.0343	2.2%	0.0141	0.9%	62%	False	False	2,660
20	1.6059	1.5415	0.0644	4.1%	0.0123	0.8%	33%	False	False	1,371
40	1.6120	1.5415	0.0705	4.5%	0.0112	0.7%	30%	False	False	704
60	1.6120	1.5267	0.0853	5.5%	0.0104	0.7%	42%	False	False	479
80	1.6503	1.5267	0.1236	7.9%	0.0078	0.5%	29%	False	False	360
100	1.6503	1.5267	0.1236	7.9%	0.0064	0.4%	29%	False	False	288
120	1.6503	1.5267	0.1236	7.9%	0.0053	0.3%	29%	False	False	240

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0030
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.6420
2.618	1.6164
1.618	1.6007
1.000	1.5910
0.618	1.5850
HIGH	1.5753
0.618	1.5693
0.500	1.5675
0.382	1.5656
LOW	1.5596
0.618	1.5499
1.000	1.5439
1.618	1.5342
2.618	1.5185
4.250	1.4929

Fisher Pivots for day following 08-Dec-2011
Pivot	1 day	3 day
R1	1.5675	1.5650
PP	1.5659	1.5643
S1	1.5644	1.5635

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

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