CME British Pound Future March 2012

Trading Metrics calculated at close of trading on 09-Dec-2011

Day Change Summary
	Previous	Current
	08-Dec-2011	09-Dec-2011	Change	Change %	Previous Week
Open	1.5689	1.5622	-0.0067	-0.4%	1.5598
High	1.5753	1.5720	-0.0033	-0.2%	1.5753
Low	1.5596	1.5572	-0.0024	-0.2%	1.5547
Close	1.5628	1.5647	0.0019	0.1%	1.5647
Range	0.0157	0.0148	-0.0009	-5.7%	0.0206
ATR	0.0131	0.0132	0.0001	0.9%	0.0000
Volume	4,042	8,409	4,367	108.0%	18,258

Daily Pivots for day following 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6090	1.6017	1.5728
R3	1.5942	1.5869	1.5688
R2	1.5794	1.5794	1.5674
R1	1.5721	1.5721	1.5661	1.5758
PP	1.5646	1.5646	1.5646	1.5665
S1	1.5573	1.5573	1.5633	1.5610
S2	1.5498	1.5498	1.5620
S3	1.5350	1.5425	1.5606
S4	1.5202	1.5277	1.5566

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6267	1.6163	1.5760
R3	1.6061	1.5957	1.5704
R2	1.5855	1.5855	1.5685
R1	1.5751	1.5751	1.5666	1.5803
PP	1.5649	1.5649	1.5649	1.5675
S1	1.5545	1.5545	1.5628	1.5597
S2	1.5443	1.5443	1.5609
S3	1.5237	1.5339	1.5590
S4	1.5031	1.5133	1.5534

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%	0.0133	0.8%	49%	False	False	3,651
10	1.5758	1.5452	0.0306	2.0%	0.0144	0.9%	64%	False	False	3,489
20	1.6059	1.5415	0.0644	4.1%	0.0127	0.8%	36%	False	False	1,789
40	1.6120	1.5415	0.0705	4.5%	0.0114	0.7%	33%	False	False	911
60	1.6120	1.5267	0.0853	5.5%	0.0106	0.7%	45%	False	False	619
80	1.6470	1.5267	0.1203	7.7%	0.0080	0.5%	32%	False	False	465
100	1.6503	1.5267	0.1236	7.9%	0.0065	0.4%	31%	False	False	372
120	1.6503	1.5267	0.1236	7.9%	0.0054	0.3%	31%	False	False	310

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	0.0034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6349
2.618	1.6107
1.618	1.5959
1.000	1.5868
0.618	1.5811
HIGH	1.5720
0.618	1.5663
0.500	1.5646
0.382	1.5629
LOW	1.5572
0.618	1.5481
1.000	1.5424
1.618	1.5333
2.618	1.5185
4.250	1.4943

Fisher Pivots for day following 09-Dec-2011
Pivot	1 day	3 day
R1	1.5647	1.5663
PP	1.5646	1.5657
S1	1.5646	1.5652

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

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