CME British Pound Future March 2012

Trading Metrics calculated at close of trading on 12-Dec-2011

Day Change Summary
	Previous	Current
	09-Dec-2011	12-Dec-2011	Change	Change %	Previous Week
Open	1.5622	1.5636	0.0014	0.1%	1.5598
High	1.5720	1.5647	-0.0073	-0.5%	1.5753
Low	1.5572	1.5524	-0.0048	-0.3%	1.5547
Close	1.5647	1.5566	-0.0081	-0.5%	1.5647
Range	0.0148	0.0123	-0.0025	-16.9%	0.0206
ATR	0.0132	0.0131	-0.0001	-0.5%	0.0000
Volume	8,409	22,800	14,391	171.1%	18,258

Daily Pivots for day following 12-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.5948	1.5880	1.5634
R3	1.5825	1.5757	1.5600
R2	1.5702	1.5702	1.5589
R1	1.5634	1.5634	1.5577	1.5607
PP	1.5579	1.5579	1.5579	1.5565
S1	1.5511	1.5511	1.5555	1.5484
S2	1.5456	1.5456	1.5543
S3	1.5333	1.5388	1.5532
S4	1.5210	1.5265	1.5498

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	1.5524	0.0229	1.5%	0.0131	0.8%	18%	False	True	8,026
10	1.5758	1.5452	0.0306	2.0%	0.0146	0.9%	37%	False	False	5,731
20	1.6000	1.5415	0.0585	3.8%	0.0125	0.8%	26%	False	False	2,919
40	1.6120	1.5415	0.0705	4.5%	0.0116	0.7%	21%	False	False	1,481
60	1.6120	1.5267	0.0853	5.5%	0.0108	0.7%	35%	False	False	999
80	1.6467	1.5267	0.1200	7.7%	0.0081	0.5%	25%	False	False	750
100	1.6503	1.5267	0.1236	7.9%	0.0066	0.4%	24%	False	False	600
120	1.6503	1.5267	0.1236	7.9%	0.0055	0.4%	24%	False	False	500

Crabel Price Patterns
NR	True
NR4	True
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	0.0035
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6170
2.618	1.5969
1.618	1.5846
1.000	1.5770
0.618	1.5723
HIGH	1.5647
0.618	1.5600
0.500	1.5586
0.382	1.5571
LOW	1.5524
0.618	1.5448
1.000	1.5401
1.618	1.5325
2.618	1.5202
4.250	1.5001

Fisher Pivots for day following 12-Dec-2011
Pivot	1 day	3 day
R1	1.5586	1.5639
PP	1.5579	1.5614
S1	1.5573	1.5590

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

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