CME British Pound Future March 2012

Trading Metrics calculated at close of trading on 22-Dec-2011

Day Change Summary
	Previous	Current
	21-Dec-2011	22-Dec-2011	Change	Change %	Previous Week
Open	1.5646	1.5664	0.0018	0.1%	1.5636
High	1.5761	1.5716	-0.0045	-0.3%	1.5647
Low	1.5634	1.5637	0.0003	0.0%	1.5394
Close	1.5656	1.5668	0.0012	0.1%	1.5485
Range	0.0127	0.0079	-0.0048	-37.8%	0.0253
ATR	0.0130	0.0126	-0.0004	-2.8%	0.0000
Volume	78,085	48,678	-29,407	-37.7%	278,530

Daily Pivots for day following 22-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.5911	1.5868	1.5711
R3	1.5832	1.5789	1.5690
R2	1.5753	1.5753	1.5682
R1	1.5710	1.5710	1.5675	1.5732
PP	1.5674	1.5674	1.5674	1.5684
S1	1.5631	1.5631	1.5661	1.5653
S2	1.5595	1.5595	1.5654
S3	1.5516	1.5552	1.5646
S4	1.5437	1.5473	1.5625

Weekly Pivots for week ending 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6268	1.6129	1.5624
R3	1.6015	1.5876	1.5555
R2	1.5762	1.5762	1.5531
R1	1.5623	1.5623	1.5508	1.5566
PP	1.5509	1.5509	1.5509	1.5480
S1	1.5370	1.5370	1.5462	1.5313
S2	1.5256	1.5256	1.5439
S3	1.5003	1.5117	1.5415
S4	1.4750	1.4864	1.5346

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5761	1.5451	0.0310	2.0%	0.0115	0.7%	70%	False	False	69,475
10	1.5761	1.5394	0.0367	2.3%	0.0124	0.8%	75%	False	False	56,335
20	1.5761	1.5394	0.0367	2.3%	0.0133	0.8%	75%	False	False	29,498
40	1.6120	1.5394	0.0726	4.6%	0.0120	0.8%	38%	False	False	14,777
60	1.6120	1.5267	0.0853	5.4%	0.0113	0.7%	47%	False	False	9,864
80	1.6204	1.5267	0.0937	6.0%	0.0093	0.6%	43%	False	False	7,401
100	1.6503	1.5267	0.1236	7.9%	0.0076	0.5%	32%	False	False	5,921
120	1.6503	1.5267	0.1236	7.9%	0.0063	0.4%	32%	False	False	4,935

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6052
2.618	1.5923
1.618	1.5844
1.000	1.5795
0.618	1.5765
HIGH	1.5716
0.618	1.5686
0.500	1.5677
0.382	1.5667
LOW	1.5637
0.618	1.5588
1.000	1.5558
1.618	1.5509
2.618	1.5430
4.250	1.5301

Fisher Pivots for day following 22-Dec-2011
Pivot	1 day	3 day
R1	1.5677	1.5652
PP	1.5674	1.5635
S1	1.5671	1.5619

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

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