CME British Pound Future March 2012

Trading Metrics calculated at close of trading on 29-Dec-2011

Day Change Summary
	Previous	Current
	28-Dec-2011	29-Dec-2011	Change	Change %	Previous Week
Open	1.5647	1.5450	-0.0197	-1.3%	1.5512
High	1.5681	1.5465	-0.0216	-1.4%	1.5761
Low	1.5427	1.5350	-0.0077	-0.5%	1.5451
Close	1.5440	1.5382	-0.0058	-0.4%	1.5616
Range	0.0254	0.0115	-0.0139	-54.7%	0.0310
ATR	0.0130	0.0129	-0.0001	-0.8%	0.0000
Volume	78,599	54,346	-24,253	-30.9%	315,160

Daily Pivots for day following 29-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.5744	1.5678	1.5445
R3	1.5629	1.5563	1.5414
R2	1.5514	1.5514	1.5403
R1	1.5448	1.5448	1.5393	1.5424
PP	1.5399	1.5399	1.5399	1.5387
S1	1.5333	1.5333	1.5371	1.5309
S2	1.5284	1.5284	1.5361
S3	1.5169	1.5218	1.5350
S4	1.5054	1.5103	1.5319

Weekly Pivots for week ending 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6539	1.6388	1.5787
R3	1.6229	1.6078	1.5701
R2	1.5919	1.5919	1.5673
R1	1.5768	1.5768	1.5644	1.5844
PP	1.5609	1.5609	1.5609	1.5647
S1	1.5458	1.5458	1.5588	1.5534
S2	1.5299	1.5299	1.5559
S3	1.4989	1.5148	1.5531
S4	1.4679	1.4838	1.5446

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5716	1.5350	0.0366	2.4%	0.0124	0.8%	9%	False	True	48,058
10	1.5761	1.5350	0.0411	2.7%	0.0121	0.8%	8%	False	True	61,190
20	1.5761	1.5350	0.0411	2.7%	0.0128	0.8%	8%	False	True	38,783
40	1.6101	1.5350	0.0751	4.9%	0.0121	0.8%	4%	False	True	19,563
60	1.6120	1.5267	0.0853	5.5%	0.0117	0.8%	13%	False	False	13,057
80	1.6120	1.5267	0.0853	5.5%	0.0100	0.6%	13%	False	False	9,796
100	1.6503	1.5267	0.1236	8.0%	0.0081	0.5%	9%	False	False	7,837
120	1.6503	1.5267	0.1236	8.0%	0.0068	0.4%	9%	False	False	6,531

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	0.0022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5954
2.618	1.5766
1.618	1.5651
1.000	1.5580
0.618	1.5536
HIGH	1.5465
0.618	1.5421
0.500	1.5408
0.382	1.5394
LOW	1.5350
0.618	1.5279
1.000	1.5235
1.618	1.5164
2.618	1.5049
4.250	1.4861

Fisher Pivots for day following 29-Dec-2011
Pivot	1 day	3 day
R1	1.5408	1.5516
PP	1.5399	1.5471
S1	1.5391	1.5427

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

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