CME British Pound Future June 2012

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Trading Metrics calculated at close of trading on 20-Oct-2011
Day Change Summary Previous Current 19-Oct-2011 20-Oct-2011 Change Change % Previous Week Open 1.5725 1.5750 0.0025 0.2% 1.5646 High 1.5725 1.5750 0.0025 0.2% 1.5777 Low 1.5725 1.5750 0.0025 0.2% 1.5558 Close 1.5725 1.5750 0.0025 0.2% 1.5777 Range ATR 0.0074 0.0070 -0.0003 -4.7% 0.0000 Volume 2 2 0 0.0% 10
Daily Pivots for day following 20-Oct-2011 Classic Woodie Camarilla DeMark R4 1.5750 1.5750 1.5750 R3 1.5750 1.5750 1.5750 R2 1.5750 1.5750 1.5750 R1 1.5750 1.5750 1.5750 1.5750 PP 1.5750 1.5750 1.5750 1.5750 S1 1.5750 1.5750 1.5750 1.5750 S2 1.5750 1.5750 1.5750 S3 1.5750 1.5750 1.5750 S4 1.5750 1.5750 1.5750	Weekly Pivots for week ending 14-Oct-2011 Classic Woodie Camarilla DeMark R4 1.6361 1.6288 1.5897 R3 1.6142 1.6069 1.5837 R2 1.5923 1.5923 1.5817 R1 1.5850 1.5850 1.5797 1.5887 PP 1.5704 1.5704 1.5704 1.5722 S1 1.5631 1.5631 1.5757 1.5668 S2 1.5485 1.5485 1.5737 S3 1.5266 1.5412 1.5717 S4 1.5047 1.5193 1.5657
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.5777 1.5679 0.0098 0.6% 0.0000 0.0% 72% False False 2 10 1.5777 1.5524 0.0253 1.6% 0.0000 0.0% 89% False False 2 20 1.5777 1.5350 0.0427 2.7% 0.0000 0.0% 94% False False 2 40 1.6352 1.5322 0.1030 6.5% 0.0000 0.0% 42% False False 2
Crabel Price Patterns NR False 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 0.0000	Fibonacci Retracements and Extensions 4.250 1.5750 2.618 1.5750 1.618 1.5750 1.000 1.5750 0.618 1.5750 HIGH 1.5750 0.618 1.5750 0.500 1.5750 0.382 1.5750 LOW 1.5750 0.618 1.5750 1.000 1.5750 1.618 1.5750 2.618 1.5750 4.250 1.5750
Fisher Pivots for day following 20-Oct-2011 Pivot 1 day 3 day R1 1.5750 1.5738 PP 1.5750 1.5726 S1 1.5750 1.5715

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