CME British Pound Future June 2012

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Trading Metrics calculated at close of trading on 27-Oct-2011
Day Change Summary Previous Current 26-Oct-2011 27-Oct-2011 Change Change % Previous Week Open 1.5916 1.6075 0.0159 1.0% 1.5714 High 1.5916 1.6075 0.0159 1.0% 1.5900 Low 1.5916 1.6075 0.0159 1.0% 1.5679 Close 1.5916 1.6075 0.0159 1.0% 1.5900 Range ATR 0.0069 0.0076 0.0006 9.2% 0.0000 Volume 2 2 0 0.0% 10
Daily Pivots for day following 27-Oct-2011 Classic Woodie Camarilla DeMark R4 1.6075 1.6075 1.6075 R3 1.6075 1.6075 1.6075 R2 1.6075 1.6075 1.6075 R1 1.6075 1.6075 1.6075 1.6075 PP 1.6075 1.6075 1.6075 1.6075 S1 1.6075 1.6075 1.6075 1.6075 S2 1.6075 1.6075 1.6075 S3 1.6075 1.6075 1.6075 S4 1.6075 1.6075 1.6075	Weekly Pivots for week ending 21-Oct-2011 Classic Woodie Camarilla DeMark R4 1.6489 1.6416 1.6022 R3 1.6268 1.6195 1.5961 R2 1.6047 1.6047 1.5941 R1 1.5974 1.5974 1.5920 1.6011 PP 1.5826 1.5826 1.5826 1.5845 S1 1.5753 1.5753 1.5880 1.5790 S2 1.5605 1.5605 1.5859 S3 1.5384 1.5532 1.5839 S4 1.5163 1.5311 1.5778
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.6075 1.5900 0.0175 1.1% 0.0000 0.0% 100% True False 2 10 1.6075 1.5679 0.0396 2.5% 0.0000 0.0% 100% True False 2 20 1.6075 1.5350 0.0725 4.5% 0.0000 0.0% 100% True False 2 40 1.6153 1.5322 0.0831 5.2% 0.0000 0.0% 91% False False 2 60 1.6514 1.5322 0.1192 7.4% 0.0000 0.0% 63% 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 1.6075 2.618 1.6075 1.618 1.6075 1.000 1.6075 0.618 1.6075 HIGH 1.6075 0.618 1.6075 0.500 1.6075 0.382 1.6075 LOW 1.6075 0.618 1.6075 1.000 1.6075 1.618 1.6075 2.618 1.6075 4.250 1.6075
Fisher Pivots for day following 27-Oct-2011 Pivot 1 day 3 day R1 1.6075 1.6049 PP 1.6075 1.6022 S1 1.6075 1.5996

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