CME British Pound Future June 2012

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Trading Metrics calculated at close of trading on 31-Oct-2011
Day Change Summary Previous Current 28-Oct-2011 31-Oct-2011 Change Change % Previous Week Open 1.6074 1.6094 0.0020 0.1% 1.5960 High 1.6074 1.6094 0.0020 0.1% 1.6075 Low 1.6074 1.6094 0.0020 0.1% 1.5916 Close 1.6074 1.6094 0.0020 0.1% 1.6074 Range ATR 0.0071 0.0067 -0.0004 -5.1% 0.0000 Volume 2 2 0 0.0% 10
Daily Pivots for day following 31-Oct-2011 Classic Woodie Camarilla DeMark R4 1.6094 1.6094 1.6094 R3 1.6094 1.6094 1.6094 R2 1.6094 1.6094 1.6094 R1 1.6094 1.6094 1.6094 1.6094 PP 1.6094 1.6094 1.6094 1.6094 S1 1.6094 1.6094 1.6094 1.6094 S2 1.6094 1.6094 1.6094 S3 1.6094 1.6094 1.6094 S4 1.6094 1.6094 1.6094	Weekly Pivots for week ending 28-Oct-2011 Classic Woodie Camarilla DeMark R4 1.6499 1.6445 1.6161 R3 1.6340 1.6286 1.6118 R2 1.6181 1.6181 1.6103 R1 1.6127 1.6127 1.6089 1.6154 PP 1.6022 1.6022 1.6022 1.6035 S1 1.5968 1.5968 1.6059 1.5995 S2 1.5863 1.5863 1.6045 S3 1.5704 1.5809 1.6030 S4 1.5545 1.5650 1.5987
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.6094 1.5916 0.0178 1.1% 0.0000 0.0% 100% True False 2 10 1.6094 1.5679 0.0415 2.6% 0.0000 0.0% 100% True False 2 20 1.6094 1.5350 0.0744 4.6% 0.0000 0.0% 100% True False 2 40 1.6094 1.5322 0.0772 4.8% 0.0000 0.0% 100% True False 2 60 1.6514 1.5322 0.1192 7.4% 0.0000 0.0% 65% 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 True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.6094 2.618 1.6094 1.618 1.6094 1.000 1.6094 0.618 1.6094 HIGH 1.6094 0.618 1.6094 0.500 1.6094 0.382 1.6094 LOW 1.6094 0.618 1.6094 1.000 1.6094 1.618 1.6094 2.618 1.6094 4.250 1.6094
Fisher Pivots for day following 31-Oct-2011 Pivot 1 day 3 day R1 1.6094 1.6091 PP 1.6094 1.6087 S1 1.6094 1.6084

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