CME British Pound Future June 2012

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Trading Metrics calculated at close of trading on 03-Nov-2011
Day Change Summary Previous Current 02-Nov-2011 03-Nov-2011 Change Change % Previous Week Open 1.5923 1.6000 0.0077 0.5% 1.5960 High 1.5923 1.6000 0.0077 0.5% 1.6075 Low 1.5923 1.6000 0.0077 0.5% 1.5916 Close 1.5923 1.6000 0.0077 0.5% 1.6074 Range ATR 0.0069 0.0070 0.0001 0.8% 0.0000 Volume
Daily Pivots for day following 03-Nov-2011 Classic Woodie Camarilla DeMark R4 1.6000 1.6000 1.6000 R3 1.6000 1.6000 1.6000 R2 1.6000 1.6000 1.6000 R1 1.6000 1.6000 1.6000 1.6000 PP 1.6000 1.6000 1.6000 1.6000 S1 1.6000 1.6000 1.6000 1.6000 S2 1.6000 1.6000 1.6000 S3 1.6000 1.6000 1.6000 S4 1.6000 1.6000 1.6000	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 1.5923 0.0171 1.1% 0.0000 0.0% 45% False False 1 10 1.6094 1.5900 0.0194 1.2% 0.0000 0.0% 52% False False 1 20 1.6094 1.5524 0.0570 3.6% 0.0000 0.0% 84% False False 1 40 1.6094 1.5322 0.0772 4.8% 0.0000 0.0% 88% False False 1 60 1.6514 1.5322 0.1192 7.5% 0.0000 0.0% 57% False False 1
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 1.6000 2.618 1.6000 1.618 1.6000 1.000 1.6000 0.618 1.6000 HIGH 1.6000 0.618 1.6000 0.500 1.6000 0.382 1.6000 LOW 1.6000 0.618 1.6000 1.000 1.6000 1.618 1.6000 2.618 1.6000 4.250 1.6000
Fisher Pivots for day following 03-Nov-2011 Pivot 1 day 3 day R1 1.6000 1.5987 PP 1.6000 1.5974 S1 1.6000 1.5962

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