CME British Pound Future June 2012

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Trading Metrics calculated at close of trading on 15-Nov-2011
Day Change Summary Previous Current 14-Nov-2011 15-Nov-2011 Change Change % Previous Week Open 1.5858 1.5798 -0.0060 -0.4% 1.6000 High 1.5858 1.5798 -0.0060 -0.4% 1.6077 Low 1.5858 1.5798 -0.0060 -0.4% 1.5869 Close 1.5858 1.5798 -0.0060 -0.4% 1.6025 Range ATR 0.0080 0.0078 -0.0001 -1.8% 0.0000 Volume 2 2 0 0.0% 6
Daily Pivots for day following 15-Nov-2011 Classic Woodie Camarilla DeMark R4 1.5798 1.5798 1.5798 R3 1.5798 1.5798 1.5798 R2 1.5798 1.5798 1.5798 R1 1.5798 1.5798 1.5798 1.5798 PP 1.5798 1.5798 1.5798 1.5798 S1 1.5798 1.5798 1.5798 1.5798 S2 1.5798 1.5798 1.5798 S3 1.5798 1.5798 1.5798 S4 1.5798 1.5798 1.5798	Weekly Pivots for week ending 11-Nov-2011 Classic Woodie Camarilla DeMark R4 1.6614 1.6528 1.6139 R3 1.6406 1.6320 1.6082 R2 1.6198 1.6198 1.6063 R1 1.6112 1.6112 1.6044 1.6155 PP 1.5990 1.5990 1.5990 1.6012 S1 1.5904 1.5904 1.6006 1.5947 S2 1.5782 1.5782 1.5987 S3 1.5574 1.5696 1.5968 S4 1.5366 1.5488 1.5911
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.6025 1.5798 0.0227 1.4% 0.0000 0.0% 0% False True 2 10 1.6077 1.5798 0.0279 1.8% 0.0002 0.0% 0% False True 1 20 1.6094 1.5725 0.0369 2.3% 0.0001 0.0% 20% False False 1 40 1.6094 1.5322 0.0772 4.9% 0.0000 0.0% 62% False False 1 60 1.6450 1.5322 0.1128 7.1% 0.0000 0.0% 42% 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 1.5798 2.618 1.5798 1.618 1.5798 1.000 1.5798 0.618 1.5798 HIGH 1.5798 0.618 1.5798 0.500 1.5798 0.382 1.5798 LOW 1.5798 0.618 1.5798 1.000 1.5798 1.618 1.5798 2.618 1.5798 4.250 1.5798
Fisher Pivots for day following 15-Nov-2011 Pivot 1 day 3 day R1 1.5798 1.5912 PP 1.5798 1.5874 S1 1.5798 1.5836

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