CME British Pound Future December 2012

Trading Metrics calculated at close of trading on 26-Nov-2012

Day Change Summary
	Previous	Current
	23-Nov-2012	26-Nov-2012	Change	Change %	Previous Week
Open	1.5958	1.6025	0.0067	0.4%	1.5891
High	1.6051	1.6044	-0.0007	0.0%	1.6051
Low	1.5925	1.5995	0.0070	0.4%	1.5880
Close	1.6044	1.6018	-0.0026	-0.2%	1.6044
Range	0.0126	0.0049	-0.0077	-61.1%	0.0171
ATR	0.0077	0.0075	-0.0002	-2.6%	0.0000
Volume	111,477	76,491	-34,986	-31.4%	352,977

Daily Pivots for day following 26-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6166	1.6141	1.6045
R3	1.6117	1.6092	1.6031
R2	1.6068	1.6068	1.6027
R1	1.6043	1.6043	1.6022	1.6031
PP	1.6019	1.6019	1.6019	1.6013
S1	1.5994	1.5994	1.6014	1.5982
S2	1.5970	1.5970	1.6009
S3	1.5921	1.5945	1.6005
S4	1.5872	1.5896	1.5991

Weekly Pivots for week ending 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6505	1.6445	1.6138
R3	1.6334	1.6274	1.6091
R2	1.6163	1.6163	1.6075
R1	1.6103	1.6103	1.6060	1.6133
PP	1.5992	1.5992	1.5992	1.6007
S1	1.5932	1.5932	1.6028	1.5962
S2	1.5821	1.5821	1.6013
S3	1.5650	1.5761	1.5997
S4	1.5479	1.5590	1.5950

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6051	1.5880	0.0171	1.1%	0.0067	0.4%	81%	False	False	85,893
10	1.6051	1.5822	0.0229	1.4%	0.0063	0.4%	86%	False	False	88,123
20	1.6173	1.5822	0.0351	2.2%	0.0074	0.5%	56%	False	False	88,463
40	1.6213	1.5822	0.0391	2.4%	0.0079	0.5%	50%	False	False	92,896
60	1.6304	1.5773	0.0531	3.3%	0.0082	0.5%	46%	False	False	85,030
80	1.6304	1.5527	0.0777	4.9%	0.0079	0.5%	63%	False	False	63,810
100	1.6304	1.5401	0.0903	5.6%	0.0081	0.5%	68%	False	False	51,061
120	1.6304	1.5401	0.0903	5.6%	0.0079	0.5%	68%	False	False	42,559

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6252
2.618	1.6172
1.618	1.6123
1.000	1.6093
0.618	1.6074
HIGH	1.6044
0.618	1.6025
0.500	1.6020
0.382	1.6014
LOW	1.5995
0.618	1.5965
1.000	1.5946
1.618	1.5916
2.618	1.5867
4.250	1.5787

Fisher Pivots for day following 26-Nov-2012
Pivot	1 day	3 day
R1	1.6020	1.6001
PP	1.6019	1.5984
S1	1.6019	1.5967

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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