CME British Pound Future March 2015

Trading Metrics calculated at close of trading on 03-Dec-2014

Day Change Summary
	Previous	Current
	02-Dec-2014	03-Dec-2014	Change	Change %	Previous Week
Open	1.5718	1.5637	-0.0081	-0.5%	1.5631
High	1.5730	1.5707	-0.0023	-0.1%	1.5813
Low	1.5621	1.5608	-0.0013	-0.1%	1.5603
Close	1.5626	1.5674	0.0048	0.3%	1.5606
Range	0.0109	0.0099	-0.0010	-9.2%	0.0210
ATR	0.0109	0.0108	-0.0001	-0.7%	0.0000
Volume	3,404	3,345	-59	-1.7%	4,150

Daily Pivots for day following 03-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.5960	1.5916	1.5728
R3	1.5861	1.5817	1.5701
R2	1.5762	1.5762	1.5692
R1	1.5718	1.5718	1.5683	1.5740
PP	1.5663	1.5663	1.5663	1.5674
S1	1.5619	1.5619	1.5665	1.5641
S2	1.5564	1.5564	1.5656
S3	1.5465	1.5520	1.5647
S4	1.5366	1.5421	1.5620

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6304	1.6165	1.5722
R3	1.6094	1.5955	1.5664
R2	1.5884	1.5884	1.5645
R1	1.5745	1.5745	1.5625	1.5710
PP	1.5674	1.5674	1.5674	1.5656
S1	1.5535	1.5535	1.5587	1.5500
S2	1.5464	1.5464	1.5568
S3	1.5254	1.5325	1.5548
S4	1.5044	1.5115	1.5491

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5813	1.5573	0.0240	1.5%	0.0144	0.9%	42%	False	False	2,514
10	1.5813	1.5573	0.0240	1.5%	0.0120	0.8%	42%	False	False	1,407
20	1.6003	1.5573	0.0430	2.7%	0.0111	0.7%	23%	False	False	867
40	1.6202	1.5573	0.0629	4.0%	0.0099	0.6%	16%	False	False	510
60	1.6494	1.5573	0.0921	5.9%	0.0093	0.6%	11%	False	False	356
80	1.6771	1.5573	0.1198	7.6%	0.0071	0.5%	8%	False	False	272
100	1.7096	1.5573	0.1523	9.7%	0.0058	0.4%	7%	False	False	218
120	1.7109	1.5573	0.1536	9.8%	0.0048	0.3%	7%	False	False	184

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0027
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.6128
2.618	1.5966
1.618	1.5867
1.000	1.5806
0.618	1.5768
HIGH	1.5707
0.618	1.5669
0.500	1.5658
0.382	1.5646
LOW	1.5608
0.618	1.5547
1.000	1.5509
1.618	1.5448
2.618	1.5349
4.250	1.5187

Fisher Pivots for day following 03-Dec-2014
Pivot	1 day	3 day
R1	1.5669	1.5670
PP	1.5663	1.5666
S1	1.5658	1.5662

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

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