CME British Pound Future December 2012

Trading Metrics calculated at close of trading on 10-Oct-2012

Day Change Summary
	Previous	Current
	09-Oct-2012	10-Oct-2012	Change	Change %	Previous Week
Open	1.6019	1.6003	-0.0016	-0.1%	1.6154
High	1.6041	1.6030	-0.0011	-0.1%	1.6213
Low	1.5972	1.5972	0.0000	0.0%	1.6063
Close	1.6002	1.6001	-0.0001	0.0%	1.6138
Range	0.0069	0.0058	-0.0011	-15.9%	0.0150
ATR	0.0088	0.0086	-0.0002	-2.4%	0.0000
Volume	122,563	84,352	-38,211	-31.2%	482,622

Daily Pivots for day following 10-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6175	1.6146	1.6033
R3	1.6117	1.6088	1.6017
R2	1.6059	1.6059	1.6012
R1	1.6030	1.6030	1.6006	1.6016
PP	1.6001	1.6001	1.6001	1.5994
S1	1.5972	1.5972	1.5996	1.5958
S2	1.5943	1.5943	1.5990
S3	1.5885	1.5914	1.5985
S4	1.5827	1.5856	1.5969

Weekly Pivots for week ending 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6588	1.6513	1.6221
R3	1.6438	1.6363	1.6179
R2	1.6288	1.6288	1.6166
R1	1.6213	1.6213	1.6152	1.6176
PP	1.6138	1.6138	1.6138	1.6119
S1	1.6063	1.6063	1.6124	1.6026
S2	1.5988	1.5988	1.6111
S3	1.5838	1.5913	1.6097
S4	1.5688	1.5763	1.6056

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6213	1.5972	0.0241	1.5%	0.0094	0.6%	12%	False	True	101,865
10	1.6269	1.5972	0.0297	1.9%	0.0093	0.6%	10%	False	True	105,305
20	1.6304	1.5972	0.0332	2.1%	0.0087	0.5%	9%	False	True	100,789
40	1.6304	1.5640	0.0664	4.1%	0.0079	0.5%	54%	False	False	54,245
60	1.6304	1.5456	0.0848	5.3%	0.0082	0.5%	64%	False	False	36,192
80	1.6304	1.5401	0.0903	5.6%	0.0082	0.5%	66%	False	False	27,160
100	1.6304	1.5335	0.0969	6.1%	0.0072	0.4%	69%	False	False	21,730
120	1.6304	1.5335	0.0969	6.1%	0.0061	0.4%	69%	False	False	18,109

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0017
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1.6277
2.618	1.6182
1.618	1.6124
1.000	1.6088
0.618	1.6066
HIGH	1.6030
0.618	1.6008
0.500	1.6001
0.382	1.5994
LOW	1.5972
0.618	1.5936
1.000	1.5914
1.618	1.5878
2.618	1.5820
4.250	1.5726

Fisher Pivots for day following 10-Oct-2012
Pivot	1 day	3 day
R1	1.6001	1.6056
PP	1.6001	1.6037
S1	1.6001	1.6019

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

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