CME British Pound Future December 2012

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

Day Change Summary
	Previous	Current
	25-Oct-2012	26-Oct-2012	Change	Change %	Previous Week
Open	1.6034	1.6117	0.0083	0.5%	1.6004
High	1.6141	1.6139	-0.0002	0.0%	1.6141
Low	1.6023	1.6078	0.0055	0.3%	1.5909
Close	1.6121	1.6095	-0.0026	-0.2%	1.6095
Range	0.0118	0.0061	-0.0057	-48.3%	0.0232
ATR	0.0088	0.0086	-0.0002	-2.2%	0.0000
Volume	131,557	95,151	-36,406	-27.7%	518,207

Daily Pivots for day following 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6287	1.6252	1.6129
R3	1.6226	1.6191	1.6112
R2	1.6165	1.6165	1.6106
R1	1.6130	1.6130	1.6101	1.6117
PP	1.6104	1.6104	1.6104	1.6098
S1	1.6069	1.6069	1.6089	1.6056
S2	1.6043	1.6043	1.6084
S3	1.5982	1.6008	1.6078
S4	1.5921	1.5947	1.6061

Weekly Pivots for week ending 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6744	1.6652	1.6223
R3	1.6512	1.6420	1.6159
R2	1.6280	1.6280	1.6138
R1	1.6188	1.6188	1.6116	1.6234
PP	1.6048	1.6048	1.6048	1.6072
S1	1.5956	1.5956	1.6074	1.6002
S2	1.5816	1.5816	1.6052
S3	1.5584	1.5724	1.6031
S4	1.5352	1.5492	1.5967

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6141	1.5909	0.0232	1.4%	0.0093	0.6%	80%	False	False	103,641
10	1.6175	1.5909	0.0266	1.7%	0.0087	0.5%	70%	False	False	99,662
20	1.6213	1.5909	0.0304	1.9%	0.0085	0.5%	61%	False	False	97,329
40	1.6304	1.5773	0.0531	3.3%	0.0086	0.5%	61%	False	False	83,314
60	1.6304	1.5527	0.0777	4.8%	0.0080	0.5%	73%	False	False	55,592
80	1.6304	1.5401	0.0903	5.6%	0.0083	0.5%	77%	False	False	41,710
100	1.6304	1.5401	0.0903	5.6%	0.0080	0.5%	77%	False	False	33,379
120	1.6304	1.5335	0.0969	6.0%	0.0069	0.4%	78%	False	False	27,817

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6398
2.618	1.6299
1.618	1.6238
1.000	1.6200
0.618	1.6177
HIGH	1.6139
0.618	1.6116
0.500	1.6109
0.382	1.6101
LOW	1.6078
0.618	1.6040
1.000	1.6017
1.618	1.5979
2.618	1.5918
4.250	1.5819

Fisher Pivots for day following 26-Oct-2012
Pivot	1 day	3 day
R1	1.6109	1.6076
PP	1.6104	1.6056
S1	1.6100	1.6037

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

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