CME British Pound Future December 2012

Trading Metrics calculated at close of trading on 01-Nov-2012

Day Change Summary
	Previous	Current
	31-Oct-2012	01-Nov-2012	Change	Change %	Previous Week
Open	1.6079	1.6125	0.0046	0.3%	1.6004
High	1.6138	1.6173	0.0035	0.2%	1.6141
Low	1.6067	1.6118	0.0051	0.3%	1.5909
Close	1.6127	1.6126	-0.0001	0.0%	1.6095
Range	0.0071	0.0055	-0.0016	-22.5%	0.0232
ATR	0.0085	0.0082	-0.0002	-2.5%	0.0000
Volume	86,744	94,345	7,601	8.8%	518,207

Daily Pivots for day following 01-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6304	1.6270	1.6156
R3	1.6249	1.6215	1.6141
R2	1.6194	1.6194	1.6136
R1	1.6160	1.6160	1.6131	1.6177
PP	1.6139	1.6139	1.6139	1.6148
S1	1.6105	1.6105	1.6121	1.6122
S2	1.6084	1.6084	1.6116
S3	1.6029	1.6050	1.6111
S4	1.5974	1.5995	1.6096

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	1.6173	1.6004	0.0169	1.0%	0.0070	0.4%	72%	True	False	75,094
10	1.6173	1.5909	0.0264	1.6%	0.0083	0.5%	82%	True	False	89,130
20	1.6213	1.5909	0.0304	1.9%	0.0083	0.5%	71%	False	False	92,410
40	1.6304	1.5909	0.0395	2.4%	0.0084	0.5%	55%	False	False	89,856
60	1.6304	1.5580	0.0724	4.5%	0.0079	0.5%	75%	False	False	60,260
80	1.6304	1.5401	0.0903	5.6%	0.0083	0.5%	80%	False	False	45,212
100	1.6304	1.5401	0.0903	5.6%	0.0080	0.5%	80%	False	False	36,182
120	1.6304	1.5335	0.0969	6.0%	0.0071	0.4%	82%	False	False	30,153

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	0.0012
Narrowest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	1.6407
2.618	1.6317
1.618	1.6262
1.000	1.6228
0.618	1.6207
HIGH	1.6173
0.618	1.6152
0.500	1.6146
0.382	1.6139
LOW	1.6118
0.618	1.6084
1.000	1.6063
1.618	1.6029
2.618	1.5974
4.250	1.5884

Fisher Pivots for day following 01-Nov-2012
Pivot	1 day	3 day
R1	1.6146	1.6116
PP	1.6139	1.6106
S1	1.6133	1.6096

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

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