CME British Pound Future December 2012

Trading Metrics calculated at close of trading on 05-Nov-2012

Day Change Summary
	Previous	Current
	02-Nov-2012	05-Nov-2012	Change	Change %	Previous Week
Open	1.6122	1.6018	-0.0104	-0.6%	1.6103
High	1.6132	1.6037	-0.0095	-0.6%	1.6173
Low	1.6005	1.5955	-0.0050	-0.3%	1.6004
Close	1.6019	1.5969	-0.0050	-0.3%	1.6019
Range	0.0127	0.0082	-0.0045	-35.4%	0.0169
ATR	0.0086	0.0085	0.0000	-0.3%	0.0000
Volume	106,367	95,316	-11,051	-10.4%	386,687

Daily Pivots for day following 05-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6233	1.6183	1.6014
R3	1.6151	1.6101	1.5992
R2	1.6069	1.6069	1.5984
R1	1.6019	1.6019	1.5977	1.6003
PP	1.5987	1.5987	1.5987	1.5979
S1	1.5937	1.5937	1.5961	1.5921
S2	1.5905	1.5905	1.5954
S3	1.5823	1.5855	1.5946
S4	1.5741	1.5773	1.5924

Weekly Pivots for week ending 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6572	1.6465	1.6112
R3	1.6403	1.6296	1.6065
R2	1.6234	1.6234	1.6050
R1	1.6127	1.6127	1.6034	1.6096
PP	1.6065	1.6065	1.6065	1.6050
S1	1.5958	1.5958	1.6004	1.5927
S2	1.5896	1.5896	1.5988
S3	1.5727	1.5789	1.5973
S4	1.5558	1.5620	1.5926

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6173	1.5955	0.0218	1.4%	0.0080	0.5%	6%	False	True	84,799
10	1.6173	1.5909	0.0264	1.7%	0.0090	0.6%	23%	False	False	92,431
20	1.6175	1.5909	0.0266	1.7%	0.0082	0.5%	23%	False	False	92,697
40	1.6304	1.5909	0.0395	2.5%	0.0085	0.5%	15%	False	False	93,868
60	1.6304	1.5640	0.0664	4.2%	0.0080	0.5%	50%	False	False	63,615
80	1.6304	1.5456	0.0848	5.3%	0.0083	0.5%	60%	False	False	47,733
100	1.6304	1.5401	0.0903	5.7%	0.0082	0.5%	63%	False	False	38,198
120	1.6304	1.5335	0.0969	6.1%	0.0072	0.5%	65%	False	False	31,834

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6386
2.618	1.6252
1.618	1.6170
1.000	1.6119
0.618	1.6088
HIGH	1.6037
0.618	1.6006
0.500	1.5996
0.382	1.5986
LOW	1.5955
0.618	1.5904
1.000	1.5873
1.618	1.5822
2.618	1.5740
4.250	1.5607

Fisher Pivots for day following 05-Nov-2012
Pivot	1 day	3 day
R1	1.5996	1.6064
PP	1.5987	1.6032
S1	1.5978	1.6001

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

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