CME British Pound Future December 2012

Trading Metrics calculated at close of trading on 06-Nov-2012

Day Change Summary
	Previous	Current
	05-Nov-2012	06-Nov-2012	Change	Change %	Previous Week
Open	1.6018	1.5979	-0.0039	-0.2%	1.6103
High	1.6037	1.6006	-0.0031	-0.2%	1.6173
Low	1.5955	1.5963	0.0008	0.1%	1.6004
Close	1.5969	1.5992	0.0023	0.1%	1.6019
Range	0.0082	0.0043	-0.0039	-47.6%	0.0169
ATR	0.0085	0.0082	-0.0003	-3.5%	0.0000
Volume	95,316	74,058	-21,258	-22.3%	386,687

Daily Pivots for day following 06-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6116	1.6097	1.6016
R3	1.6073	1.6054	1.6004
R2	1.6030	1.6030	1.6000
R1	1.6011	1.6011	1.5996	1.6021
PP	1.5987	1.5987	1.5987	1.5992
S1	1.5968	1.5968	1.5988	1.5978
S2	1.5944	1.5944	1.5984
S3	1.5901	1.5925	1.5980
S4	1.5858	1.5882	1.5968

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%	0.0076	0.5%	17%	False	False	91,366
10	1.6173	1.5932	0.0241	1.5%	0.0083	0.5%	25%	False	False	89,336
20	1.6175	1.5909	0.0266	1.7%	0.0081	0.5%	31%	False	False	90,272
40	1.6304	1.5909	0.0395	2.5%	0.0084	0.5%	21%	False	False	94,809
60	1.6304	1.5640	0.0664	4.2%	0.0080	0.5%	53%	False	False	64,849
80	1.6304	1.5456	0.0848	5.3%	0.0082	0.5%	63%	False	False	48,658
100	1.6304	1.5401	0.0903	5.6%	0.0081	0.5%	65%	False	False	38,939
120	1.6304	1.5335	0.0969	6.1%	0.0073	0.5%	68%	False	False	32,451

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0013
Narrowest range in 50 trading days

Fibonacci Retracements and Extensions
4.250	1.6189
2.618	1.6119
1.618	1.6076
1.000	1.6049
0.618	1.6033
HIGH	1.6006
0.618	1.5990
0.500	1.5985
0.382	1.5979
LOW	1.5963
0.618	1.5936
1.000	1.5920
1.618	1.5893
2.618	1.5850
4.250	1.5780

Fisher Pivots for day following 06-Nov-2012
Pivot	1 day	3 day
R1	1.5990	1.6044
PP	1.5987	1.6026
S1	1.5985	1.6009

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

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