CME British Pound Future December 2012

Trading Metrics calculated at close of trading on 14-Nov-2012

Day Change Summary
	Previous	Current
	13-Nov-2012	14-Nov-2012	Change	Change %	Previous Week
Open	1.5875	1.5871	-0.0004	0.0%	1.6018
High	1.5913	1.5900	-0.0013	-0.1%	1.6041
Low	1.5856	1.5835	-0.0021	-0.1%	1.5885
Close	1.5873	1.5852	-0.0021	-0.1%	1.5901
Range	0.0057	0.0065	0.0008	14.0%	0.0156
ATR	0.0082	0.0080	-0.0001	-1.5%	0.0000
Volume	95,938	101,676	5,738	6.0%	501,343

Daily Pivots for day following 14-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6057	1.6020	1.5888
R3	1.5992	1.5955	1.5870
R2	1.5927	1.5927	1.5864
R1	1.5890	1.5890	1.5858	1.5876
PP	1.5862	1.5862	1.5862	1.5856
S1	1.5825	1.5825	1.5846	1.5811
S2	1.5797	1.5797	1.5840
S3	1.5732	1.5760	1.5834
S4	1.5667	1.5695	1.5816

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6410	1.6312	1.5987
R3	1.6254	1.6156	1.5944
R2	1.6098	1.6098	1.5930
R1	1.6000	1.6000	1.5915	1.5971
PP	1.5942	1.5942	1.5942	1.5928
S1	1.5844	1.5844	1.5887	1.5815
S2	1.5786	1.5786	1.5872
S3	1.5630	1.5688	1.5858
S4	1.5474	1.5532	1.5815

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6018	1.5835	0.0183	1.2%	0.0077	0.5%	9%	False	True	94,967
10	1.6173	1.5835	0.0338	2.1%	0.0078	0.5%	5%	False	True	95,865
20	1.6173	1.5835	0.0338	2.1%	0.0084	0.5%	5%	False	True	93,362
40	1.6304	1.5835	0.0469	3.0%	0.0084	0.5%	4%	False	True	96,473
60	1.6304	1.5747	0.0557	3.5%	0.0082	0.5%	19%	False	False	74,654
80	1.6304	1.5456	0.0848	5.3%	0.0082	0.5%	47%	False	False	56,011
100	1.6304	1.5401	0.0903	5.7%	0.0082	0.5%	50%	False	False	44,819
120	1.6304	1.5335	0.0969	6.1%	0.0077	0.5%	53%	False	False	37,355

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6176
2.618	1.6070
1.618	1.6005
1.000	1.5965
0.618	1.5940
HIGH	1.5900
0.618	1.5875
0.500	1.5868
0.382	1.5860
LOW	1.5835
0.618	1.5795
1.000	1.5770
1.618	1.5730
2.618	1.5665
4.250	1.5559

Fisher Pivots for day following 14-Nov-2012
Pivot	1 day	3 day
R1	1.5868	1.5874
PP	1.5862	1.5867
S1	1.5857	1.5859

Download as Excel Spreadsheet

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

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