CME British Pound Future December 2012

Trading Metrics calculated at close of trading on 28-Nov-2012

Day Change Summary
	Previous	Current
	27-Nov-2012	28-Nov-2012	Change	Change %	Previous Week
Open	1.6032	1.6016	-0.0016	-0.1%	1.5891
High	1.6057	1.6022	-0.0035	-0.2%	1.6051
Low	1.6009	1.5960	-0.0049	-0.3%	1.5880
Close	1.6017	1.6015	-0.0002	0.0%	1.6044
Range	0.0048	0.0062	0.0014	29.2%	0.0171
ATR	0.0073	0.0072	-0.0001	-1.1%	0.0000
Volume	78,234	87,219	8,985	11.5%	352,977

Daily Pivots for day following 28-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6185	1.6162	1.6049
R3	1.6123	1.6100	1.6032
R2	1.6061	1.6061	1.6026
R1	1.6038	1.6038	1.6021	1.6019
PP	1.5999	1.5999	1.5999	1.5989
S1	1.5976	1.5976	1.6009	1.5957
S2	1.5937	1.5937	1.6004
S3	1.5875	1.5914	1.5998
S4	1.5813	1.5852	1.5981

Weekly Pivots for week ending 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6505	1.6445	1.6138
R3	1.6334	1.6274	1.6091
R2	1.6163	1.6163	1.6075
R1	1.6103	1.6103	1.6060	1.6133
PP	1.5992	1.5992	1.5992	1.6007
S1	1.5932	1.5932	1.6028	1.5962
S2	1.5821	1.5821	1.6013
S3	1.5650	1.5761	1.5997
S4	1.5479	1.5590	1.5950

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6057	1.5882	0.0175	1.1%	0.0072	0.5%	76%	False	False	87,917
10	1.6057	1.5822	0.0235	1.5%	0.0063	0.4%	82%	False	False	89,176
20	1.6173	1.5822	0.0351	2.2%	0.0071	0.4%	55%	False	False	91,774
40	1.6213	1.5822	0.0391	2.4%	0.0079	0.5%	49%	False	False	92,478
60	1.6304	1.5821	0.0483	3.0%	0.0081	0.5%	40%	False	False	87,644
80	1.6304	1.5578	0.0726	4.5%	0.0078	0.5%	60%	False	False	65,876
100	1.6304	1.5401	0.0903	5.6%	0.0081	0.5%	68%	False	False	52,714
120	1.6304	1.5401	0.0903	5.6%	0.0079	0.5%	68%	False	False	43,938

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6286
2.618	1.6184
1.618	1.6122
1.000	1.6084
0.618	1.6060
HIGH	1.6022
0.618	1.5998
0.500	1.5991
0.382	1.5984
LOW	1.5960
0.618	1.5922
1.000	1.5898
1.618	1.5860
2.618	1.5798
4.250	1.5697

Fisher Pivots for day following 28-Nov-2012
Pivot	1 day	3 day
R1	1.6007	1.6013
PP	1.5999	1.6011
S1	1.5991	1.6009

Download as Excel Spreadsheet

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

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