CME British Pound Future December 2012

Trading Metrics calculated at close of trading on 29-Nov-2012

Day Change Summary
	Previous	Current
	28-Nov-2012	29-Nov-2012	Change	Change %	Previous Week
Open	1.6016	1.6014	-0.0002	0.0%	1.5891
High	1.6022	1.6047	0.0025	0.2%	1.6051
Low	1.5960	1.6002	0.0042	0.3%	1.5880
Close	1.6015	1.6038	0.0023	0.1%	1.6044
Range	0.0062	0.0045	-0.0017	-27.4%	0.0171
ATR	0.0072	0.0070	-0.0002	-2.7%	0.0000
Volume	87,219	88,152	933	1.1%	352,977

Daily Pivots for day following 29-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6164	1.6146	1.6063
R3	1.6119	1.6101	1.6050
R2	1.6074	1.6074	1.6046
R1	1.6056	1.6056	1.6042	1.6065
PP	1.6029	1.6029	1.6029	1.6034
S1	1.6011	1.6011	1.6034	1.6020
S2	1.5984	1.5984	1.6030
S3	1.5939	1.5966	1.6026
S4	1.5894	1.5921	1.6013

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	1.5925	0.0132	0.8%	0.0066	0.4%	86%	False	False	88,314
10	1.6057	1.5822	0.0235	1.5%	0.0061	0.4%	92%	False	False	87,823
20	1.6173	1.5822	0.0351	2.2%	0.0070	0.4%	62%	False	False	91,844
40	1.6213	1.5822	0.0391	2.4%	0.0078	0.5%	55%	False	False	92,430
60	1.6304	1.5822	0.0482	3.0%	0.0080	0.5%	45%	False	False	89,095
80	1.6304	1.5578	0.0726	4.5%	0.0077	0.5%	63%	False	False	66,978
100	1.6304	1.5401	0.0903	5.6%	0.0081	0.5%	71%	False	False	53,596
120	1.6304	1.5401	0.0903	5.6%	0.0079	0.5%	71%	False	False	44,673

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0021
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.6238
2.618	1.6165
1.618	1.6120
1.000	1.6092
0.618	1.6075
HIGH	1.6047
0.618	1.6030
0.500	1.6025
0.382	1.6019
LOW	1.6002
0.618	1.5974
1.000	1.5957
1.618	1.5929
2.618	1.5884
4.250	1.5811

Fisher Pivots for day following 29-Nov-2012
Pivot	1 day	3 day
R1	1.6034	1.6028
PP	1.6029	1.6018
S1	1.6025	1.6009

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

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