CME British Pound Future March 2013

Trading Metrics calculated at close of trading on 19-Nov-2012

Day Change Summary
	Previous	Current
	16-Nov-2012	19-Nov-2012	Change	Change %	Previous Week
Open	1.5854	1.5900	0.0046	0.3%	1.5870
High	1.5890	1.5912	0.0022	0.1%	1.5902
Low	1.5842	1.5890	0.0048	0.3%	1.5828
Close	1.5877	1.5898	0.0021	0.1%	1.5877
Range	0.0048	0.0022	-0.0026	-54.2%	0.0074
ATR	0.0053	0.0052	-0.0001	-2.4%	0.0000
Volume	53	13	-40	-75.5%	276

Daily Pivots for day following 19-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.5966	1.5954	1.5910
R3	1.5944	1.5932	1.5904
R2	1.5922	1.5922	1.5902
R1	1.5910	1.5910	1.5900	1.5905
PP	1.5900	1.5900	1.5900	1.5898
S1	1.5888	1.5888	1.5896	1.5883
S2	1.5878	1.5878	1.5894
S3	1.5856	1.5866	1.5892
S4	1.5834	1.5844	1.5886

Weekly Pivots for week ending 16-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6091	1.6058	1.5918
R3	1.6017	1.5984	1.5897
R2	1.5943	1.5943	1.5891
R1	1.5910	1.5910	1.5884	1.5927
PP	1.5869	1.5869	1.5869	1.5877
S1	1.5836	1.5836	1.5870	1.5853
S2	1.5795	1.5795	1.5863
S3	1.5721	1.5762	1.5857
S4	1.5647	1.5688	1.5836

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5912	1.5828	0.0084	0.5%	0.0033	0.2%	83%	True	False	45
10	1.6000	1.5828	0.0172	1.1%	0.0033	0.2%	41%	False	False	49
20	1.6140	1.5828	0.0312	2.0%	0.0034	0.2%	22%	False	False	50
40	1.6255	1.5828	0.0427	2.7%	0.0044	0.3%	16%	False	False	39
60	1.6281	1.5781	0.0500	3.1%	0.0036	0.2%	23%	False	False	33
80	1.6281	1.5500	0.0781	4.9%	0.0029	0.2%	51%	False	False	27
100	1.6281	1.5422	0.0859	5.4%	0.0025	0.2%	55%	False	False	31
120	1.6281	1.5361	0.0920	5.8%	0.0023	0.1%	58%	False	False	26

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	0.0006
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6006
2.618	1.5970
1.618	1.5948
1.000	1.5934
0.618	1.5926
HIGH	1.5912
0.618	1.5904
0.500	1.5901
0.382	1.5898
LOW	1.5890
0.618	1.5876
1.000	1.5868
1.618	1.5854
2.618	1.5832
4.250	1.5797

Fisher Pivots for day following 19-Nov-2012
Pivot	1 day	3 day
R1	1.5901	1.5889
PP	1.5900	1.5879
S1	1.5899	1.5870

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

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