CME British Pound Future March 2013

Trading Metrics calculated at close of trading on 07-Dec-2012

Day Change Summary
	Previous	Current
	06-Dec-2012	07-Dec-2012	Change	Change %	Previous Week
Open	1.6089	1.6031	-0.0058	-0.4%	1.6025
High	1.6124	1.6055	-0.0069	-0.4%	1.6126
Low	1.6035	1.6000	-0.0035	-0.2%	1.6000
Close	1.6043	1.6031	-0.0012	-0.1%	1.6031
Range	0.0089	0.0055	-0.0034	-38.2%	0.0126
ATR	0.0057	0.0056	0.0000	-0.2%	0.0000
Volume	6,143	9,549	3,406	55.4%	20,861

Daily Pivots for day following 07-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6194	1.6167	1.6061
R3	1.6139	1.6112	1.6046
R2	1.6084	1.6084	1.6041
R1	1.6057	1.6057	1.6036	1.6059
PP	1.6029	1.6029	1.6029	1.6029
S1	1.6002	1.6002	1.6026	1.6004
S2	1.5974	1.5974	1.6021
S3	1.5919	1.5947	1.6016
S4	1.5864	1.5892	1.6001

Weekly Pivots for week ending 07-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6430	1.6357	1.6100
R3	1.6304	1.6231	1.6066
R2	1.6178	1.6178	1.6054
R1	1.6105	1.6105	1.6043	1.6142
PP	1.6052	1.6052	1.6052	1.6071
S1	1.5979	1.5979	1.6019	1.6016
S2	1.5926	1.5926	1.6008
S3	1.5800	1.5853	1.5996
S4	1.5674	1.5727	1.5962

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6126	1.6000	0.0126	0.8%	0.0062	0.4%	25%	False	True	4,172
10	1.6126	1.5960	0.0166	1.0%	0.0054	0.3%	43%	False	False	2,287
20	1.6126	1.5828	0.0298	1.9%	0.0047	0.3%	68%	False	False	1,168
40	1.6165	1.5828	0.0337	2.1%	0.0044	0.3%	60%	False	False	604
60	1.6281	1.5828	0.0453	2.8%	0.0046	0.3%	45%	False	False	413
80	1.6281	1.5661	0.0620	3.9%	0.0038	0.2%	60%	False	False	313
100	1.6281	1.5500	0.0781	4.9%	0.0031	0.2%	68%	False	False	253
120	1.6281	1.5422	0.0859	5.4%	0.0027	0.2%	71%	False	False	218

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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6289
2.618	1.6199
1.618	1.6144
1.000	1.6110
0.618	1.6089
HIGH	1.6055
0.618	1.6034
0.500	1.6028
0.382	1.6021
LOW	1.6000
0.618	1.5966
1.000	1.5945
1.618	1.5911
2.618	1.5856
4.250	1.5766

Fisher Pivots for day following 07-Dec-2012
Pivot	1 day	3 day
R1	1.6030	1.6062
PP	1.6029	1.6052
S1	1.6028	1.6041

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

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