CME British Pound Future December 2013

Trading Metrics calculated at close of trading on 08-Nov-2013

Day Change Summary
	Previous	Current
	07-Nov-2013	08-Nov-2013	Change	Change %	Previous Week
Open	1.6074	1.6093	0.0019	0.1%	1.5920
High	1.6111	1.6102	-0.0009	-0.1%	1.6114
Low	1.6005	1.5953	-0.0052	-0.3%	1.5897
Close	1.6084	1.5997	-0.0087	-0.5%	1.5997
Range	0.0106	0.0149	0.0043	40.6%	0.0217
ATR	0.0104	0.0107	0.0003	3.1%	0.0000
Volume	123,824	114,618	-9,206	-7.4%	481,302

Daily Pivots for day following 08-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6464	1.6380	1.6079
R3	1.6315	1.6231	1.6038
R2	1.6166	1.6166	1.6024
R1	1.6082	1.6082	1.6011	1.6050
PP	1.6017	1.6017	1.6017	1.6001
S1	1.5933	1.5933	1.5983	1.5901
S2	1.5868	1.5868	1.5970
S3	1.5719	1.5784	1.5956
S4	1.5570	1.5635	1.5915

Weekly Pivots for week ending 08-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6654	1.6542	1.6116
R3	1.6437	1.6325	1.6057
R2	1.6220	1.6220	1.6037
R1	1.6108	1.6108	1.6017	1.6164
PP	1.6003	1.6003	1.6003	1.6031
S1	1.5891	1.5891	1.5977	1.5947
S2	1.5786	1.5786	1.5957
S3	1.5569	1.5674	1.5937
S4	1.5352	1.5457	1.5878

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6114	1.5897	0.0217	1.4%	0.0105	0.7%	46%	False	False	96,260
10	1.6203	1.5897	0.0306	1.9%	0.0103	0.6%	33%	False	False	94,416
20	1.6250	1.5886	0.0364	2.3%	0.0110	0.7%	30%	False	False	89,312
40	1.6252	1.5869	0.0383	2.4%	0.0109	0.7%	33%	False	False	91,112
60	1.6252	1.5420	0.0832	5.2%	0.0101	0.6%	69%	False	False	66,435
80	1.6252	1.5094	0.1158	7.2%	0.0101	0.6%	78%	False	False	49,851
100	1.6252	1.4798	0.1454	9.1%	0.0104	0.6%	82%	False	False	39,896
120	1.6252	1.4798	0.1454	9.1%	0.0095	0.6%	82%	False	False	33,250

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1.6735
2.618	1.6492
1.618	1.6343
1.000	1.6251
0.618	1.6194
HIGH	1.6102
0.618	1.6045
0.500	1.6028
0.382	1.6010
LOW	1.5953
0.618	1.5861
1.000	1.5804
1.618	1.5712
2.618	1.5563
4.250	1.5320

Fisher Pivots for day following 08-Nov-2013
Pivot	1 day	3 day
R1	1.6028	1.6034
PP	1.6017	1.6021
S1	1.6007	1.6009

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

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