CME British Pound Future December 2014

Trading Metrics calculated at close of trading on 01-Dec-2014

Day Change Summary
	Previous	Current
	28-Nov-2014	01-Dec-2014	Change	Change %	Previous Week
Open	1.5783	1.5636	-0.0147	-0.9%	1.5644
High	1.5824	1.5762	-0.0062	-0.4%	1.5824
Low	1.5614	1.5583	-0.0031	-0.2%	1.5614
Close	1.5617	1.5739	0.0122	0.8%	1.5617
Range	0.0210	0.0179	-0.0031	-14.8%	0.0210
ATR	0.0114	0.0119	0.0005	4.1%	0.0000
Volume	110,808	101,061	-9,747	-8.8%	329,990

Daily Pivots for day following 01-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6232	1.6164	1.5837
R3	1.6053	1.5985	1.5788
R2	1.5874	1.5874	1.5772
R1	1.5806	1.5806	1.5755	1.5840
PP	1.5695	1.5695	1.5695	1.5712
S1	1.5627	1.5627	1.5723	1.5661
S2	1.5516	1.5516	1.5706
S3	1.5337	1.5448	1.5690
S4	1.5158	1.5269	1.5641

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6315	1.6176	1.5733
R3	1.6105	1.5966	1.5675
R2	1.5895	1.5895	1.5656
R1	1.5756	1.5756	1.5636	1.5721
PP	1.5685	1.5685	1.5685	1.5667
S1	1.5546	1.5546	1.5598	1.5511
S2	1.5475	1.5475	1.5579
S3	1.5265	1.5336	1.5559
S4	1.5055	1.5126	1.5502

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5824	1.5583	0.0241	1.5%	0.0138	0.9%	65%	False	True	86,210
10	1.5824	1.5583	0.0241	1.5%	0.0118	0.8%	65%	False	True	87,348
20	1.6027	1.5583	0.0444	2.8%	0.0116	0.7%	35%	False	True	91,633
40	1.6218	1.5583	0.0635	4.0%	0.0115	0.7%	25%	False	True	94,309
60	1.6515	1.5583	0.0932	5.9%	0.0116	0.7%	17%	False	True	98,746
80	1.6824	1.5583	0.1241	7.9%	0.0104	0.7%	13%	False	True	74,562
100	1.7165	1.5583	0.1582	10.1%	0.0093	0.6%	10%	False	True	59,698
120	1.7165	1.5583	0.1582	10.1%	0.0086	0.5%	10%	False	True	49,774

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	0.0033
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6523
2.618	1.6231
1.618	1.6052
1.000	1.5941
0.618	1.5873
HIGH	1.5762
0.618	1.5694
0.500	1.5673
0.382	1.5651
LOW	1.5583
0.618	1.5472
1.000	1.5404
1.618	1.5293
2.618	1.5114
4.250	1.4822

Fisher Pivots for day following 01-Dec-2014
Pivot	1 day	3 day
R1	1.5717	1.5727
PP	1.5695	1.5715
S1	1.5673	1.5704

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

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