CME British Pound Future December 2014

Trading Metrics calculated at close of trading on 03-Dec-2014

Day Change Summary
	Previous	Current
	02-Dec-2014	03-Dec-2014	Change	Change %	Previous Week
Open	1.5729	1.5637	-0.0092	-0.6%	1.5644
High	1.5742	1.5719	-0.0023	-0.1%	1.5824
Low	1.5630	1.5616	-0.0014	-0.1%	1.5614
Close	1.5636	1.5684	0.0048	0.3%	1.5617
Range	0.0112	0.0103	-0.0009	-8.0%	0.0210
ATR	0.0118	0.0117	-0.0001	-0.9%	0.0000
Volume	76,141	87,802	11,661	15.3%	329,990

Daily Pivots for day following 03-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.5982	1.5936	1.5741
R3	1.5879	1.5833	1.5712
R2	1.5776	1.5776	1.5703
R1	1.5730	1.5730	1.5693	1.5753
PP	1.5673	1.5673	1.5673	1.5685
S1	1.5627	1.5627	1.5675	1.5650
S2	1.5570	1.5570	1.5665
S3	1.5467	1.5524	1.5656
S4	1.5364	1.5421	1.5627

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%	0.0146	0.9%	42%	False	False	93,483
10	1.5824	1.5583	0.0241	1.5%	0.0123	0.8%	42%	False	False	88,139
20	1.6017	1.5583	0.0434	2.8%	0.0119	0.8%	23%	False	False	92,140
40	1.6218	1.5583	0.0635	4.0%	0.0115	0.7%	16%	False	False	93,706
60	1.6515	1.5583	0.0932	5.9%	0.0116	0.7%	11%	False	False	99,787
80	1.6824	1.5583	0.1241	7.9%	0.0106	0.7%	8%	False	False	76,602
100	1.7165	1.5583	0.1582	10.1%	0.0094	0.6%	6%	False	False	61,335
120	1.7165	1.5583	0.1582	10.1%	0.0087	0.6%	6%	False	False	51,139

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	0.0031
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.6157
2.618	1.5989
1.618	1.5886
1.000	1.5822
0.618	1.5783
HIGH	1.5719
0.618	1.5680
0.500	1.5668
0.382	1.5655
LOW	1.5616
0.618	1.5552
1.000	1.5513
1.618	1.5449
2.618	1.5346
4.250	1.5178

Fisher Pivots for day following 03-Dec-2014
Pivot	1 day	3 day
R1	1.5679	1.5680
PP	1.5673	1.5676
S1	1.5668	1.5673

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

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