CME British Pound Future September 2012

Trading Metrics calculated at close of trading on 28-Aug-2012

Day Change Summary
	Previous	Current
	27-Aug-2012	28-Aug-2012	Change	Change %	Previous Week
Open	1.5815	1.5788	-0.0027	-0.2%	1.5696
High	1.5828	1.5836	0.0008	0.1%	1.5912
Low	1.5790	1.5752	-0.0038	-0.2%	1.5676
Close	1.5797	1.5820	0.0023	0.1%	1.5809
Range	0.0038	0.0084	0.0046	121.1%	0.0236
ATR	0.0092	0.0091	-0.0001	-0.6%	0.0000
Volume	44,896	84,659	39,763	88.6%	463,851

Daily Pivots for day following 28-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6055	1.6021	1.5866
R3	1.5971	1.5937	1.5843
R2	1.5887	1.5887	1.5835
R1	1.5853	1.5853	1.5828	1.5870
PP	1.5803	1.5803	1.5803	1.5811
S1	1.5769	1.5769	1.5812	1.5786
S2	1.5719	1.5719	1.5805
S3	1.5635	1.5685	1.5797
S4	1.5551	1.5601	1.5774

Weekly Pivots for week ending 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6507	1.6394	1.5939
R3	1.6271	1.6158	1.5874
R2	1.6035	1.6035	1.5852
R1	1.5922	1.5922	1.5831	1.5979
PP	1.5799	1.5799	1.5799	1.5827
S1	1.5686	1.5686	1.5787	1.5743
S2	1.5563	1.5563	1.5766
S3	1.5327	1.5450	1.5744
S4	1.5091	1.5214	1.5679

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5912	1.5752	0.0160	1.0%	0.0072	0.5%	43%	False	True	84,991
10	1.5912	1.5635	0.0277	1.8%	0.0072	0.5%	67%	False	False	85,770
20	1.5912	1.5488	0.0424	2.7%	0.0095	0.6%	78%	False	False	93,457
40	1.5912	1.5390	0.0522	3.3%	0.0104	0.7%	82%	False	False	91,878
60	1.5912	1.5319	0.0593	3.7%	0.0112	0.7%	84%	False	False	84,234
80	1.6170	1.5266	0.0904	5.7%	0.0107	0.7%	61%	False	False	63,236
100	1.6276	1.5266	0.1010	6.4%	0.0099	0.6%	55%	False	False	50,605
120	1.6276	1.5266	0.1010	6.4%	0.0093	0.6%	55%	False	False	42,180

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6193
2.618	1.6056
1.618	1.5972
1.000	1.5920
0.618	1.5888
HIGH	1.5836
0.618	1.5804
0.500	1.5794
0.382	1.5784
LOW	1.5752
0.618	1.5700
1.000	1.5668
1.618	1.5616
2.618	1.5532
4.250	1.5395

Fisher Pivots for day following 28-Aug-2012
Pivot	1 day	3 day
R1	1.5811	1.5817
PP	1.5803	1.5814
S1	1.5794	1.5811

Download as Excel Spreadsheet

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

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