CME British Pound Future December 2012

Trading Metrics calculated at close of trading on 15-Oct-2012

Day Change Summary
	Previous	Current
	12-Oct-2012	15-Oct-2012	Change	Change %	Previous Week
Open	1.6042	1.6073	0.0031	0.2%	1.6139
High	1.6093	1.6077	-0.0016	-0.1%	1.6139
Low	1.6014	1.6017	0.0003	0.0%	1.5972
Close	1.6070	1.6071	0.0001	0.0%	1.6070
Range	0.0079	0.0060	-0.0019	-24.1%	0.0167
ATR	0.0084	0.0082	-0.0002	-2.0%	0.0000
Volume	90,136	81,589	-8,547	-9.5%	467,340

Daily Pivots for day following 15-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6235	1.6213	1.6104
R3	1.6175	1.6153	1.6088
R2	1.6115	1.6115	1.6082
R1	1.6093	1.6093	1.6077	1.6074
PP	1.6055	1.6055	1.6055	1.6046
S1	1.6033	1.6033	1.6066	1.6014
S2	1.5995	1.5995	1.6060
S3	1.5935	1.5973	1.6055
S4	1.5875	1.5913	1.6038

Weekly Pivots for week ending 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6561	1.6483	1.6162
R3	1.6394	1.6316	1.6116
R2	1.6227	1.6227	1.6101
R1	1.6149	1.6149	1.6085	1.6105
PP	1.6060	1.6060	1.6060	1.6038
S1	1.5982	1.5982	1.6055	1.5938
S2	1.5893	1.5893	1.6039
S3	1.5726	1.5815	1.6024
S4	1.5559	1.5648	1.5978

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6093	1.5972	0.0121	0.8%	0.0067	0.4%	82%	False	False	91,384
10	1.6213	1.5972	0.0241	1.5%	0.0082	0.5%	41%	False	False	93,767
20	1.6304	1.5972	0.0332	2.1%	0.0083	0.5%	30%	False	False	98,581
40	1.6304	1.5684	0.0620	3.9%	0.0080	0.5%	62%	False	False	60,490
60	1.6304	1.5456	0.0848	5.3%	0.0082	0.5%	73%	False	False	40,356
80	1.6304	1.5401	0.0903	5.6%	0.0081	0.5%	74%	False	False	30,279
100	1.6304	1.5335	0.0969	6.0%	0.0074	0.5%	76%	False	False	24,230
120	1.6304	1.5335	0.0969	6.0%	0.0062	0.4%	76%	False	False	20,192

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6332
2.618	1.6234
1.618	1.6174
1.000	1.6137
0.618	1.6114
HIGH	1.6077
0.618	1.6054
0.500	1.6047
0.382	1.6040
LOW	1.6017
0.618	1.5980
1.000	1.5957
1.618	1.5920
2.618	1.5860
4.250	1.5762

Fisher Pivots for day following 15-Oct-2012
Pivot	1 day	3 day
R1	1.6063	1.6060
PP	1.6055	1.6048
S1	1.6047	1.6037

Download as Excel Spreadsheet

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

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