CME British Pound Future December 2011

Trading Metrics calculated at close of trading on 13-Oct-2011

Day Change Summary
	Previous	Current
	12-Oct-2011	13-Oct-2011	Change	Change %	Previous Week
Open	1.5581	1.5727	0.0146	0.9%	1.5542
High	1.5789	1.5774	-0.0015	-0.1%	1.5636
Low	1.5532	1.5655	0.0123	0.8%	1.5179
Close	1.5743	1.5759	0.0016	0.1%	1.5544
Range	0.0257	0.0119	-0.0138	-53.7%	0.0457
ATR	0.0167	0.0163	-0.0003	-2.0%	0.0000
Volume	122,237	95,935	-26,302	-21.5%	647,433

Daily Pivots for day following 13-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6086	1.6042	1.5824
R3	1.5967	1.5923	1.5792
R2	1.5848	1.5848	1.5781
R1	1.5804	1.5804	1.5770	1.5826
PP	1.5729	1.5729	1.5729	1.5741
S1	1.5685	1.5685	1.5748	1.5707
S2	1.5610	1.5610	1.5737
S3	1.5491	1.5566	1.5726
S4	1.5372	1.5447	1.5694

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6824	1.6641	1.5795
R3	1.6367	1.6184	1.5670
R2	1.5910	1.5910	1.5628
R1	1.5727	1.5727	1.5586	1.5819
PP	1.5453	1.5453	1.5453	1.5499
S1	1.5270	1.5270	1.5502	1.5362
S2	1.4996	1.4996	1.5460
S3	1.4539	1.4813	1.5418
S4	1.4082	1.4356	1.5293

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5789	1.5414	0.0375	2.4%	0.0170	1.1%	92%	False	False	102,056
10	1.5789	1.5179	0.0610	3.9%	0.0174	1.1%	95%	False	False	113,928
20	1.5826	1.5179	0.0647	4.1%	0.0164	1.0%	90%	False	False	114,087
40	1.6586	1.5179	0.1407	8.9%	0.0145	0.9%	41%	False	False	62,708
60	1.6586	1.5179	0.1407	8.9%	0.0137	0.9%	41%	False	False	41,825
80	1.6586	1.5179	0.1407	8.9%	0.0120	0.8%	41%	False	False	31,376
100	1.6586	1.5179	0.1407	8.9%	0.0101	0.6%	41%	False	False	25,103
120	1.6702	1.5179	0.1523	9.7%	0.0086	0.5%	38%	False	False	20,920

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	0.0038
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6280
2.618	1.6086
1.618	1.5967
1.000	1.5893
0.618	1.5848
HIGH	1.5774
0.618	1.5729
0.500	1.5715
0.382	1.5700
LOW	1.5655
0.618	1.5581
1.000	1.5536
1.618	1.5462
2.618	1.5343
4.250	1.5149

Fisher Pivots for day following 13-Oct-2011
Pivot	1 day	3 day
R1	1.5744	1.5726
PP	1.5729	1.5693
S1	1.5715	1.5661

Download as Excel Spreadsheet

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

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