CME British Pound Future December 2011

Trading Metrics calculated at close of trading on 20-Oct-2011

Day Change Summary
	Previous	Current
	19-Oct-2011	20-Oct-2011	Change	Change %	Previous Week
Open	1.5701	1.5760	0.0059	0.4%	1.5543
High	1.5847	1.5797	-0.0050	-0.3%	1.5842
Low	1.5690	1.5672	-0.0018	-0.1%	1.5517
Close	1.5753	1.5777	0.0024	0.2%	1.5805
Range	0.0157	0.0125	-0.0032	-20.4%	0.0325
ATR	0.0160	0.0158	-0.0003	-1.6%	0.0000
Volume	103,216	119,213	15,997	15.5%	457,179

Daily Pivots for day following 20-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6124	1.6075	1.5846
R3	1.5999	1.5950	1.5811
R2	1.5874	1.5874	1.5800
R1	1.5825	1.5825	1.5788	1.5850
PP	1.5749	1.5749	1.5749	1.5761
S1	1.5700	1.5700	1.5766	1.5725
S2	1.5624	1.5624	1.5754
S3	1.5499	1.5575	1.5743
S4	1.5374	1.5450	1.5708

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6696	1.6576	1.5984
R3	1.6371	1.6251	1.5894
R2	1.6046	1.6046	1.5865
R1	1.5926	1.5926	1.5835	1.5986
PP	1.5721	1.5721	1.5721	1.5752
S1	1.5601	1.5601	1.5775	1.5661
S2	1.5396	1.5396	1.5745
S3	1.5071	1.5276	1.5716
S4	1.4746	1.4951	1.5626

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5847	1.5621	0.0226	1.4%	0.0144	0.9%	69%	False	False	99,936
10	1.5847	1.5414	0.0433	2.7%	0.0157	1.0%	84%	False	False	100,996
20	1.5847	1.5179	0.0668	4.2%	0.0162	1.0%	90%	False	False	110,568
40	1.6430	1.5179	0.1251	7.9%	0.0150	1.0%	48%	False	False	75,184
60	1.6586	1.5179	0.1407	8.9%	0.0142	0.9%	43%	False	False	50,152
80	1.6586	1.5179	0.1407	8.9%	0.0125	0.8%	43%	False	False	37,621
100	1.6586	1.5179	0.1407	8.9%	0.0108	0.7%	43%	False	False	30,100
120	1.6586	1.5179	0.1407	8.9%	0.0090	0.6%	43%	False	False	25,084

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0034
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6328
2.618	1.6124
1.618	1.5999
1.000	1.5922
0.618	1.5874
HIGH	1.5797
0.618	1.5749
0.500	1.5735
0.382	1.5720
LOW	1.5672
0.618	1.5595
1.000	1.5547
1.618	1.5470
2.618	1.5345
4.250	1.5141

Fisher Pivots for day following 20-Oct-2011
Pivot	1 day	3 day
R1	1.5763	1.5763
PP	1.5749	1.5748
S1	1.5735	1.5734

Download as Excel Spreadsheet

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

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