CME British Pound Future March 2012

Trading Metrics calculated at close of trading on 19-Dec-2011

Day Change Summary
	Previous	Current
	16-Dec-2011	19-Dec-2011	Change	Change %	Previous Week
Open	1.5500	1.5512	0.0012	0.1%	1.5636
High	1.5545	1.5532	-0.0013	-0.1%	1.5647
Low	1.5469	1.5451	-0.0018	-0.1%	1.5394
Close	1.5485	1.5507	0.0022	0.1%	1.5485
Range	0.0076	0.0081	0.0005	6.6%	0.0253
ATR	0.0127	0.0124	-0.0003	-2.6%	0.0000
Volume	70,956	60,461	-10,495	-14.8%	278,530

Daily Pivots for day following 19-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.5740	1.5704	1.5552
R3	1.5659	1.5623	1.5529
R2	1.5578	1.5578	1.5522
R1	1.5542	1.5542	1.5514	1.5520
PP	1.5497	1.5497	1.5497	1.5485
S1	1.5461	1.5461	1.5500	1.5439
S2	1.5416	1.5416	1.5492
S3	1.5335	1.5380	1.5485
S4	1.5254	1.5299	1.5462

Weekly Pivots for week ending 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6268	1.6129	1.5624
R3	1.6015	1.5876	1.5555
R2	1.5762	1.5762	1.5531
R1	1.5623	1.5623	1.5508	1.5566
PP	1.5509	1.5509	1.5509	1.5480
S1	1.5370	1.5370	1.5462	1.5313
S2	1.5256	1.5256	1.5439
S3	1.5003	1.5117	1.5415
S4	1.4750	1.4864	1.5346

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5614	1.5394	0.0220	1.4%	0.0111	0.7%	51%	False	False	63,238
10	1.5753	1.5394	0.0359	2.3%	0.0121	0.8%	31%	False	False	35,632
20	1.5758	1.5394	0.0364	2.3%	0.0129	0.8%	31%	False	False	18,716
40	1.6120	1.5394	0.0726	4.7%	0.0115	0.7%	16%	False	False	9,382
60	1.6120	1.5267	0.0853	5.5%	0.0111	0.7%	28%	False	False	6,265
80	1.6371	1.5267	0.1104	7.1%	0.0088	0.6%	22%	False	False	4,702
100	1.6503	1.5267	0.1236	8.0%	0.0072	0.5%	19%	False	False	3,762
120	1.6503	1.5267	0.1236	8.0%	0.0060	0.4%	19%	False	False	3,135

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0031
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5876
2.618	1.5744
1.618	1.5663
1.000	1.5613
0.618	1.5582
HIGH	1.5532
0.618	1.5501
0.500	1.5492
0.382	1.5482
LOW	1.5451
0.618	1.5401
1.000	1.5370
1.618	1.5320
2.618	1.5239
4.250	1.5107

Fisher Pivots for day following 19-Dec-2011
Pivot	1 day	3 day
R1	1.5502	1.5499
PP	1.5497	1.5491
S1	1.5492	1.5483

Download as Excel Spreadsheet

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

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