CME British Pound Future March 2012

Trading Metrics calculated at close of trading on 23-Dec-2011

Day Change Summary
	Previous	Current
	22-Dec-2011	23-Dec-2011	Change	Change %	Previous Week
Open	1.5664	1.5666	0.0002	0.0%	1.5512
High	1.5716	1.5696	-0.0020	-0.1%	1.5761
Low	1.5637	1.5570	-0.0067	-0.4%	1.5451
Close	1.5668	1.5616	-0.0052	-0.3%	1.5616
Range	0.0079	0.0126	0.0047	59.5%	0.0310
ATR	0.0126	0.0126	0.0000	0.0%	0.0000
Volume	48,678	38,741	-9,937	-20.4%	315,160

Daily Pivots for day following 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6005	1.5937	1.5685
R3	1.5879	1.5811	1.5651
R2	1.5753	1.5753	1.5639
R1	1.5685	1.5685	1.5628	1.5656
PP	1.5627	1.5627	1.5627	1.5613
S1	1.5559	1.5559	1.5604	1.5530
S2	1.5501	1.5501	1.5593
S3	1.5375	1.5433	1.5581
S4	1.5249	1.5307	1.5547

Weekly Pivots for week ending 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6539	1.6388	1.5787
R3	1.6229	1.6078	1.5701
R2	1.5919	1.5919	1.5673
R1	1.5768	1.5768	1.5644	1.5844
PP	1.5609	1.5609	1.5609	1.5647
S1	1.5458	1.5458	1.5588	1.5534
S2	1.5299	1.5299	1.5559
S3	1.4989	1.5148	1.5531
S4	1.4679	1.4838	1.5446

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5761	1.5451	0.0310	2.0%	0.0125	0.8%	53%	False	False	63,032
10	1.5761	1.5394	0.0367	2.4%	0.0122	0.8%	60%	False	False	59,369
20	1.5761	1.5394	0.0367	2.4%	0.0133	0.9%	60%	False	False	31,429
40	1.6120	1.5394	0.0726	4.6%	0.0120	0.8%	31%	False	False	15,744
60	1.6120	1.5267	0.0853	5.5%	0.0114	0.7%	41%	False	False	10,509
80	1.6175	1.5267	0.0908	5.8%	0.0095	0.6%	38%	False	False	7,886
100	1.6503	1.5267	0.1236	7.9%	0.0077	0.5%	28%	False	False	6,309
120	1.6503	1.5267	0.1236	7.9%	0.0064	0.4%	28%	False	False	5,257

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6232
2.618	1.6026
1.618	1.5900
1.000	1.5822
0.618	1.5774
HIGH	1.5696
0.618	1.5648
0.500	1.5633
0.382	1.5618
LOW	1.5570
0.618	1.5492
1.000	1.5444
1.618	1.5366
2.618	1.5240
4.250	1.5035

Fisher Pivots for day following 23-Dec-2011
Pivot	1 day	3 day
R1	1.5633	1.5666
PP	1.5627	1.5649
S1	1.5622	1.5633

Download as Excel Spreadsheet

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

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