CME British Pound Future March 2012

Trading Metrics calculated at close of trading on 30-Dec-2011

Day Change Summary
	Previous	Current
	29-Dec-2011	30-Dec-2011	Change	Change %	Previous Week
Open	1.5450	1.5398	-0.0052	-0.3%	1.5641
High	1.5465	1.5562	0.0097	0.6%	1.5681
Low	1.5350	1.5382	0.0032	0.2%	1.5350
Close	1.5382	1.5500	0.0118	0.8%	1.5500
Range	0.0115	0.0180	0.0065	56.5%	0.0331
ATR	0.0129	0.0133	0.0004	2.8%	0.0000
Volume	54,346	53,597	-749	-1.4%	206,471

Daily Pivots for day following 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6021	1.5941	1.5599
R3	1.5841	1.5761	1.5550
R2	1.5661	1.5661	1.5533
R1	1.5581	1.5581	1.5517	1.5621
PP	1.5481	1.5481	1.5481	1.5502
S1	1.5401	1.5401	1.5484	1.5441
S2	1.5301	1.5301	1.5467
S3	1.5121	1.5221	1.5451
S4	1.4941	1.5041	1.5401

Weekly Pivots for week ending 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6503	1.6333	1.5682
R3	1.6172	1.6002	1.5591
R2	1.5841	1.5841	1.5561
R1	1.5671	1.5671	1.5530	1.5591
PP	1.5510	1.5510	1.5510	1.5470
S1	1.5340	1.5340	1.5470	1.5260
S2	1.5179	1.5179	1.5439
S3	1.4848	1.5009	1.5409
S4	1.4517	1.4678	1.5318

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5696	1.5350	0.0346	2.2%	0.0145	0.9%	43%	False	False	49,042
10	1.5761	1.5350	0.0411	2.7%	0.0130	0.8%	36%	False	False	59,258
20	1.5761	1.5350	0.0411	2.7%	0.0131	0.8%	36%	False	False	41,425
40	1.6101	1.5350	0.0751	4.8%	0.0123	0.8%	20%	False	False	20,902
60	1.6120	1.5267	0.0853	5.5%	0.0119	0.8%	27%	False	False	13,949
80	1.6120	1.5267	0.0853	5.5%	0.0102	0.7%	27%	False	False	10,466
100	1.6503	1.5267	0.1236	8.0%	0.0083	0.5%	19%	False	False	8,373
120	1.6503	1.5267	0.1236	8.0%	0.0069	0.4%	19%	False	False	6,978

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	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6327
2.618	1.6033
1.618	1.5853
1.000	1.5742
0.618	1.5673
HIGH	1.5562
0.618	1.5493
0.500	1.5472
0.382	1.5451
LOW	1.5382
0.618	1.5271
1.000	1.5202
1.618	1.5091
2.618	1.4911
4.250	1.4617

Fisher Pivots for day following 30-Dec-2011
Pivot	1 day	3 day
R1	1.5491	1.5516
PP	1.5481	1.5510
S1	1.5472	1.5505

Download as Excel Spreadsheet

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

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