CME British Pound Future September 2012

Trading Metrics calculated at close of trading on 23-Aug-2012

Day Change Summary
	Previous	Current
	22-Aug-2012	23-Aug-2012	Change	Change %	Previous Week
Open	1.5779	1.5877	0.0098	0.6%	1.5676
High	1.5881	1.5912	0.0031	0.2%	1.5744
Low	1.5766	1.5857	0.0091	0.6%	1.5635
Close	1.5866	1.5863	-0.0003	0.0%	1.5690
Range	0.0115	0.0055	-0.0060	-52.2%	0.0109
ATR	0.0101	0.0098	-0.0003	-3.3%	0.0000
Volume	102,449	95,566	-6,883	-6.7%	416,121

Daily Pivots for day following 23-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6042	1.6008	1.5893
R3	1.5987	1.5953	1.5878
R2	1.5932	1.5932	1.5873
R1	1.5898	1.5898	1.5868	1.5888
PP	1.5877	1.5877	1.5877	1.5872
S1	1.5843	1.5843	1.5858	1.5833
S2	1.5822	1.5822	1.5853
S3	1.5767	1.5788	1.5848
S4	1.5712	1.5733	1.5833

Weekly Pivots for week ending 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6017	1.5962	1.5750
R3	1.5908	1.5853	1.5720
R2	1.5799	1.5799	1.5710
R1	1.5744	1.5744	1.5700	1.5772
PP	1.5690	1.5690	1.5690	1.5703
S1	1.5635	1.5635	1.5680	1.5663
S2	1.5581	1.5581	1.5670
S3	1.5472	1.5526	1.5660
S4	1.5363	1.5417	1.5630

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5912	1.5673	0.0239	1.5%	0.0075	0.5%	79%	True	False	89,770
10	1.5912	1.5575	0.0337	2.1%	0.0079	0.5%	85%	True	False	90,339
20	1.5912	1.5488	0.0424	2.7%	0.0099	0.6%	88%	True	False	98,069
40	1.5912	1.5390	0.0522	3.3%	0.0110	0.7%	91%	True	False	94,614
60	1.5912	1.5266	0.0646	4.1%	0.0115	0.7%	92%	True	False	80,500
80	1.6210	1.5266	0.0944	6.0%	0.0106	0.7%	63%	False	False	60,401
100	1.6276	1.5266	0.1010	6.4%	0.0098	0.6%	59%	False	False	48,337
120	1.6276	1.5266	0.1010	6.4%	0.0092	0.6%	59%	False	False	40,290

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6146
2.618	1.6056
1.618	1.6001
1.000	1.5967
0.618	1.5946
HIGH	1.5912
0.618	1.5891
0.500	1.5885
0.382	1.5878
LOW	1.5857
0.618	1.5823
1.000	1.5802
1.618	1.5768
2.618	1.5713
4.250	1.5623

Fisher Pivots for day following 23-Aug-2012
Pivot	1 day	3 day
R1	1.5885	1.5845
PP	1.5877	1.5827
S1	1.5870	1.5809

Download as Excel Spreadsheet

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

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