CME British Pound Future September 2012

Trading Metrics calculated at close of trading on 24-Aug-2012

Day Change Summary
	Previous	Current
	23-Aug-2012	24-Aug-2012	Change	Change %	Previous Week
Open	1.5877	1.5858	-0.0019	-0.1%	1.5696
High	1.5912	1.5870	-0.0042	-0.3%	1.5912
Low	1.5857	1.5800	-0.0057	-0.4%	1.5676
Close	1.5863	1.5809	-0.0054	-0.3%	1.5809
Range	0.0055	0.0070	0.0015	27.3%	0.0236
ATR	0.0098	0.0096	-0.0002	-2.0%	0.0000
Volume	95,566	97,385	1,819	1.9%	463,851

Daily Pivots for day following 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6036	1.5993	1.5848
R3	1.5966	1.5923	1.5828
R2	1.5896	1.5896	1.5822
R1	1.5853	1.5853	1.5815	1.5840
PP	1.5826	1.5826	1.5826	1.5820
S1	1.5783	1.5783	1.5803	1.5770
S2	1.5756	1.5756	1.5796
S3	1.5686	1.5713	1.5790
S4	1.5616	1.5643	1.5771

Weekly Pivots for week ending 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6507	1.6394	1.5939
R3	1.6271	1.6158	1.5874
R2	1.6035	1.6035	1.5852
R1	1.5922	1.5922	1.5831	1.5979
PP	1.5799	1.5799	1.5799	1.5827
S1	1.5686	1.5686	1.5787	1.5743
S2	1.5563	1.5563	1.5766
S3	1.5327	1.5450	1.5744
S4	1.5091	1.5214	1.5679

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5912	1.5676	0.0236	1.5%	0.0076	0.5%	56%	False	False	92,770
10	1.5912	1.5635	0.0277	1.8%	0.0073	0.5%	63%	False	False	87,997
20	1.5912	1.5488	0.0424	2.7%	0.0097	0.6%	76%	False	False	96,215
40	1.5912	1.5390	0.0522	3.3%	0.0108	0.7%	80%	False	False	94,530
60	1.5912	1.5266	0.0646	4.1%	0.0114	0.7%	84%	False	False	82,117
80	1.6200	1.5266	0.0934	5.9%	0.0106	0.7%	58%	False	False	61,618
100	1.6276	1.5266	0.1010	6.4%	0.0098	0.6%	54%	False	False	49,310
120	1.6276	1.5266	0.1010	6.4%	0.0092	0.6%	54%	False	False	41,101

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	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6168
2.618	1.6053
1.618	1.5983
1.000	1.5940
0.618	1.5913
HIGH	1.5870
0.618	1.5843
0.500	1.5835
0.382	1.5827
LOW	1.5800
0.618	1.5757
1.000	1.5730
1.618	1.5687
2.618	1.5617
4.250	1.5503

Fisher Pivots for day following 24-Aug-2012
Pivot	1 day	3 day
R1	1.5835	1.5839
PP	1.5826	1.5829
S1	1.5818	1.5819

Download as Excel Spreadsheet

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

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