CME British Pound Future September 2012

Trading Metrics calculated at close of trading on 30-Aug-2012

Day Change Summary
	Previous	Current
	29-Aug-2012	30-Aug-2012	Change	Change %	Previous Week
Open	1.5823	1.5830	0.0007	0.0%	1.5696
High	1.5854	1.5874	0.0020	0.1%	1.5912
Low	1.5802	1.5769	-0.0033	-0.2%	1.5676
Close	1.5835	1.5786	-0.0049	-0.3%	1.5809
Range	0.0052	0.0105	0.0053	101.9%	0.0236
ATR	0.0088	0.0090	0.0001	1.3%	0.0000
Volume	69,046	64,059	-4,987	-7.2%	463,851

Daily Pivots for day following 30-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6125	1.6060	1.5844
R3	1.6020	1.5955	1.5815
R2	1.5915	1.5915	1.5805
R1	1.5850	1.5850	1.5796	1.5830
PP	1.5810	1.5810	1.5810	1.5800
S1	1.5745	1.5745	1.5776	1.5725
S2	1.5705	1.5705	1.5767
S3	1.5600	1.5640	1.5757
S4	1.5495	1.5535	1.5728

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	1.5874	1.5752	0.0122	0.8%	0.0070	0.4%	28%	True	False	72,009
10	1.5912	1.5673	0.0239	1.5%	0.0072	0.5%	47%	False	False	80,889
20	1.5912	1.5501	0.0411	2.6%	0.0086	0.5%	69%	False	False	85,872
40	1.5912	1.5390	0.0522	3.3%	0.0101	0.6%	76%	False	False	95,189
60	1.5912	1.5390	0.0522	3.3%	0.0111	0.7%	76%	False	False	86,357
80	1.6164	1.5266	0.0898	5.7%	0.0107	0.7%	58%	False	False	64,899
100	1.6276	1.5266	0.1010	6.4%	0.0099	0.6%	51%	False	False	51,935
120	1.6276	1.5266	0.1010	6.4%	0.0095	0.6%	51%	False	False	43,289

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.6320
2.618	1.6149
1.618	1.6044
1.000	1.5979
0.618	1.5939
HIGH	1.5874
0.618	1.5834
0.500	1.5822
0.382	1.5809
LOW	1.5769
0.618	1.5704
1.000	1.5664
1.618	1.5599
2.618	1.5494
4.250	1.5323

Fisher Pivots for day following 30-Aug-2012
Pivot	1 day	3 day
R1	1.5822	1.5813
PP	1.5810	1.5804
S1	1.5798	1.5795

Download as Excel Spreadsheet

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

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