CME British Pound Future September 2012

Trading Metrics calculated at close of trading on 13-Sep-2012

Day Change Summary
	Previous	Current
	12-Sep-2012	13-Sep-2012	Change	Change %	Previous Week
Open	1.6069	1.6107	0.0038	0.2%	1.5878
High	1.6132	1.6174	0.0042	0.3%	1.6035
Low	1.6064	1.6069	0.0005	0.0%	1.5825
Close	1.6103	1.6154	0.0051	0.3%	1.6005
Range	0.0068	0.0105	0.0037	54.4%	0.0210
ATR	0.0087	0.0088	0.0001	1.5%	0.0000
Volume	150,271	133,916	-16,355	-10.9%	451,724

Daily Pivots for day following 13-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6447	1.6406	1.6212
R3	1.6342	1.6301	1.6183
R2	1.6237	1.6237	1.6173
R1	1.6196	1.6196	1.6164	1.6217
PP	1.6132	1.6132	1.6132	1.6143
S1	1.6091	1.6091	1.6144	1.6112
S2	1.6027	1.6027	1.6135
S3	1.5922	1.5986	1.6125
S4	1.5817	1.5881	1.6096

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6585	1.6505	1.6121
R3	1.6375	1.6295	1.6063
R2	1.6165	1.6165	1.6044
R1	1.6085	1.6085	1.6024	1.6125
PP	1.5955	1.5955	1.5955	1.5975
S1	1.5875	1.5875	1.5986	1.5915
S2	1.5745	1.5745	1.5967
S3	1.5535	1.5665	1.5947
S4	1.5325	1.5455	1.5890

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6174	1.5922	0.0252	1.6%	0.0089	0.5%	92%	True	False	125,292
10	1.6174	1.5769	0.0405	2.5%	0.0089	0.6%	95%	True	False	111,873
20	1.6174	1.5635	0.0539	3.3%	0.0081	0.5%	96%	True	False	98,571
40	1.6174	1.5456	0.0718	4.4%	0.0097	0.6%	97%	True	False	101,857
60	1.6174	1.5390	0.0784	4.9%	0.0102	0.6%	97%	True	False	95,694
80	1.6174	1.5266	0.0908	5.6%	0.0107	0.7%	98%	True	False	78,070
100	1.6276	1.5266	0.1010	6.3%	0.0100	0.6%	88%	False	False	62,474
120	1.6276	1.5266	0.1010	6.3%	0.0095	0.6%	88%	False	False	52,075

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6620
2.618	1.6449
1.618	1.6344
1.000	1.6279
0.618	1.6239
HIGH	1.6174
0.618	1.6134
0.500	1.6122
0.382	1.6109
LOW	1.6069
0.618	1.6004
1.000	1.5964
1.618	1.5899
2.618	1.5794
4.250	1.5623

Fisher Pivots for day following 13-Sep-2012
Pivot	1 day	3 day
R1	1.6143	1.6129
PP	1.6132	1.6105
S1	1.6122	1.6080

Download as Excel Spreadsheet

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

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