CME British Pound Future December 2012

Trading Metrics calculated at close of trading on 11-Sep-2012

Day Change Summary
	Previous	Current
	10-Sep-2012	11-Sep-2012	Change	Change %	Previous Week
Open	1.6016	1.5986	-0.0030	-0.2%	1.5875
High	1.6024	1.6077	0.0053	0.3%	1.6030
Low	1.5955	1.5983	0.0028	0.2%	1.5821
Close	1.5995	1.6064	0.0069	0.4%	1.6000
Range	0.0069	0.0094	0.0025	36.2%	0.0209
ATR	0.0080	0.0081	0.0001	1.3%	0.0000
Volume	23,252	36,408	13,156	56.6%	35,856

Daily Pivots for day following 11-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6323	1.6288	1.6116
R3	1.6229	1.6194	1.6090
R2	1.6135	1.6135	1.6081
R1	1.6100	1.6100	1.6073	1.6118
PP	1.6041	1.6041	1.6041	1.6050
S1	1.6006	1.6006	1.6055	1.6024
S2	1.5947	1.5947	1.6047
S3	1.5853	1.5912	1.6038
S4	1.5759	1.5818	1.6012

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6577	1.6498	1.6115
R3	1.6368	1.6289	1.6057
R2	1.6159	1.6159	1.6038
R1	1.6080	1.6080	1.6019	1.6120
PP	1.5950	1.5950	1.5950	1.5970
S1	1.5871	1.5871	1.5981	1.5911
S2	1.5741	1.5741	1.5962
S3	1.5532	1.5662	1.5943
S4	1.5323	1.5453	1.5885

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6077	1.5821	0.0256	1.6%	0.0088	0.5%	95%	True	False	17,523
10	1.6077	1.5747	0.0330	2.1%	0.0085	0.5%	96%	True	False	9,647
20	1.6077	1.5640	0.0437	2.7%	0.0071	0.4%	97%	True	False	4,928
40	1.6077	1.5456	0.0621	3.9%	0.0080	0.5%	98%	True	False	2,507
60	1.6077	1.5401	0.0676	4.2%	0.0080	0.5%	98%	True	False	1,692
80	1.6077	1.5335	0.0742	4.6%	0.0067	0.4%	98%	True	False	1,271
100	1.6243	1.5335	0.0908	5.7%	0.0055	0.3%	80%	False	False	1,018
120	1.6243	1.5335	0.0908	5.7%	0.0046	0.3%	80%	False	False	850

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	1.6477
2.618	1.6323
1.618	1.6229
1.000	1.6171
0.618	1.6135
HIGH	1.6077
0.618	1.6041
0.500	1.6030
0.382	1.6019
LOW	1.5983
0.618	1.5925
1.000	1.5889
1.618	1.5831
2.618	1.5737
4.250	1.5584

Fisher Pivots for day following 11-Sep-2012
Pivot	1 day	3 day
R1	1.6053	1.6042
PP	1.6041	1.6020
S1	1.6030	1.5998

Download as Excel Spreadsheet

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

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