CME British Pound Future December 2012

Trading Metrics calculated at close of trading on 19-Sep-2012

Day Change Summary
	Previous	Current
	18-Sep-2012	19-Sep-2012	Change	Change %	Previous Week
Open	1.6241	1.6235	-0.0006	0.0%	1.6016
High	1.6263	1.6266	0.0003	0.0%	1.6250
Low	1.6214	1.6179	-0.0035	-0.2%	1.5955
Close	1.6235	1.6224	-0.0011	-0.1%	1.6216
Range	0.0049	0.0087	0.0038	77.6%	0.0295
ATR	0.0080	0.0080	0.0001	0.6%	0.0000
Volume	78,117	94,247	16,130	20.6%	313,275

Daily Pivots for day following 19-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6484	1.6441	1.6272
R3	1.6397	1.6354	1.6248
R2	1.6310	1.6310	1.6240
R1	1.6267	1.6267	1.6232	1.6245
PP	1.6223	1.6223	1.6223	1.6212
S1	1.6180	1.6180	1.6216	1.6158
S2	1.6136	1.6136	1.6208
S3	1.6049	1.6093	1.6200
S4	1.5962	1.6006	1.6176

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.7025	1.6916	1.6378
R3	1.6730	1.6621	1.6297
R2	1.6435	1.6435	1.6270
R1	1.6326	1.6326	1.6243	1.6381
PP	1.6140	1.6140	1.6140	1.6168
S1	1.6031	1.6031	1.6189	1.6086
S2	1.5845	1.5845	1.6162
S3	1.5550	1.5736	1.6135
S4	1.5255	1.5441	1.6054

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6268	1.6069	0.0199	1.2%	0.0082	0.5%	78%	False	False	93,303
10	1.6268	1.5878	0.0390	2.4%	0.0081	0.5%	89%	False	False	60,854
20	1.6268	1.5747	0.0521	3.2%	0.0079	0.5%	92%	False	False	31,015
40	1.6268	1.5456	0.0812	5.0%	0.0080	0.5%	95%	False	False	15,548
60	1.6268	1.5401	0.0867	5.3%	0.0081	0.5%	95%	False	False	10,383
80	1.6268	1.5335	0.0933	5.8%	0.0073	0.5%	95%	False	False	7,796
100	1.6268	1.5335	0.0933	5.8%	0.0059	0.4%	95%	False	False	6,238
120	1.6268	1.5335	0.0933	5.8%	0.0050	0.3%	95%	False	False	5,199

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6636
2.618	1.6494
1.618	1.6407
1.000	1.6353
0.618	1.6320
HIGH	1.6266
0.618	1.6233
0.500	1.6223
0.382	1.6212
LOW	1.6179
0.618	1.6125
1.000	1.6092
1.618	1.6038
2.618	1.5951
4.250	1.5809

Fisher Pivots for day following 19-Sep-2012
Pivot	1 day	3 day
R1	1.6224	1.6224
PP	1.6223	1.6224
S1	1.6223	1.6224

Download as Excel Spreadsheet

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

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