CME British Pound Future December 2012

Trading Metrics calculated at close of trading on 25-Sep-2012

Day Change Summary
	Previous	Current
	24-Sep-2012	25-Sep-2012	Change	Change %	Previous Week
Open	1.6243	1.6219	-0.0024	-0.1%	1.6223
High	1.6244	1.6263	0.0019	0.1%	1.6304
Low	1.6176	1.6178	0.0002	0.0%	1.6159
Close	1.6225	1.6206	-0.0019	-0.1%	1.6241
Range	0.0068	0.0085	0.0017	25.0%	0.0145
ATR	0.0080	0.0080	0.0000	0.5%	0.0000
Volume	77,930	97,700	19,770	25.4%	486,748

Daily Pivots for day following 25-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6471	1.6423	1.6253
R3	1.6386	1.6338	1.6229
R2	1.6301	1.6301	1.6222
R1	1.6253	1.6253	1.6214	1.6235
PP	1.6216	1.6216	1.6216	1.6206
S1	1.6168	1.6168	1.6198	1.6150
S2	1.6131	1.6131	1.6190
S3	1.6046	1.6083	1.6183
S4	1.5961	1.5998	1.6159

Weekly Pivots for week ending 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6670	1.6600	1.6321
R3	1.6525	1.6455	1.6281
R2	1.6380	1.6380	1.6268
R1	1.6310	1.6310	1.6254	1.6345
PP	1.6235	1.6235	1.6235	1.6252
S1	1.6165	1.6165	1.6228	1.6200
S2	1.6090	1.6090	1.6214
S3	1.5945	1.6020	1.6201
S4	1.5800	1.5875	1.6161

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6304	1.6159	0.0145	0.9%	0.0082	0.5%	32%	False	False	97,643
10	1.6304	1.6059	0.0245	1.5%	0.0080	0.5%	60%	False	False	91,599
20	1.6304	1.5747	0.0557	3.4%	0.0083	0.5%	82%	False	False	50,623
40	1.6304	1.5490	0.0814	5.0%	0.0078	0.5%	88%	False	False	25,385
60	1.6304	1.5401	0.0903	5.6%	0.0081	0.5%	89%	False	False	16,948
80	1.6304	1.5345	0.0959	5.9%	0.0076	0.5%	90%	False	False	12,720
100	1.6304	1.5335	0.0969	6.0%	0.0063	0.4%	90%	False	False	10,178
120	1.6304	1.5335	0.0969	6.0%	0.0052	0.3%	90%	False	False	8,482

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	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6624
2.618	1.6486
1.618	1.6401
1.000	1.6348
0.618	1.6316
HIGH	1.6263
0.618	1.6231
0.500	1.6221
0.382	1.6210
LOW	1.6178
0.618	1.6125
1.000	1.6093
1.618	1.6040
2.618	1.5955
4.250	1.5817

Fisher Pivots for day following 25-Sep-2012
Pivot	1 day	3 day
R1	1.6221	1.6240
PP	1.6216	1.6229
S1	1.6211	1.6217

Download as Excel Spreadsheet

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

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