CME British Pound Future December 2012

Trading Metrics calculated at close of trading on 27-Sep-2012

Day Change Summary
	Previous	Current
	26-Sep-2012	27-Sep-2012	Change	Change %	Previous Week
Open	1.6189	1.6166	-0.0023	-0.1%	1.6223
High	1.6206	1.6240	0.0034	0.2%	1.6304
Low	1.6133	1.6151	0.0018	0.1%	1.6159
Close	1.6151	1.6232	0.0081	0.5%	1.6241
Range	0.0073	0.0089	0.0016	21.9%	0.0145
ATR	0.0080	0.0080	0.0001	0.8%	0.0000
Volume	102,244	114,217	11,973	11.7%	486,748

Daily Pivots for day following 27-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6475	1.6442	1.6281
R3	1.6386	1.6353	1.6256
R2	1.6297	1.6297	1.6248
R1	1.6264	1.6264	1.6240	1.6281
PP	1.6208	1.6208	1.6208	1.6216
S1	1.6175	1.6175	1.6224	1.6192
S2	1.6119	1.6119	1.6216
S3	1.6030	1.6086	1.6208
S4	1.5941	1.5997	1.6183

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	1.6133	0.0171	1.1%	0.0082	0.5%	58%	False	False	100,898
10	1.6304	1.6133	0.0171	1.1%	0.0080	0.5%	58%	False	False	100,921
20	1.6304	1.5768	0.0536	3.3%	0.0084	0.5%	87%	False	False	61,438
40	1.6304	1.5490	0.0814	5.0%	0.0077	0.5%	91%	False	False	30,793
60	1.6304	1.5401	0.0903	5.6%	0.0083	0.5%	92%	False	False	20,550
80	1.6304	1.5401	0.0903	5.6%	0.0078	0.5%	92%	False	False	15,425
100	1.6304	1.5335	0.0969	6.0%	0.0064	0.4%	93%	False	False	12,342
120	1.6304	1.5335	0.0969	6.0%	0.0054	0.3%	93%	False	False	10,285

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	0.0018
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6618
2.618	1.6473
1.618	1.6384
1.000	1.6329
0.618	1.6295
HIGH	1.6240
0.618	1.6206
0.500	1.6196
0.382	1.6185
LOW	1.6151
0.618	1.6096
1.000	1.6062
1.618	1.6007
2.618	1.5918
4.250	1.5773

Fisher Pivots for day following 27-Sep-2012
Pivot	1 day	3 day
R1	1.6220	1.6221
PP	1.6208	1.6209
S1	1.6196	1.6198

Download as Excel Spreadsheet

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

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