CME British Pound Future December 2012

Trading Metrics calculated at close of trading on 12-Oct-2012

Day Change Summary
	Previous	Current
	11-Oct-2012	12-Oct-2012	Change	Change %	Previous Week
Open	1.5996	1.6042	0.0046	0.3%	1.6139
High	1.6050	1.6093	0.0043	0.3%	1.6139
Low	1.5981	1.6014	0.0033	0.2%	1.5972
Close	1.6040	1.6070	0.0030	0.2%	1.6070
Range	0.0069	0.0079	0.0010	14.5%	0.0167
ATR	0.0084	0.0084	0.0000	-0.5%	0.0000
Volume	78,283	90,136	11,853	15.1%	467,340

Daily Pivots for day following 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6296	1.6262	1.6113
R3	1.6217	1.6183	1.6092
R2	1.6138	1.6138	1.6084
R1	1.6104	1.6104	1.6077	1.6121
PP	1.6059	1.6059	1.6059	1.6068
S1	1.6025	1.6025	1.6063	1.6042
S2	1.5980	1.5980	1.6056
S3	1.5901	1.5946	1.6048
S4	1.5822	1.5867	1.6027

Weekly Pivots for week ending 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6561	1.6483	1.6162
R3	1.6394	1.6316	1.6116
R2	1.6227	1.6227	1.6101
R1	1.6149	1.6149	1.6085	1.6105
PP	1.6060	1.6060	1.6060	1.6038
S1	1.5982	1.5982	1.6055	1.5938
S2	1.5893	1.5893	1.6039
S3	1.5726	1.5815	1.6024
S4	1.5559	1.5648	1.5978

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6139	1.5972	0.0167	1.0%	0.0080	0.5%	59%	False	False	93,468
10	1.6213	1.5972	0.0241	1.5%	0.0083	0.5%	41%	False	False	94,996
20	1.6304	1.5972	0.0332	2.1%	0.0083	0.5%	30%	False	False	99,304
40	1.6304	1.5684	0.0620	3.9%	0.0080	0.5%	62%	False	False	58,454
60	1.6304	1.5456	0.0848	5.3%	0.0082	0.5%	72%	False	False	38,998
80	1.6304	1.5401	0.0903	5.6%	0.0081	0.5%	74%	False	False	29,260
100	1.6304	1.5335	0.0969	6.0%	0.0073	0.5%	76%	False	False	23,414
120	1.6304	1.5335	0.0969	6.0%	0.0062	0.4%	76%	False	False	19,512

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	0.0016
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6429
2.618	1.6300
1.618	1.6221
1.000	1.6172
0.618	1.6142
HIGH	1.6093
0.618	1.6063
0.500	1.6054
0.382	1.6044
LOW	1.6014
0.618	1.5965
1.000	1.5935
1.618	1.5886
2.618	1.5807
4.250	1.5678

Fisher Pivots for day following 12-Oct-2012
Pivot	1 day	3 day
R1	1.6065	1.6058
PP	1.6059	1.6045
S1	1.6054	1.6033

Download as Excel Spreadsheet

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

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