CME British Pound Future December 2012

Trading Metrics calculated at close of trading on 18-Oct-2012

Day Change Summary
	Previous	Current
	17-Oct-2012	18-Oct-2012	Change	Change %	Previous Week
Open	1.6108	1.6139	0.0031	0.2%	1.6139
High	1.6175	1.6167	-0.0008	0.0%	1.6139
Low	1.6108	1.6035	-0.0073	-0.5%	1.5972
Close	1.6150	1.6059	-0.0091	-0.6%	1.6070
Range	0.0067	0.0132	0.0065	97.0%	0.0167
ATR	0.0080	0.0084	0.0004	4.6%	0.0000
Volume	93,807	111,638	17,831	19.0%	467,340

Daily Pivots for day following 18-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6483	1.6403	1.6132
R3	1.6351	1.6271	1.6095
R2	1.6219	1.6219	1.6083
R1	1.6139	1.6139	1.6071	1.6113
PP	1.6087	1.6087	1.6087	1.6074
S1	1.6007	1.6007	1.6047	1.5981
S2	1.5955	1.5955	1.6035
S3	1.5823	1.5875	1.6023
S4	1.5691	1.5743	1.5986

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	1.6175	1.6014	0.0161	1.0%	0.0082	0.5%	28%	False	False	95,154
10	1.6213	1.5972	0.0241	1.5%	0.0082	0.5%	36%	False	False	95,690
20	1.6304	1.5972	0.0332	2.1%	0.0086	0.5%	26%	False	False	99,869
40	1.6304	1.5747	0.0557	3.5%	0.0082	0.5%	56%	False	False	68,086
60	1.6304	1.5479	0.0825	5.1%	0.0082	0.5%	70%	False	False	45,420
80	1.6304	1.5401	0.0903	5.6%	0.0083	0.5%	73%	False	False	34,079
100	1.6304	1.5335	0.0969	6.0%	0.0076	0.5%	75%	False	False	27,270
120	1.6304	1.5335	0.0969	6.0%	0.0065	0.4%	75%	False	False	22,726

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 14 trading days

Fibonacci Retracements and Extensions
4.250	1.6728
2.618	1.6513
1.618	1.6381
1.000	1.6299
0.618	1.6249
HIGH	1.6167
0.618	1.6117
0.500	1.6101
0.382	1.6085
LOW	1.6035
0.618	1.5953
1.000	1.5903
1.618	1.5821
2.618	1.5689
4.250	1.5474

Fisher Pivots for day following 18-Oct-2012
Pivot	1 day	3 day
R1	1.6101	1.6105
PP	1.6087	1.6090
S1	1.6073	1.6074

Download as Excel Spreadsheet

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

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