CME British Pound Future December 2012

Trading Metrics calculated at close of trading on 31-Oct-2012

Day Change Summary
	Previous	Current
	30-Oct-2012	31-Oct-2012	Change	Change %	Previous Week
Open	1.6027	1.6079	0.0052	0.3%	1.6004
High	1.6084	1.6138	0.0054	0.3%	1.6141
Low	1.6019	1.6067	0.0048	0.3%	1.5909
Close	1.6075	1.6127	0.0052	0.3%	1.6095
Range	0.0065	0.0071	0.0006	9.2%	0.0232
ATR	0.0086	0.0085	-0.0001	-1.2%	0.0000
Volume	41,223	86,744	45,521	110.4%	518,207

Daily Pivots for day following 31-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6324	1.6296	1.6166
R3	1.6253	1.6225	1.6147
R2	1.6182	1.6182	1.6140
R1	1.6154	1.6154	1.6134	1.6168
PP	1.6111	1.6111	1.6111	1.6118
S1	1.6083	1.6083	1.6120	1.6097
S2	1.6040	1.6040	1.6114
S3	1.5969	1.6012	1.6107
S4	1.5898	1.5941	1.6088

Weekly Pivots for week ending 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6744	1.6652	1.6223
R3	1.6512	1.6420	1.6159
R2	1.6280	1.6280	1.6138
R1	1.6188	1.6188	1.6116	1.6234
PP	1.6048	1.6048	1.6048	1.6072
S1	1.5956	1.5956	1.6074	1.6002
S2	1.5816	1.5816	1.6052
S3	1.5584	1.5724	1.6031
S4	1.5352	1.5492	1.5967

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6141	1.6004	0.0137	0.8%	0.0083	0.5%	90%	False	False	82,536
10	1.6167	1.5909	0.0258	1.6%	0.0090	0.6%	84%	False	False	90,859
20	1.6213	1.5909	0.0304	1.9%	0.0086	0.5%	72%	False	False	93,017
40	1.6304	1.5878	0.0426	2.6%	0.0085	0.5%	58%	False	False	87,720
60	1.6304	1.5578	0.0726	4.5%	0.0080	0.5%	76%	False	False	58,689
80	1.6304	1.5401	0.0903	5.6%	0.0084	0.5%	80%	False	False	44,033
100	1.6304	1.5401	0.0903	5.6%	0.0081	0.5%	80%	False	False	35,238
120	1.6304	1.5335	0.0969	6.0%	0.0071	0.4%	82%	False	False	29,367

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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6440
2.618	1.6324
1.618	1.6253
1.000	1.6209
0.618	1.6182
HIGH	1.6138
0.618	1.6111
0.500	1.6103
0.382	1.6094
LOW	1.6067
0.618	1.6023
1.000	1.5996
1.618	1.5952
2.618	1.5881
4.250	1.5765

Fisher Pivots for day following 31-Oct-2012
Pivot	1 day	3 day
R1	1.6119	1.6108
PP	1.6111	1.6090
S1	1.6103	1.6071

Download as Excel Spreadsheet

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

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