CME British Pound Future December 2012

Trading Metrics calculated at close of trading on 11-Dec-2012

Day Change Summary
	Previous	Current
	10-Dec-2012	11-Dec-2012	Change	Change %	Previous Week
Open	1.6029	1.6075	0.0046	0.3%	1.6021
High	1.6097	1.6122	0.0025	0.2%	1.6130
Low	1.6014	1.6068	0.0054	0.3%	1.6003
Close	1.6070	1.6112	0.0042	0.3%	1.6035
Range	0.0083	0.0054	-0.0029	-34.9%	0.0127
ATR	0.0070	0.0069	-0.0001	-1.6%	0.0000
Volume	99,112	112,997	13,885	14.0%	568,845

Daily Pivots for day following 11-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6263	1.6241	1.6142
R3	1.6209	1.6187	1.6127
R2	1.6155	1.6155	1.6122
R1	1.6133	1.6133	1.6117	1.6144
PP	1.6101	1.6101	1.6101	1.6106
S1	1.6079	1.6079	1.6107	1.6090
S2	1.6047	1.6047	1.6102
S3	1.5993	1.6025	1.6097
S4	1.5939	1.5971	1.6082

Weekly Pivots for week ending 07-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6437	1.6363	1.6105
R3	1.6310	1.6236	1.6070
R2	1.6183	1.6183	1.6058
R1	1.6109	1.6109	1.6047	1.6146
PP	1.6056	1.6056	1.6056	1.6075
S1	1.5982	1.5982	1.6023	1.6019
S2	1.5929	1.5929	1.6012
S3	1.5802	1.5855	1.6000
S4	1.5675	1.5728	1.5965

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6128	1.6003	0.0125	0.8%	0.0064	0.4%	87%	False	False	111,797
10	1.6130	1.5960	0.0170	1.1%	0.0064	0.4%	89%	False	False	105,785
20	1.6130	1.5822	0.0308	1.9%	0.0064	0.4%	94%	False	False	97,916
40	1.6175	1.5822	0.0353	2.2%	0.0074	0.5%	82%	False	False	95,509
60	1.6304	1.5822	0.0482	3.0%	0.0077	0.5%	60%	False	False	96,533
80	1.6304	1.5684	0.0620	3.8%	0.0077	0.5%	69%	False	False	78,000
100	1.6304	1.5456	0.0848	5.3%	0.0079	0.5%	77%	False	False	62,417
120	1.6304	1.5401	0.0903	5.6%	0.0079	0.5%	79%	False	False	52,022

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6352
2.618	1.6263
1.618	1.6209
1.000	1.6176
0.618	1.6155
HIGH	1.6122
0.618	1.6101
0.500	1.6095
0.382	1.6089
LOW	1.6068
0.618	1.6035
1.000	1.6014
1.618	1.5981
2.618	1.5927
4.250	1.5839

Fisher Pivots for day following 11-Dec-2012
Pivot	1 day	3 day
R1	1.6106	1.6096
PP	1.6101	1.6079
S1	1.6095	1.6063

Download as Excel Spreadsheet

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

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