CME British Pound Future March 2013

Trading Metrics calculated at close of trading on 14-Dec-2012

Day Change Summary
	Previous	Current
	13-Dec-2012	14-Dec-2012	Change	Change %	Previous Week
Open	1.6136	1.6111	-0.0025	-0.2%	1.6026
High	1.6151	1.6175	0.0024	0.1%	1.6202
Low	1.6081	1.6100	0.0019	0.1%	1.6010
Close	1.6107	1.6164	0.0057	0.4%	1.6164
Range	0.0070	0.0075	0.0005	7.1%	0.0192
ATR	0.0063	0.0063	0.0001	1.4%	0.0000
Volume	79,487	100,889	21,402	26.9%	310,619

Daily Pivots for day following 14-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6371	1.6343	1.6205
R3	1.6296	1.6268	1.6185
R2	1.6221	1.6221	1.6178
R1	1.6193	1.6193	1.6171	1.6207
PP	1.6146	1.6146	1.6146	1.6154
S1	1.6118	1.6118	1.6157	1.6132
S2	1.6071	1.6071	1.6150
S3	1.5996	1.6043	1.6143
S4	1.5921	1.5968	1.6123

Weekly Pivots for week ending 14-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6701	1.6625	1.6270
R3	1.6509	1.6433	1.6217
R2	1.6317	1.6317	1.6199
R1	1.6241	1.6241	1.6182	1.6279
PP	1.6125	1.6125	1.6125	1.6145
S1	1.6049	1.6049	1.6146	1.6087
S2	1.5933	1.5933	1.6129
S3	1.5741	1.5857	1.6111
S4	1.5549	1.5665	1.6058

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6202	1.6010	0.0192	1.2%	0.0078	0.5%	80%	False	False	62,123
10	1.6202	1.6000	0.0202	1.2%	0.0070	0.4%	81%	False	False	33,148
20	1.6202	1.5842	0.0360	2.2%	0.0060	0.4%	89%	False	False	16,686
40	1.6202	1.5828	0.0374	2.3%	0.0047	0.3%	90%	False	False	8,367
60	1.6281	1.5828	0.0453	2.8%	0.0050	0.3%	74%	False	False	5,588
80	1.6281	1.5781	0.0500	3.1%	0.0041	0.3%	77%	False	False	4,195
100	1.6281	1.5500	0.0781	4.8%	0.0034	0.2%	85%	False	False	3,358
120	1.6281	1.5422	0.0859	5.3%	0.0030	0.2%	86%	False	False	2,806

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	1.6494
2.618	1.6371
1.618	1.6296
1.000	1.6250
0.618	1.6221
HIGH	1.6175
0.618	1.6146
0.500	1.6138
0.382	1.6129
LOW	1.6100
0.618	1.6054
1.000	1.6025
1.618	1.5979
2.618	1.5904
4.250	1.5781

Fisher Pivots for day following 14-Dec-2012
Pivot	1 day	3 day
R1	1.6155	1.6157
PP	1.6146	1.6149
S1	1.6138	1.6142

Download as Excel Spreadsheet

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

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