CME British Pound Future March 2012

Trading Metrics calculated at close of trading on 11-Nov-2011

Day Change Summary
	Previous	Current
	10-Nov-2011	11-Nov-2011	Change	Change %	Previous Week
Open	1.5911	1.5906	-0.0005	0.0%	1.6017
High	1.5948	1.6059	0.0111	0.7%	1.6101
Low	1.5885	1.5906	0.0021	0.1%	1.5885
Close	1.5886	1.6042	0.0156	1.0%	1.6042
Range	0.0063	0.0153	0.0090	142.9%	0.0216
ATR	0.0110	0.0115	0.0004	4.1%	0.0000
Volume	55	196	141	256.4%	301

Daily Pivots for day following 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6461	1.6405	1.6126
R3	1.6308	1.6252	1.6084
R2	1.6155	1.6155	1.6070
R1	1.6099	1.6099	1.6056	1.6127
PP	1.6002	1.6002	1.6002	1.6017
S1	1.5946	1.5946	1.6028	1.5974
S2	1.5849	1.5849	1.6014
S3	1.5696	1.5793	1.6000
S4	1.5543	1.5640	1.5958

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6657	1.6566	1.6161
R3	1.6441	1.6350	1.6101
R2	1.6225	1.6225	1.6082
R1	1.6134	1.6134	1.6062	1.6180
PP	1.6009	1.6009	1.6009	1.6032
S1	1.5918	1.5918	1.6022	1.5964
S2	1.5793	1.5793	1.6002
S3	1.5577	1.5702	1.5983
S4	1.5361	1.5486	1.5923

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6101	1.5885	0.0216	1.3%	0.0111	0.7%	73%	False	False	60
10	1.6120	1.5873	0.0247	1.5%	0.0116	0.7%	68%	False	False	42
20	1.6120	1.5611	0.0509	3.2%	0.0106	0.7%	85%	False	False	42
40	1.6120	1.5267	0.0853	5.3%	0.0099	0.6%	91%	False	False	38
60	1.6467	1.5267	0.1200	7.5%	0.0066	0.4%	65%	False	False	26
80	1.6503	1.5267	0.1236	7.7%	0.0051	0.3%	63%	False	False	20
100	1.6503	1.5267	0.1236	7.7%	0.0041	0.3%	63%	False	False	16
120	1.6503	1.5267	0.1236	7.7%	0.0034	0.2%	63%	False	False	14

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	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6709
2.618	1.6460
1.618	1.6307
1.000	1.6212
0.618	1.6154
HIGH	1.6059
0.618	1.6001
0.500	1.5983
0.382	1.5964
LOW	1.5906
0.618	1.5811
1.000	1.5753
1.618	1.5658
2.618	1.5505
4.250	1.5256

Fisher Pivots for day following 11-Nov-2011
Pivot	1 day	3 day
R1	1.6022	1.6022
PP	1.6002	1.6001
S1	1.5983	1.5981

Download as Excel Spreadsheet

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

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