CME British Pound Future June 2012

Trading Metrics calculated at close of trading on 18-Aug-2011

Day Change Summary
	Previous	Current
	17-Aug-2011	18-Aug-2011	Change	Change %	Previous Week
Open	1.6514	1.6455	-0.0059	-0.4%	1.6308
High	1.6514	1.6455	-0.0059	-0.4%	1.6308
Low	1.6514	1.6455	-0.0059	-0.4%	1.6119
Close	1.6514	1.6455	-0.0059	-0.4%	1.6232
Range
ATR	0.0076	0.0075	-0.0001	-1.6%	0.0000
Volume	2	2	0	0.0%	10

Daily Pivots for day following 18-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6455	1.6455	1.6455
R3	1.6455	1.6455	1.6455
R2	1.6455	1.6455	1.6455
R1	1.6455	1.6455	1.6455	1.6455
PP	1.6455	1.6455	1.6455	1.6455
S1	1.6455	1.6455	1.6455	1.6455
S2	1.6455	1.6455	1.6455
S3	1.6455	1.6455	1.6455
S4	1.6455	1.6455	1.6455

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6787	1.6698	1.6336
R3	1.6598	1.6509	1.6284
R2	1.6409	1.6409	1.6267
R1	1.6320	1.6320	1.6249	1.6270
PP	1.6220	1.6220	1.6220	1.6195
S1	1.6131	1.6131	1.6215	1.6081
S2	1.6031	1.6031	1.6197
S3	1.5842	1.5942	1.6180
S4	1.5653	1.5753	1.6128

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6514	1.6232	0.0282	1.7%	0.0000	0.0%	79%	False	False	2
10	1.6514	1.6119	0.0395	2.4%	0.0000	0.0%	85%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	1.6455
2.618	1.6455
1.618	1.6455
1.000	1.6455
0.618	1.6455
HIGH	1.6455
0.618	1.6455
0.500	1.6455
0.382	1.6455
LOW	1.6455
0.618	1.6455
1.000	1.6455
1.618	1.6455
2.618	1.6455
4.250	1.6455

Fisher Pivots for day following 18-Aug-2011
Pivot	1 day	3 day
R1	1.6455	1.6457
PP	1.6455	1.6456
S1	1.6455	1.6456

Download as Excel Spreadsheet

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

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