CME British Pound Future September 2012

Trading Metrics calculated at close of trading on 25-Apr-2012

Day Change Summary
	Previous	Current
	24-Apr-2012	25-Apr-2012	Change	Change %	Previous Week
Open	1.6112	1.6150	0.0038	0.2%	1.5821
High	1.6140	1.6204	0.0064	0.4%	1.6115
Low	1.6112	1.6065	-0.0047	-0.3%	1.5821
Close	1.6121	1.6165	0.0044	0.3%	1.6093
Range	0.0028	0.0139	0.0111	396.4%	0.0294
ATR	0.0075	0.0080	0.0005	6.0%	0.0000
Volume	161	22	-139	-86.3%	381

Daily Pivots for day following 25-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6562	1.6502	1.6241
R3	1.6423	1.6363	1.6203
R2	1.6284	1.6284	1.6190
R1	1.6224	1.6224	1.6178	1.6254
PP	1.6145	1.6145	1.6145	1.6160
S1	1.6085	1.6085	1.6152	1.6115
S2	1.6006	1.6006	1.6140
S3	1.5867	1.5946	1.6127
S4	1.5728	1.5807	1.6089

Weekly Pivots for week ending 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6892	1.6786	1.6255
R3	1.6598	1.6492	1.6174
R2	1.6304	1.6304	1.6147
R1	1.6198	1.6198	1.6120	1.6251
PP	1.6010	1.6010	1.6010	1.6036
S1	1.5904	1.5904	1.6066	1.5957
S2	1.5716	1.5716	1.6039
S3	1.5422	1.5610	1.6012
S4	1.5128	1.5316	1.5931

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6204	1.5995	0.0209	1.3%	0.0077	0.5%	81%	True	False	116
10	1.6204	1.5821	0.0383	2.4%	0.0080	0.5%	90%	True	False	92
20	1.6204	1.5796	0.0408	2.5%	0.0071	0.4%	90%	True	False	79

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1.6795
2.618	1.6568
1.618	1.6429
1.000	1.6343
0.618	1.6290
HIGH	1.6204
0.618	1.6151
0.500	1.6135
0.382	1.6118
LOW	1.6065
0.618	1.5979
1.000	1.5926
1.618	1.5840
2.618	1.5701
4.250	1.5474

Fisher Pivots for day following 25-Apr-2012
Pivot	1 day	3 day
R1	1.6155	1.6155
PP	1.6145	1.6145
S1	1.6135	1.6135

Download as Excel Spreadsheet

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

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