CME British Pound Future September 2012

Trading Metrics calculated at close of trading on 27-Apr-2012

Day Change Summary
	Previous	Current
	26-Apr-2012	27-Apr-2012	Change	Change %	Previous Week
Open	1.6156	1.6161	0.0005	0.0%	1.6093
High	1.6182	1.6257	0.0075	0.5%	1.6257
Low	1.6156	1.6161	0.0005	0.0%	1.6065
Close	1.6182	1.6254	0.0072	0.4%	1.6254
Range	0.0026	0.0096	0.0070	269.2%	0.0192
ATR	0.0076	0.0077	0.0001	1.9%	0.0000
Volume	175	99	-76	-43.4%	651

Daily Pivots for day following 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6512	1.6479	1.6307
R3	1.6416	1.6383	1.6280
R2	1.6320	1.6320	1.6272
R1	1.6287	1.6287	1.6263	1.6304
PP	1.6224	1.6224	1.6224	1.6232
S1	1.6191	1.6191	1.6245	1.6208
S2	1.6128	1.6128	1.6236
S3	1.6032	1.6095	1.6228
S4	1.5936	1.5999	1.6201

Weekly Pivots for week ending 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6768	1.6703	1.6360
R3	1.6576	1.6511	1.6307
R2	1.6384	1.6384	1.6289
R1	1.6319	1.6319	1.6272	1.6352
PP	1.6192	1.6192	1.6192	1.6208
S1	1.6127	1.6127	1.6236	1.6160
S2	1.6000	1.6000	1.6219
S3	1.5808	1.5935	1.6201
S4	1.5616	1.5743	1.6148

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6257	1.6065	0.0192	1.2%	0.0069	0.4%	98%	True	False	130
10	1.6257	1.5821	0.0436	2.7%	0.0075	0.5%	99%	True	False	103
20	1.6257	1.5796	0.0461	2.8%	0.0070	0.4%	99%	True	False	83
40	1.6257	1.5611	0.0646	4.0%	0.0060	0.4%	100%	True	False	63

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6665
2.618	1.6508
1.618	1.6412
1.000	1.6353
0.618	1.6316
HIGH	1.6257
0.618	1.6220
0.500	1.6209
0.382	1.6198
LOW	1.6161
0.618	1.6102
1.000	1.6065
1.618	1.6006
2.618	1.5910
4.250	1.5753

Fisher Pivots for day following 27-Apr-2012
Pivot	1 day	3 day
R1	1.6239	1.6223
PP	1.6224	1.6192
S1	1.6209	1.6161

Download as Excel Spreadsheet

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

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