CME British Pound Future March 2013

Trading Metrics calculated at close of trading on 22-Feb-2013

Day Change Summary
	Previous	Current
	21-Feb-2013	22-Feb-2013	Change	Change %	Previous Week
Open	1.5238	1.5248	0.0010	0.1%	1.5487
High	1.5271	1.5320	0.0049	0.3%	1.5512
Low	1.5124	1.5155	0.0031	0.2%	1.5124
Close	1.5239	1.5239	0.0000	0.0%	1.5239
Range	0.0147	0.0165	0.0018	12.2%	0.0388
ATR	0.0122	0.0125	0.0003	2.5%	0.0000
Volume	164,712	142,476	-22,236	-13.5%	642,830

Daily Pivots for day following 22-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.5733	1.5651	1.5330
R3	1.5568	1.5486	1.5284
R2	1.5403	1.5403	1.5269
R1	1.5321	1.5321	1.5254	1.5280
PP	1.5238	1.5238	1.5238	1.5217
S1	1.5156	1.5156	1.5224	1.5115
S2	1.5073	1.5073	1.5209
S3	1.4908	1.4991	1.5194
S4	1.4743	1.4826	1.5148

Weekly Pivots for week ending 22-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6456	1.6235	1.5452
R3	1.6068	1.5847	1.5346
R2	1.5680	1.5680	1.5310
R1	1.5459	1.5459	1.5275	1.5376
PP	1.5292	1.5292	1.5292	1.5250
S1	1.5071	1.5071	1.5203	1.4988
S2	1.4904	1.4904	1.5168
S3	1.4516	1.4683	1.5132
S4	1.4128	1.4295	1.5026

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5548	1.5124	0.0424	2.8%	0.0152	1.0%	27%	False	False	151,867
10	1.5842	1.5124	0.0718	4.7%	0.0140	0.9%	16%	False	False	138,490
20	1.5874	1.5124	0.0750	4.9%	0.0125	0.8%	15%	False	False	132,074
40	1.6314	1.5124	0.1190	7.8%	0.0117	0.8%	10%	False	False	118,613
60	1.6314	1.5124	0.1190	7.8%	0.0101	0.7%	10%	False	False	92,544
80	1.6314	1.5124	0.1190	7.8%	0.0085	0.6%	10%	False	False	69,423
100	1.6314	1.5124	0.1190	7.8%	0.0078	0.5%	10%	False	False	55,545
120	1.6314	1.5124	0.1190	7.8%	0.0070	0.5%	10%	False	False	46,292

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	0.0025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6021
2.618	1.5752
1.618	1.5587
1.000	1.5485
0.618	1.5422
HIGH	1.5320
0.618	1.5257
0.500	1.5238
0.382	1.5218
LOW	1.5155
0.618	1.5053
1.000	1.4990
1.618	1.4888
2.618	1.4723
4.250	1.4454

Fisher Pivots for day following 22-Feb-2013
Pivot	1 day	3 day
R1	1.5239	1.5287
PP	1.5238	1.5271
S1	1.5238	1.5255

Download as Excel Spreadsheet

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

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