CME British Pound Future March 2012

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

Day Change Summary
	Previous	Current
	17-May-2011	18-May-2011	Change	Change %	Previous Week
Open	1.6168	1.6064	-0.0104	-0.6%	1.6305
High	1.6168	1.6064	-0.0104	-0.6%	1.6305
Low	1.6168	1.6064	-0.0104	-0.6%	1.6092
Close	1.6168	1.6064	-0.0104	-0.6%	1.6092
Range
ATR
Volume	2	2	0	0.0%	10

Daily Pivots for day following 18-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6064	1.6064	1.6064
R3	1.6064	1.6064	1.6064
R2	1.6064	1.6064	1.6064
R1	1.6064	1.6064	1.6064	1.6064
PP	1.6064	1.6064	1.6064	1.6064
S1	1.6064	1.6064	1.6064	1.6064
S2	1.6064	1.6064	1.6064
S3	1.6064	1.6064	1.6064
S4	1.6064	1.6064	1.6064

Weekly Pivots for week ending 13-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6802	1.6660	1.6209
R3	1.6589	1.6447	1.6151
R2	1.6376	1.6376	1.6131
R1	1.6234	1.6234	1.6112	1.6199
PP	1.6163	1.6163	1.6163	1.6145
S1	1.6021	1.6021	1.6072	1.5986
S2	1.5950	1.5950	1.6053
S3	1.5737	1.5808	1.6033
S4	1.5524	1.5595	1.5975

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6199	1.6064	0.0135	0.8%	0.0000	0.0%	0%	False	True	2
10	1.6305	1.6064	0.0241	1.5%	0.0000	0.0%	0%	False	True	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	1.6064
2.618	1.6064
1.618	1.6064
1.000	1.6064
0.618	1.6064
HIGH	1.6064
0.618	1.6064
0.500	1.6064
0.382	1.6064
LOW	1.6064
0.618	1.6064
1.000	1.6064
1.618	1.6064
2.618	1.6064
4.250	1.6064

Fisher Pivots for day following 18-May-2011
Pivot	1 day	3 day
R1	1.6064	1.6116
PP	1.6064	1.6099
S1	1.6064	1.6081

Download as Excel Spreadsheet

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

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