CME British Pound Future March 2012

Trading Metrics calculated at close of trading on 20-May-2011

Day Change Summary
	Previous	Current
	19-May-2011	20-May-2011	Change	Change %	Previous Week
Open	1.6135	1.6201	0.0066	0.4%	1.6127
High	1.6135	1.6201	0.0066	0.4%	1.6201
Low	1.6135	1.6201	0.0066	0.4%	1.6064
Close	1.6135	1.6201	0.0066	0.4%	1.6201
Range
ATR	0.0000	0.0054	0.0054		0.0000
Volume	2	2	0	0.0%	10

Daily Pivots for day following 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6201	1.6201	1.6201
R3	1.6201	1.6201	1.6201
R2	1.6201	1.6201	1.6201
R1	1.6201	1.6201	1.6201	1.6201
PP	1.6201	1.6201	1.6201	1.6201
S1	1.6201	1.6201	1.6201	1.6201
S2	1.6201	1.6201	1.6201
S3	1.6201	1.6201	1.6201
S4	1.6201	1.6201	1.6201

Weekly Pivots for week ending 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6566	1.6521	1.6276
R3	1.6429	1.6384	1.6239
R2	1.6292	1.6292	1.6226
R1	1.6247	1.6247	1.6214	1.6270
PP	1.6155	1.6155	1.6155	1.6167
S1	1.6110	1.6110	1.6188	1.6133
S2	1.6018	1.6018	1.6176
S3	1.5881	1.5973	1.6163
S4	1.5744	1.5836	1.6126

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6201	1.6064	0.0137	0.8%	0.0000	0.0%	100%	True	False	2
10	1.6305	1.6064	0.0241	1.5%	0.0000	0.0%	57%	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	1.6201
2.618	1.6201
1.618	1.6201
1.000	1.6201
0.618	1.6201
HIGH	1.6201
0.618	1.6201
0.500	1.6201
0.382	1.6201
LOW	1.6201
0.618	1.6201
1.000	1.6201
1.618	1.6201
2.618	1.6201
4.250	1.6201

Fisher Pivots for day following 20-May-2011
Pivot	1 day	3 day
R1	1.6201	1.6178
PP	1.6201	1.6155
S1	1.6201	1.6133

Download as Excel Spreadsheet

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

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