CME British Pound Future March 2012

Trading Metrics calculated at close of trading on 03-Feb-2012

Day Change Summary
	Previous	Current
	02-Feb-2012	03-Feb-2012	Change	Change %	Previous Week
Open	1.5834	1.5803	-0.0031	-0.2%	1.5722
High	1.5854	1.5855	0.0001	0.0%	1.5880
Low	1.5790	1.5745	-0.0045	-0.3%	1.5647
Close	1.5797	1.5825	0.0028	0.2%	1.5825
Range	0.0064	0.0110	0.0046	71.9%	0.0233
ATR	0.0116	0.0115	0.0000	-0.4%	0.0000
Volume	76,892	98,866	21,974	28.6%	445,446

Daily Pivots for day following 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6138	1.6092	1.5886
R3	1.6028	1.5982	1.5855
R2	1.5918	1.5918	1.5845
R1	1.5872	1.5872	1.5835	1.5895
PP	1.5808	1.5808	1.5808	1.5820
S1	1.5762	1.5762	1.5815	1.5785
S2	1.5698	1.5698	1.5805
S3	1.5588	1.5652	1.5795
S4	1.5478	1.5542	1.5765

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6483	1.6387	1.5953
R3	1.6250	1.6154	1.5889
R2	1.6017	1.6017	1.5868
R1	1.5921	1.5921	1.5846	1.5969
PP	1.5784	1.5784	1.5784	1.5808
S1	1.5688	1.5688	1.5804	1.5736
S2	1.5551	1.5551	1.5782
S3	1.5318	1.5455	1.5761
S4	1.5085	1.5222	1.5697

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5880	1.5647	0.0233	1.5%	0.0107	0.7%	76%	False	False	89,089
10	1.5880	1.5510	0.0370	2.3%	0.0105	0.7%	85%	False	False	89,915
20	1.5880	1.5222	0.0658	4.2%	0.0112	0.7%	92%	False	False	86,042
40	1.5880	1.5222	0.0658	4.2%	0.0122	0.8%	92%	False	False	68,468
60	1.6101	1.5222	0.0879	5.6%	0.0122	0.8%	69%	False	False	45,982
80	1.6120	1.5222	0.0898	5.7%	0.0115	0.7%	67%	False	False	34,496
100	1.6120	1.5222	0.0898	5.7%	0.0108	0.7%	67%	False	False	27,602
120	1.6503	1.5222	0.1281	8.1%	0.0091	0.6%	47%	False	False	23,002

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0031
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6323
2.618	1.6143
1.618	1.6033
1.000	1.5965
0.618	1.5923
HIGH	1.5855
0.618	1.5813
0.500	1.5800
0.382	1.5787
LOW	1.5745
0.618	1.5677
1.000	1.5635
1.618	1.5567
2.618	1.5457
4.250	1.5278

Fisher Pivots for day following 03-Feb-2012
Pivot	1 day	3 day
R1	1.5817	1.5813
PP	1.5808	1.5802
S1	1.5800	1.5790

Download as Excel Spreadsheet

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

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