CME British Pound Future March 2012

Trading Metrics calculated at close of trading on 10-Feb-2012

Day Change Summary
	Previous	Current
	09-Feb-2012	10-Feb-2012	Change	Change %	Previous Week
Open	1.5813	1.5814	0.0001	0.0%	1.5814
High	1.5882	1.5845	-0.0037	-0.2%	1.5924
Low	1.5789	1.5725	-0.0064	-0.4%	1.5725
Close	1.5822	1.5735	-0.0087	-0.5%	1.5735
Range	0.0093	0.0120	0.0027	29.0%	0.0199
ATR	0.0115	0.0115	0.0000	0.3%	0.0000
Volume	86,168	78,028	-8,140	-9.4%	409,088

Daily Pivots for day following 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6128	1.6052	1.5801
R3	1.6008	1.5932	1.5768
R2	1.5888	1.5888	1.5757
R1	1.5812	1.5812	1.5746	1.5790
PP	1.5768	1.5768	1.5768	1.5758
S1	1.5692	1.5692	1.5724	1.5670
S2	1.5648	1.5648	1.5713
S3	1.5528	1.5572	1.5702
S4	1.5408	1.5452	1.5669

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6392	1.6262	1.5844
R3	1.6193	1.6063	1.5790
R2	1.5994	1.5994	1.5771
R1	1.5864	1.5864	1.5753	1.5830
PP	1.5795	1.5795	1.5795	1.5777
S1	1.5665	1.5665	1.5717	1.5631
S2	1.5596	1.5596	1.5699
S3	1.5397	1.5466	1.5680
S4	1.5198	1.5267	1.5626

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5924	1.5725	0.0199	1.3%	0.0115	0.7%	5%	False	True	81,817
10	1.5924	1.5647	0.0277	1.8%	0.0111	0.7%	32%	False	False	85,453
20	1.5924	1.5222	0.0702	4.5%	0.0113	0.7%	73%	False	False	87,692
40	1.5924	1.5222	0.0702	4.5%	0.0118	0.8%	73%	False	False	76,722
60	1.5924	1.5222	0.0702	4.5%	0.0121	0.8%	73%	False	False	52,794
80	1.6120	1.5222	0.0898	5.7%	0.0119	0.8%	57%	False	False	39,607
100	1.6120	1.5222	0.0898	5.7%	0.0113	0.7%	57%	False	False	31,692
120	1.6467	1.5222	0.1245	7.9%	0.0095	0.6%	41%	False	False	26,411

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0028
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6355
2.618	1.6159
1.618	1.6039
1.000	1.5965
0.618	1.5919
HIGH	1.5845
0.618	1.5799
0.500	1.5785
0.382	1.5771
LOW	1.5725
0.618	1.5651
1.000	1.5605
1.618	1.5531
2.618	1.5411
4.250	1.5215

Fisher Pivots for day following 10-Feb-2012
Pivot	1 day	3 day
R1	1.5785	1.5825
PP	1.5768	1.5795
S1	1.5752	1.5765

Download as Excel Spreadsheet

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

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