CME British Pound Future June 2012

Trading Metrics calculated at close of trading on 25-Aug-2011

Day Change Summary
	Previous	Current
	24-Aug-2011	25-Aug-2011	Change	Change %	Previous Week
Open	1.6315	1.6231	-0.0084	-0.5%	1.6334
High	1.6315	1.6231	-0.0084	-0.5%	1.6514
Low	1.6315	1.6231	-0.0084	-0.5%	1.6334
Close	1.6315	1.6231	-0.0084	-0.5%	1.6431
Range
ATR	0.0068	0.0069	0.0001	1.7%	0.0000
Volume	2	2	0	0.0%	10

Daily Pivots for day following 25-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6231	1.6231	1.6231
R3	1.6231	1.6231	1.6231
R2	1.6231	1.6231	1.6231
R1	1.6231	1.6231	1.6231	1.6231
PP	1.6231	1.6231	1.6231	1.6231
S1	1.6231	1.6231	1.6231	1.6231
S2	1.6231	1.6231	1.6231
S3	1.6231	1.6231	1.6231
S4	1.6231	1.6231	1.6231

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6966	1.6879	1.6530
R3	1.6786	1.6699	1.6481
R2	1.6606	1.6606	1.6464
R1	1.6519	1.6519	1.6448	1.6563
PP	1.6426	1.6426	1.6426	1.6448
S1	1.6339	1.6339	1.6415	1.6383
S2	1.6246	1.6246	1.6398
S3	1.6066	1.6159	1.6382
S4	1.5886	1.5979	1.6332

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6450	1.6231	0.0219	1.3%	0.0000	0.0%	0%	False	True	2
10	1.6514	1.6231	0.0283	1.7%	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	1.6231
2.618	1.6231
1.618	1.6231
1.000	1.6231
0.618	1.6231
HIGH	1.6231
0.618	1.6231
0.500	1.6231
0.382	1.6231
LOW	1.6231
0.618	1.6231
1.000	1.6231
1.618	1.6231
2.618	1.6231
4.250	1.6231

Fisher Pivots for day following 25-Aug-2011
Pivot	1 day	3 day
R1	1.6231	1.6341
PP	1.6231	1.6304
S1	1.6231	1.6268

Download as Excel Spreadsheet

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

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