CME British Pound Future June 2012

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

Day Change Summary
	Previous	Current
	09-Apr-2012	10-Apr-2012	Change	Change %	Previous Week
Open	1.5885	1.5892	0.0007	0.0%	1.6002
High	1.5908	1.5925	0.0017	0.1%	1.6056
Low	1.5829	1.5802	-0.0027	-0.2%	1.5797
Close	1.5901	1.5853	-0.0048	-0.3%	1.5823
Range	0.0079	0.0123	0.0044	55.7%	0.0259
ATR	0.0106	0.0107	0.0001	1.1%	0.0000
Volume	35,299	107,459	72,160	204.4%	376,487

Daily Pivots for day following 10-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6229	1.6164	1.5921
R3	1.6106	1.6041	1.5887
R2	1.5983	1.5983	1.5876
R1	1.5918	1.5918	1.5864	1.5889
PP	1.5860	1.5860	1.5860	1.5846
S1	1.5795	1.5795	1.5842	1.5766
S2	1.5737	1.5737	1.5830
S3	1.5614	1.5672	1.5819
S4	1.5491	1.5549	1.5785

Weekly Pivots for week ending 06-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6669	1.6505	1.5965
R3	1.6410	1.6246	1.5894
R2	1.6151	1.6151	1.5870
R1	1.5987	1.5987	1.5847	1.5940
PP	1.5892	1.5892	1.5892	1.5868
S1	1.5728	1.5728	1.5799	1.5681
S2	1.5633	1.5633	1.5776
S3	1.5374	1.5469	1.5752
S4	1.5115	1.5210	1.5681

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6040	1.5797	0.0243	1.5%	0.0109	0.7%	23%	False	False	85,912
10	1.6056	1.5797	0.0259	1.6%	0.0102	0.6%	22%	False	False	91,991
20	1.6056	1.5611	0.0445	2.8%	0.0109	0.7%	54%	False	False	83,185
40	1.6056	1.5591	0.0465	2.9%	0.0107	0.7%	56%	False	False	43,070
60	1.6056	1.5240	0.0816	5.1%	0.0097	0.6%	75%	False	False	28,725
80	1.6056	1.5240	0.0816	5.1%	0.0089	0.6%	75%	False	False	21,549
100	1.6056	1.5240	0.0816	5.1%	0.0073	0.5%	75%	False	False	17,240
120	1.6094	1.5240	0.0854	5.4%	0.0061	0.4%	72%	False	False	14,367

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6448
2.618	1.6247
1.618	1.6124
1.000	1.6048
0.618	1.6001
HIGH	1.5925
0.618	1.5878
0.500	1.5864
0.382	1.5849
LOW	1.5802
0.618	1.5726
1.000	1.5679
1.618	1.5603
2.618	1.5480
4.250	1.5279

Fisher Pivots for day following 10-Apr-2012
Pivot	1 day	3 day
R1	1.5864	1.5861
PP	1.5860	1.5858
S1	1.5857	1.5856

Download as Excel Spreadsheet

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

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