CME British Pound Future September 2012

Trading Metrics calculated at close of trading on 12-Apr-2012

Day Change Summary
	Previous	Current
	11-Apr-2012	12-Apr-2012	Change	Change %	Previous Week
Open	1.5880	1.5920	0.0040	0.3%	1.6002
High	1.5915	1.5959	0.0044	0.3%	1.6028
Low	1.5873	1.5908	0.0035	0.2%	1.5796
Close	1.5886	1.5955	0.0069	0.4%	1.5858
Range	0.0042	0.0051	0.0009	21.4%	0.0232
ATR	0.0077	0.0076	0.0000	-0.3%	0.0000
Volume	11	23	12	109.1%	396

Daily Pivots for day following 12-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6094	1.6075	1.5983
R3	1.6043	1.6024	1.5969
R2	1.5992	1.5992	1.5964
R1	1.5973	1.5973	1.5960	1.5983
PP	1.5941	1.5941	1.5941	1.5945
S1	1.5922	1.5922	1.5950	1.5932
S2	1.5890	1.5890	1.5946
S3	1.5839	1.5871	1.5941
S4	1.5788	1.5820	1.5927

Weekly Pivots for week ending 06-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6590	1.6456	1.5986
R3	1.6358	1.6224	1.5922
R2	1.6126	1.6126	1.5901
R1	1.5992	1.5992	1.5879	1.5943
PP	1.5894	1.5894	1.5894	1.5870
S1	1.5760	1.5760	1.5837	1.5711
S2	1.5662	1.5662	1.5815
S3	1.5430	1.5528	1.5794
S4	1.5198	1.5296	1.5730

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5959	1.5829	0.0130	0.8%	0.0041	0.3%	97%	True	False	30
10	1.6028	1.5796	0.0232	1.5%	0.0060	0.4%	69%	False	False	56
20	1.6028	1.5684	0.0344	2.2%	0.0072	0.5%	79%	False	False	61

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6176
2.618	1.6093
1.618	1.6042
1.000	1.6010
0.618	1.5991
HIGH	1.5959
0.618	1.5940
0.500	1.5934
0.382	1.5927
LOW	1.5908
0.618	1.5876
1.000	1.5857
1.618	1.5825
2.618	1.5774
4.250	1.5691

Fisher Pivots for day following 12-Apr-2012
Pivot	1 day	3 day
R1	1.5948	1.5935
PP	1.5941	1.5914
S1	1.5934	1.5894

Download as Excel Spreadsheet

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

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