CME British Pound Future September 2012

Trading Metrics calculated at close of trading on 13-Apr-2012

Day Change Summary
	Previous	Current
	12-Apr-2012	13-Apr-2012	Change	Change %	Previous Week
Open	1.5920	1.5907	-0.0013	-0.1%	1.5853
High	1.5959	1.5942	-0.0017	-0.1%	1.5959
Low	1.5908	1.5826	-0.0082	-0.5%	1.5826
Close	1.5955	1.5836	-0.0119	-0.7%	1.5836
Range	0.0051	0.0116	0.0065	127.5%	0.0133
ATR	0.0076	0.0080	0.0004	4.9%	0.0000
Volume	23	144	121	526.1%	246

Daily Pivots for day following 13-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6216	1.6142	1.5900
R3	1.6100	1.6026	1.5868
R2	1.5984	1.5984	1.5857
R1	1.5910	1.5910	1.5847	1.5889
PP	1.5868	1.5868	1.5868	1.5858
S1	1.5794	1.5794	1.5825	1.5773
S2	1.5752	1.5752	1.5815
S3	1.5636	1.5678	1.5804
S4	1.5520	1.5562	1.5772

Weekly Pivots for week ending 13-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6273	1.6187	1.5909
R3	1.6140	1.6054	1.5873
R2	1.6007	1.6007	1.5860
R1	1.5921	1.5921	1.5848	1.5898
PP	1.5874	1.5874	1.5874	1.5862
S1	1.5788	1.5788	1.5824	1.5765
S2	1.5741	1.5741	1.5812
S3	1.5608	1.5655	1.5799
S4	1.5475	1.5522	1.5763

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5959	1.5826	0.0133	0.8%	0.0062	0.4%	8%	False	True	49
10	1.6028	1.5796	0.0232	1.5%	0.0065	0.4%	17%	False	False	64
20	1.6028	1.5760	0.0268	1.7%	0.0070	0.4%	28%	False	False	67

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.6435
2.618	1.6246
1.618	1.6130
1.000	1.6058
0.618	1.6014
HIGH	1.5942
0.618	1.5898
0.500	1.5884
0.382	1.5870
LOW	1.5826
0.618	1.5754
1.000	1.5710
1.618	1.5638
2.618	1.5522
4.250	1.5333

Fisher Pivots for day following 13-Apr-2012
Pivot	1 day	3 day
R1	1.5884	1.5893
PP	1.5868	1.5874
S1	1.5852	1.5855

Download as Excel Spreadsheet

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

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