CME British Pound Future September 2012

Trading Metrics calculated at close of trading on 17-Apr-2012

Day Change Summary
	Previous	Current
	16-Apr-2012	17-Apr-2012	Change	Change %	Previous Week
Open	1.5821	1.5867	0.0046	0.3%	1.5853
High	1.5890	1.5955	0.0065	0.4%	1.5959
Low	1.5821	1.5867	0.0046	0.3%	1.5826
Close	1.5889	1.5934	0.0045	0.3%	1.5836
Range	0.0069	0.0088	0.0019	27.5%	0.0133
ATR	0.0079	0.0080	0.0001	0.8%	0.0000
Volume	93	32	-61	-65.6%	246

Daily Pivots for day following 17-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6183	1.6146	1.5982
R3	1.6095	1.6058	1.5958
R2	1.6007	1.6007	1.5950
R1	1.5970	1.5970	1.5942	1.5989
PP	1.5919	1.5919	1.5919	1.5928
S1	1.5882	1.5882	1.5926	1.5901
S2	1.5831	1.5831	1.5918
S3	1.5743	1.5794	1.5910
S4	1.5655	1.5706	1.5886

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	1.5821	0.0138	0.9%	0.0073	0.5%	82%	False	False	60
10	1.5959	1.5796	0.0163	1.0%	0.0062	0.4%	85%	False	False	53
20	1.6028	1.5760	0.0268	1.7%	0.0071	0.4%	65%	False	False	67

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	1.6329
2.618	1.6185
1.618	1.6097
1.000	1.6043
0.618	1.6009
HIGH	1.5955
0.618	1.5921
0.500	1.5911
0.382	1.5901
LOW	1.5867
0.618	1.5813
1.000	1.5779
1.618	1.5725
2.618	1.5637
4.250	1.5493

Fisher Pivots for day following 17-Apr-2012
Pivot	1 day	3 day
R1	1.5926	1.5919
PP	1.5919	1.5903
S1	1.5911	1.5888

Download as Excel Spreadsheet

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

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