CME British Pound Future September 2012

Trading Metrics calculated at close of trading on 30-Apr-2012

Day Change Summary
	Previous	Current
	27-Apr-2012	30-Apr-2012	Change	Change %	Previous Week
Open	1.6161	1.6248	0.0087	0.5%	1.6093
High	1.6257	1.6276	0.0019	0.1%	1.6257
Low	1.6161	1.6216	0.0055	0.3%	1.6065
Close	1.6254	1.6219	-0.0035	-0.2%	1.6254
Range	0.0096	0.0060	-0.0036	-37.5%	0.0192
ATR	0.0077	0.0076	-0.0001	-1.6%	0.0000
Volume	99	119	20	20.2%	651

Daily Pivots for day following 30-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6417	1.6378	1.6252
R3	1.6357	1.6318	1.6236
R2	1.6297	1.6297	1.6230
R1	1.6258	1.6258	1.6225	1.6248
PP	1.6237	1.6237	1.6237	1.6232
S1	1.6198	1.6198	1.6214	1.6188
S2	1.6177	1.6177	1.6208
S3	1.6117	1.6138	1.6203
S4	1.6057	1.6078	1.6186

Weekly Pivots for week ending 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6768	1.6703	1.6360
R3	1.6576	1.6511	1.6307
R2	1.6384	1.6384	1.6289
R1	1.6319	1.6319	1.6272	1.6352
PP	1.6192	1.6192	1.6192	1.6208
S1	1.6127	1.6127	1.6236	1.6160
S2	1.6000	1.6000	1.6219
S3	1.5808	1.5935	1.6201
S4	1.5616	1.5743	1.6148

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6276	1.6065	0.0211	1.3%	0.0070	0.4%	73%	True	False	115
10	1.6276	1.5867	0.0409	2.5%	0.0074	0.5%	86%	True	False	105
20	1.6276	1.5796	0.0480	3.0%	0.0070	0.4%	88%	True	False	81
40	1.6276	1.5611	0.0665	4.1%	0.0062	0.4%	91%	True	False	66

Crabel Price Patterns
NR	True
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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6531
2.618	1.6433
1.618	1.6373
1.000	1.6336
0.618	1.6313
HIGH	1.6276
0.618	1.6253
0.500	1.6246
0.382	1.6239
LOW	1.6216
0.618	1.6179
1.000	1.6156
1.618	1.6119
2.618	1.6059
4.250	1.5961

Fisher Pivots for day following 30-Apr-2012
Pivot	1 day	3 day
R1	1.6246	1.6218
PP	1.6237	1.6217
S1	1.6228	1.6216

Download as Excel Spreadsheet

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

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