CME British Pound Future December 2012

Trading Metrics calculated at close of trading on 22-Mar-2012

Day Change Summary
	Previous	Current
	21-Mar-2012	22-Mar-2012	Change	Change %	Previous Week
Open	1.5827	1.5788	-0.0039	-0.2%	1.5601
High	1.5827	1.5788	-0.0039	-0.2%	1.5800
Low	1.5827	1.5788	-0.0039	-0.2%	1.5601
Close	1.5827	1.5788	-0.0039	-0.2%	1.5800
Range
ATR
Volume	38	38	0	0.0%	190

Daily Pivots for day following 22-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.5788	1.5788	1.5788
R3	1.5788	1.5788	1.5788
R2	1.5788	1.5788	1.5788
R1	1.5788	1.5788	1.5788	1.5788
PP	1.5788	1.5788	1.5788	1.5788
S1	1.5788	1.5788	1.5788	1.5788
S2	1.5788	1.5788	1.5788
S3	1.5788	1.5788	1.5788
S4	1.5788	1.5788	1.5788

Weekly Pivots for week ending 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6331	1.6264	1.5909
R3	1.6132	1.6065	1.5855
R2	1.5933	1.5933	1.5836
R1	1.5866	1.5866	1.5818	1.5900
PP	1.5734	1.5734	1.5734	1.5750
S1	1.5667	1.5667	1.5782	1.5701
S2	1.5535	1.5535	1.5764
S3	1.5336	1.5468	1.5745
S4	1.5137	1.5269	1.5691

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5866	1.5788	0.0078	0.5%	0.0000	0.0%	0%	False	True	38
10	1.5866	1.5601	0.0265	1.7%	0.0000	0.0%	71%	False	False	34

Crabel Price Patterns
NR	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	1.5788
2.618	1.5788
1.618	1.5788
1.000	1.5788
0.618	1.5788
HIGH	1.5788
0.618	1.5788
0.500	1.5788
0.382	1.5788
LOW	1.5788
0.618	1.5788
1.000	1.5788
1.618	1.5788
2.618	1.5788
4.250	1.5788

Fisher Pivots for day following 22-Mar-2012
Pivot	1 day	3 day
R1	1.5788	1.5813
PP	1.5788	1.5805
S1	1.5788	1.5796

Download as Excel Spreadsheet

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

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