CME British Pound Future December 2012

Trading Metrics calculated at close of trading on 27-Mar-2012

Day Change Summary
	Previous	Current
	26-Mar-2012	27-Mar-2012	Change	Change %	Previous Week
Open	1.5921	1.5931	0.0010	0.1%	1.5866
High	1.5921	1.5931	0.0010	0.1%	1.5866
Low	1.5921	1.5931	0.0010	0.1%	1.5788
Close	1.5921	1.5931	0.0010	0.1%	1.5838
Range
ATR	0.0000	0.0050	0.0050		0.0000
Volume	38	38	0	0.0%	190

Daily Pivots for day following 27-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.5931	1.5931	1.5931
R3	1.5931	1.5931	1.5931
R2	1.5931	1.5931	1.5931
R1	1.5931	1.5931	1.5931	1.5931
PP	1.5931	1.5931	1.5931	1.5931
S1	1.5931	1.5931	1.5931	1.5931
S2	1.5931	1.5931	1.5931
S3	1.5931	1.5931	1.5931
S4	1.5931	1.5931	1.5931

Weekly Pivots for week ending 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6065	1.6029	1.5881
R3	1.5987	1.5951	1.5859
R2	1.5909	1.5909	1.5852
R1	1.5873	1.5873	1.5845	1.5852
PP	1.5831	1.5831	1.5831	1.5820
S1	1.5795	1.5795	1.5831	1.5774
S2	1.5753	1.5753	1.5824
S3	1.5675	1.5717	1.5817
S4	1.5597	1.5639	1.5795

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5931	1.5788	0.0143	0.9%	0.0000	0.0%	100%	True	False	38
10	1.5931	1.5644	0.0287	1.8%	0.0000	0.0%	100%	True	False	38

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	1.5931
2.618	1.5931
1.618	1.5931
1.000	1.5931
0.618	1.5931
HIGH	1.5931
0.618	1.5931
0.500	1.5931
0.382	1.5931
LOW	1.5931
0.618	1.5931
1.000	1.5931
1.618	1.5931
2.618	1.5931
4.250	1.5931

Fisher Pivots for day following 27-Mar-2012
Pivot	1 day	3 day
R1	1.5931	1.5916
PP	1.5931	1.5900
S1	1.5931	1.5885

Download as Excel Spreadsheet

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

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