CME British Pound Future December 2012

Trading Metrics calculated at close of trading on 02-Apr-2012

Day Change Summary
	Previous	Current
	30-Mar-2012	02-Apr-2012	Change	Change %	Previous Week
Open	1.5967	1.6015	0.0048	0.3%	1.5921
High	1.5967	1.6015	0.0048	0.3%	1.5967
Low	1.5967	1.6015	0.0048	0.3%	1.5818
Close	1.5967	1.6015	0.0048	0.3%	1.5967
Range
ATR	0.0054	0.0054	0.0000	-0.8%	0.0000
Volume	2	2	0	0.0%	118

Daily Pivots for day following 02-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6015	1.6015	1.6015
R3	1.6015	1.6015	1.6015
R2	1.6015	1.6015	1.6015
R1	1.6015	1.6015	1.6015	1.6015
PP	1.6015	1.6015	1.6015	1.6015
S1	1.6015	1.6015	1.6015	1.6015
S2	1.6015	1.6015	1.6015
S3	1.6015	1.6015	1.6015
S4	1.6015	1.6015	1.6015

Weekly Pivots for week ending 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6364	1.6315	1.6049
R3	1.6215	1.6166	1.6008
R2	1.6066	1.6066	1.5994
R1	1.6017	1.6017	1.5981	1.6042
PP	1.5917	1.5917	1.5917	1.5930
S1	1.5868	1.5868	1.5953	1.5893
S2	1.5768	1.5768	1.5940
S3	1.5619	1.5719	1.5926
S4	1.5470	1.5570	1.5885

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6015	1.5818	0.0197	1.2%	0.0009	0.1%	100%	True	False	16
10	1.6015	1.5788	0.0227	1.4%	0.0005	0.0%	100%	True	False	27

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	1.6015
2.618	1.6015
1.618	1.6015
1.000	1.6015
0.618	1.6015
HIGH	1.6015
0.618	1.6015
0.500	1.6015
0.382	1.6015
LOW	1.6015
0.618	1.6015
1.000	1.6015
1.618	1.6015
2.618	1.6015
4.250	1.6015

Fisher Pivots for day following 02-Apr-2012
Pivot	1 day	3 day
R1	1.6015	1.5996
PP	1.6015	1.5978
S1	1.6015	1.5959

Download as Excel Spreadsheet

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

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