CME British Pound Future December 2012

Trading Metrics calculated at close of trading on 03-Apr-2012

Day Change Summary
	Previous	Current
	02-Apr-2012	03-Apr-2012	Change	Change %	Previous Week
Open	1.6015	1.5869	-0.0146	-0.9%	1.5921
High	1.6015	1.5869	-0.0146	-0.9%	1.5967
Low	1.6015	1.5869	-0.0146	-0.9%	1.5818
Close	1.6015	1.5869	-0.0146	-0.9%	1.5967
Range
ATR	0.0054	0.0060	0.0007	12.2%	0.0000
Volume	2	2	0	0.0%	118

Daily Pivots for day following 03-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.5869	1.5869	1.5869
R3	1.5869	1.5869	1.5869
R2	1.5869	1.5869	1.5869
R1	1.5869	1.5869	1.5869	1.5869
PP	1.5869	1.5869	1.5869	1.5869
S1	1.5869	1.5869	1.5869	1.5869
S2	1.5869	1.5869	1.5869
S3	1.5869	1.5869	1.5869
S4	1.5869	1.5869	1.5869

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%	26%	False	False	9
10	1.6015	1.5788	0.0227	1.4%	0.0005	0.0%	36%	False	False	23

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	1.5869
2.618	1.5869
1.618	1.5869
1.000	1.5869
0.618	1.5869
HIGH	1.5869
0.618	1.5869
0.500	1.5869
0.382	1.5869
LOW	1.5869
0.618	1.5869
1.000	1.5869
1.618	1.5869
2.618	1.5869
4.250	1.5869

Fisher Pivots for day following 03-Apr-2012
Pivot	1 day	3 day
R1	1.5869	1.5942
PP	1.5869	1.5918
S1	1.5869	1.5893

Download as Excel Spreadsheet

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

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