CME British Pound Future March 2013

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

Day Change Summary
	Previous	Current
	21-May-2012	22-May-2012	Change	Change %	Previous Week
Open	1.5779	1.5748	-0.0031	-0.2%	1.6070
High	1.5779	1.5748	-0.0031	-0.2%	1.6070
Low	1.5779	1.5748	-0.0031	-0.2%	1.5776
Close	1.5779	1.5748	-0.0031	-0.2%	1.5776
Range
ATR
Volume	6	6	0	0.0%	30

Daily Pivots for day following 22-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.5748	1.5748	1.5748
R3	1.5748	1.5748	1.5748
R2	1.5748	1.5748	1.5748
R1	1.5748	1.5748	1.5748	1.5748
PP	1.5748	1.5748	1.5748	1.5748
S1	1.5748	1.5748	1.5748	1.5748
S2	1.5748	1.5748	1.5748
S3	1.5748	1.5748	1.5748
S4	1.5748	1.5748	1.5748

Weekly Pivots for week ending 18-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6756	1.6560	1.5938
R3	1.6462	1.6266	1.5857
R2	1.6168	1.6168	1.5830
R1	1.5972	1.5972	1.5803	1.5923
PP	1.5874	1.5874	1.5874	1.5850
S1	1.5678	1.5678	1.5749	1.5629
S2	1.5580	1.5580	1.5722
S3	1.5286	1.5384	1.5695
S4	1.4992	1.5090	1.5614

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5886	1.5748	0.0138	0.9%	0.0000	0.0%	0%	False	True	6
10	1.6118	1.5748	0.0370	2.3%	0.0000	0.0%	0%	False	True	6

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	1.5748
2.618	1.5748
1.618	1.5748
1.000	1.5748
0.618	1.5748
HIGH	1.5748
0.618	1.5748
0.500	1.5748
0.382	1.5748
LOW	1.5748
0.618	1.5748
1.000	1.5748
1.618	1.5748
2.618	1.5748
4.250	1.5748

Fisher Pivots for day following 22-May-2012
Pivot	1 day	3 day
R1	1.5748	1.5764
PP	1.5748	1.5758
S1	1.5748	1.5753

Download as Excel Spreadsheet

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

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