CME British Pound Future March 2013

Trading Metrics calculated at close of trading on 23-May-2012

Day Change Summary
	Previous	Current
	22-May-2012	23-May-2012	Change	Change %	Previous Week
Open	1.5748	1.5669	-0.0079	-0.5%	1.6070
High	1.5748	1.5669	-0.0079	-0.5%	1.6070
Low	1.5748	1.5669	-0.0079	-0.5%	1.5776
Close	1.5748	1.5669	-0.0079	-0.5%	1.5776
Range
ATR
Volume	6	6	0	0.0%	30

Daily Pivots for day following 23-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.5669	1.5669	1.5669
R3	1.5669	1.5669	1.5669
R2	1.5669	1.5669	1.5669
R1	1.5669	1.5669	1.5669	1.5669
PP	1.5669	1.5669	1.5669	1.5669
S1	1.5669	1.5669	1.5669	1.5669
S2	1.5669	1.5669	1.5669
S3	1.5669	1.5669	1.5669
S4	1.5669	1.5669	1.5669

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	1.5789	1.5669	0.0120	0.8%	0.0000	0.0%	0%	False	True	6
10	1.6118	1.5669	0.0449	2.9%	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	1.5669
2.618	1.5669
1.618	1.5669
1.000	1.5669
0.618	1.5669
HIGH	1.5669
0.618	1.5669
0.500	1.5669
0.382	1.5669
LOW	1.5669
0.618	1.5669
1.000	1.5669
1.618	1.5669
2.618	1.5669
4.250	1.5669

Fisher Pivots for day following 23-May-2012
Pivot	1 day	3 day
R1	1.5669	1.5724
PP	1.5669	1.5706
S1	1.5669	1.5687

Download as Excel Spreadsheet

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

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