CME British Pound Future March 2013

Trading Metrics calculated at close of trading on 29-May-2012

Day Change Summary
	Previous	Current
	25-May-2012	29-May-2012	Change	Change %	Previous Week
Open	1.5625	1.5615	-0.0010	-0.1%	1.5779
High	1.5625	1.5615	-0.0010	-0.1%	1.5779
Low	1.5625	1.5615	-0.0010	-0.1%	1.5625
Close	1.5625	1.5615	-0.0010	-0.1%	1.5625
Range
ATR	0.0046	0.0043	-0.0003	-5.6%	0.0000
Volume	6	6	0	0.0%	30

Daily Pivots for day following 29-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.5615	1.5615	1.5615
R3	1.5615	1.5615	1.5615
R2	1.5615	1.5615	1.5615
R1	1.5615	1.5615	1.5615	1.5615
PP	1.5615	1.5615	1.5615	1.5615
S1	1.5615	1.5615	1.5615	1.5615
S2	1.5615	1.5615	1.5615
S3	1.5615	1.5615	1.5615
S4	1.5615	1.5615	1.5615

Weekly Pivots for week ending 25-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6138	1.6036	1.5710
R3	1.5984	1.5882	1.5667
R2	1.5830	1.5830	1.5653
R1	1.5728	1.5728	1.5639	1.5702
PP	1.5676	1.5676	1.5676	1.5664
S1	1.5574	1.5574	1.5611	1.5548
S2	1.5522	1.5522	1.5597
S3	1.5368	1.5420	1.5583
S4	1.5214	1.5266	1.5540

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5748	1.5615	0.0133	0.9%	0.0016	0.1%	0%	False	True	6
10	1.5972	1.5615	0.0357	2.3%	0.0008	0.1%	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	1.5615
2.618	1.5615
1.618	1.5615
1.000	1.5615
0.618	1.5615
HIGH	1.5615
0.618	1.5615
0.500	1.5615
0.382	1.5615
LOW	1.5615
0.618	1.5615
1.000	1.5615
1.618	1.5615
2.618	1.5615
4.250	1.5615

Fisher Pivots for day following 29-May-2012
Pivot	1 day	3 day
R1	1.5615	1.5664
PP	1.5615	1.5648
S1	1.5615	1.5631

Download as Excel Spreadsheet

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

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