CME British Pound Future March 2013

Trading Metrics calculated at close of trading on 30-May-2012

Day Change Summary
	Previous	Current
	29-May-2012	30-May-2012	Change	Change %	Previous Week
Open	1.5615	1.5468	-0.0147	-0.9%	1.5779
High	1.5615	1.5468	-0.0147	-0.9%	1.5779
Low	1.5615	1.5468	-0.0147	-0.9%	1.5625
Close	1.5615	1.5468	-0.0147	-0.9%	1.5625
Range
ATR	0.0043	0.0051	0.0007	17.2%	0.0000
Volume	6	6	0	0.0%	30

Daily Pivots for day following 30-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.5468	1.5468	1.5468
R3	1.5468	1.5468	1.5468
R2	1.5468	1.5468	1.5468
R1	1.5468	1.5468	1.5468	1.5468
PP	1.5468	1.5468	1.5468	1.5468
S1	1.5468	1.5468	1.5468	1.5468
S2	1.5468	1.5468	1.5468
S3	1.5468	1.5468	1.5468
S4	1.5468	1.5468	1.5468

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	1.5713	1.5468	0.0245	1.6%	0.0016	0.1%	0%	False	True	6
10	1.5886	1.5468	0.0418	2.7%	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	1.5468
2.618	1.5468
1.618	1.5468
1.000	1.5468
0.618	1.5468
HIGH	1.5468
0.618	1.5468
0.500	1.5468
0.382	1.5468
LOW	1.5468
0.618	1.5468
1.000	1.5468
1.618	1.5468
2.618	1.5468
4.250	1.5468

Fisher Pivots for day following 30-May-2012
Pivot	1 day	3 day
R1	1.5468	1.5547
PP	1.5468	1.5520
S1	1.5468	1.5494

Download as Excel Spreadsheet

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

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