CME British Pound Future March 2013

Trading Metrics calculated at close of trading on 07-Jun-2012

Day Change Summary
	Previous	Current
	06-Jun-2012	07-Jun-2012	Change	Change %	Previous Week
Open	1.5464	1.5476	0.0012	0.1%	1.5615
High	1.5464	1.5537	0.0073	0.5%	1.5615
Low	1.5464	1.5472	0.0008	0.1%	1.5360
Close	1.5464	1.5537	0.0073	0.5%	1.5364
Range	0.0000	0.0065	0.0065		0.0255
ATR	0.0051	0.0053	0.0002	3.0%	0.0000
Volume	4	4	0	0.0%	22

Daily Pivots for day following 07-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.5710	1.5689	1.5573
R3	1.5645	1.5624	1.5555
R2	1.5580	1.5580	1.5549
R1	1.5559	1.5559	1.5543	1.5570
PP	1.5515	1.5515	1.5515	1.5521
S1	1.5494	1.5494	1.5531	1.5505
S2	1.5450	1.5450	1.5525
S3	1.5385	1.5429	1.5519
S4	1.5320	1.5364	1.5501

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6211	1.6043	1.5504
R3	1.5956	1.5788	1.5434
R2	1.5701	1.5701	1.5411
R1	1.5533	1.5533	1.5387	1.5490
PP	1.5446	1.5446	1.5446	1.5425
S1	1.5278	1.5278	1.5341	1.5235
S2	1.5191	1.5191	1.5317
S3	1.4936	1.5023	1.5294
S4	1.4681	1.4768	1.5224

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5537	1.5361	0.0176	1.1%	0.0013	0.1%	100%	True	False	4
10	1.5713	1.5360	0.0353	2.3%	0.0018	0.1%	50%	False	False	5
20	1.6118	1.5360	0.0758	4.9%	0.0009	0.1%	23%	False	False	5

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.5813
2.618	1.5707
1.618	1.5642
1.000	1.5602
0.618	1.5577
HIGH	1.5537
0.618	1.5512
0.500	1.5505
0.382	1.5497
LOW	1.5472
0.618	1.5432
1.000	1.5407
1.618	1.5367
2.618	1.5302
4.250	1.5196

Fisher Pivots for day following 07-Jun-2012
Pivot	1 day	3 day
R1	1.5526	1.5508
PP	1.5515	1.5478
S1	1.5505	1.5449

Download as Excel Spreadsheet

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

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