CME British Pound Future March 2013

Trading Metrics calculated at close of trading on 14-Jan-2013

Day Change Summary
	Previous	Current
	11-Jan-2013	14-Jan-2013	Change	Change %	Previous Week
Open	1.6162	1.6129	-0.0033	-0.2%	1.6075
High	1.6166	1.6151	-0.0015	-0.1%	1.6166
Low	1.6084	1.6026	-0.0058	-0.4%	1.5988
Close	1.6118	1.6083	-0.0035	-0.2%	1.6118
Range	0.0082	0.0125	0.0043	52.4%	0.0178
ATR	0.0097	0.0099	0.0002	2.1%	0.0000
Volume	100,457	101,229	772	0.8%	520,017

Daily Pivots for day following 14-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6462	1.6397	1.6152
R3	1.6337	1.6272	1.6117
R2	1.6212	1.6212	1.6106
R1	1.6147	1.6147	1.6094	1.6117
PP	1.6087	1.6087	1.6087	1.6072
S1	1.6022	1.6022	1.6072	1.5992
S2	1.5962	1.5962	1.6060
S3	1.5837	1.5897	1.6049
S4	1.5712	1.5772	1.6014

Weekly Pivots for week ending 11-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6625	1.6549	1.6216
R3	1.6447	1.6371	1.6167
R2	1.6269	1.6269	1.6151
R1	1.6193	1.6193	1.6134	1.6231
PP	1.6091	1.6091	1.6091	1.6110
S1	1.6015	1.6015	1.6102	1.6053
S2	1.5913	1.5913	1.6085
S3	1.5735	1.5837	1.6069
S4	1.5557	1.5659	1.6020

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6166	1.5988	0.0178	1.1%	0.0110	0.7%	53%	False	False	105,000
10	1.6314	1.5945	0.0369	2.3%	0.0120	0.7%	37%	False	False	98,720
20	1.6314	1.5945	0.0369	2.3%	0.0103	0.6%	37%	False	False	86,562
40	1.6314	1.5828	0.0486	3.0%	0.0081	0.5%	52%	False	False	49,102
60	1.6314	1.5828	0.0486	3.0%	0.0066	0.4%	52%	False	False	32,751
80	1.6314	1.5828	0.0486	3.0%	0.0063	0.4%	52%	False	False	24,571
100	1.6314	1.5781	0.0533	3.3%	0.0053	0.3%	57%	False	False	19,660
120	1.6314	1.5500	0.0814	5.1%	0.0045	0.3%	72%	False	False	16,385

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6682
2.618	1.6478
1.618	1.6353
1.000	1.6276
0.618	1.6228
HIGH	1.6151
0.618	1.6103
0.500	1.6089
0.382	1.6074
LOW	1.6026
0.618	1.5949
1.000	1.5901
1.618	1.5824
2.618	1.5699
4.250	1.5495

Fisher Pivots for day following 14-Jan-2013
Pivot	1 day	3 day
R1	1.6089	1.6083
PP	1.6087	1.6083
S1	1.6085	1.6083

Download as Excel Spreadsheet

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

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