CME British Pound Future March 2013

Trading Metrics calculated at close of trading on 05-Feb-2013

Day Change Summary
	Previous	Current
	04-Feb-2013	05-Feb-2013	Change	Change %	Previous Week
Open	1.5695	1.5749	0.0054	0.3%	1.5766
High	1.5769	1.5802	0.0033	0.2%	1.5874
Low	1.5690	1.5627	-0.0063	-0.4%	1.5670
Close	1.5759	1.5658	-0.0101	-0.6%	1.5713
Range	0.0079	0.0175	0.0096	121.5%	0.0204
ATR	0.0103	0.0108	0.0005	5.0%	0.0000
Volume	103,840	143,369	39,529	38.1%	586,067

Daily Pivots for day following 05-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6221	1.6114	1.5754
R3	1.6046	1.5939	1.5706
R2	1.5871	1.5871	1.5690
R1	1.5764	1.5764	1.5674	1.5730
PP	1.5696	1.5696	1.5696	1.5679
S1	1.5589	1.5589	1.5642	1.5555
S2	1.5521	1.5521	1.5626
S3	1.5346	1.5414	1.5610
S4	1.5171	1.5239	1.5562

Weekly Pivots for week ending 01-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6364	1.6243	1.5825
R3	1.6160	1.6039	1.5769
R2	1.5956	1.5956	1.5750
R1	1.5835	1.5835	1.5732	1.5794
PP	1.5752	1.5752	1.5752	1.5732
S1	1.5631	1.5631	1.5694	1.5590
S2	1.5548	1.5548	1.5676
S3	1.5344	1.5427	1.5657
S4	1.5140	1.5223	1.5601

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5874	1.5627	0.0247	1.6%	0.0127	0.8%	13%	False	True	122,027
10	1.5888	1.5627	0.0261	1.7%	0.0111	0.7%	12%	False	True	121,439
20	1.6166	1.5627	0.0539	3.4%	0.0108	0.7%	6%	False	True	122,138
40	1.6314	1.5627	0.0687	4.4%	0.0101	0.6%	5%	False	True	96,707
60	1.6314	1.5627	0.0687	4.4%	0.0083	0.5%	5%	False	True	64,703
80	1.6314	1.5627	0.0687	4.4%	0.0072	0.5%	5%	False	True	48,536
100	1.6314	1.5627	0.0687	4.4%	0.0068	0.4%	5%	False	True	38,836
120	1.6314	1.5627	0.0687	4.4%	0.0058	0.4%	5%	False	True	32,365

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6546
2.618	1.6260
1.618	1.6085
1.000	1.5977
0.618	1.5910
HIGH	1.5802
0.618	1.5735
0.500	1.5715
0.382	1.5694
LOW	1.5627
0.618	1.5519
1.000	1.5452
1.618	1.5344
2.618	1.5169
4.250	1.4883

Fisher Pivots for day following 05-Feb-2013
Pivot	1 day	3 day
R1	1.5715	1.5751
PP	1.5696	1.5720
S1	1.5677	1.5689

Download as Excel Spreadsheet

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

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