CME British Pound Future March 2013

Trading Metrics calculated at close of trading on 11-Feb-2013

Day Change Summary
	Previous	Current
	08-Feb-2013	11-Feb-2013	Change	Change %	Previous Week
Open	1.5711	1.5787	0.0076	0.5%	1.5695
High	1.5842	1.5807	-0.0035	-0.2%	1.5842
Low	1.5702	1.5649	-0.0053	-0.3%	1.5627
Close	1.5794	1.5660	-0.0134	-0.8%	1.5794
Range	0.0140	0.0158	0.0018	12.9%	0.0215
ATR	0.0108	0.0111	0.0004	3.3%	0.0000
Volume	132,489	105,729	-26,760	-20.2%	666,135

Daily Pivots for day following 11-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6179	1.6078	1.5747
R3	1.6021	1.5920	1.5703
R2	1.5863	1.5863	1.5689
R1	1.5762	1.5762	1.5674	1.5734
PP	1.5705	1.5705	1.5705	1.5691
S1	1.5604	1.5604	1.5646	1.5576
S2	1.5547	1.5547	1.5631
S3	1.5389	1.5446	1.5617
S4	1.5231	1.5288	1.5573

Weekly Pivots for week ending 08-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6399	1.6312	1.5912
R3	1.6184	1.6097	1.5853
R2	1.5969	1.5969	1.5833
R1	1.5882	1.5882	1.5814	1.5926
PP	1.5754	1.5754	1.5754	1.5776
S1	1.5667	1.5667	1.5774	1.5711
S2	1.5539	1.5539	1.5755
S3	1.5324	1.5452	1.5735
S4	1.5109	1.5237	1.5676

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5842	1.5627	0.0215	1.4%	0.0129	0.8%	15%	False	False	133,604
10	1.5874	1.5627	0.0247	1.6%	0.0119	0.8%	13%	False	False	123,981
20	1.6151	1.5627	0.0524	3.3%	0.0111	0.7%	6%	False	False	127,182
40	1.6314	1.5627	0.0687	4.4%	0.0106	0.7%	5%	False	False	106,329
60	1.6314	1.5627	0.0687	4.4%	0.0089	0.6%	5%	False	False	73,443
80	1.6314	1.5627	0.0687	4.4%	0.0076	0.5%	5%	False	False	55,094
100	1.6314	1.5627	0.0687	4.4%	0.0072	0.5%	5%	False	False	44,081
120	1.6314	1.5627	0.0687	4.4%	0.0062	0.4%	5%	False	False	36,737

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0020
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6479
2.618	1.6221
1.618	1.6063
1.000	1.5965
0.618	1.5905
HIGH	1.5807
0.618	1.5747
0.500	1.5728
0.382	1.5709
LOW	1.5649
0.618	1.5551
1.000	1.5491
1.618	1.5393
2.618	1.5235
4.250	1.4978

Fisher Pivots for day following 11-Feb-2013
Pivot	1 day	3 day
R1	1.5728	1.5742
PP	1.5705	1.5715
S1	1.5683	1.5687

Download as Excel Spreadsheet

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

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