CME British Pound Future June 2013

Trading Metrics calculated at close of trading on 17-Aug-2012

Day Change Summary
	Previous	Current
	16-Aug-2012	17-Aug-2012	Change	Change %	Previous Week
Open	1.5727	1.5681	-0.0046	-0.3%	1.5671
High	1.5727	1.5681	-0.0046	-0.3%	1.5727
Low	1.5727	1.5681	-0.0046	-0.3%	1.5671
Close	1.5727	1.5681	-0.0046	-0.3%	1.5681
Range
ATR	0.0037	0.0037	0.0001	1.8%	0.0000
Volume	6	6	0	0.0%	30

Daily Pivots for day following 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.5681	1.5681	1.5681
R3	1.5681	1.5681	1.5681
R2	1.5681	1.5681	1.5681
R1	1.5681	1.5681	1.5681	1.5681
PP	1.5681	1.5681	1.5681	1.5681
S1	1.5681	1.5681	1.5681	1.5681
S2	1.5681	1.5681	1.5681
S3	1.5681	1.5681	1.5681
S4	1.5681	1.5681	1.5681

Weekly Pivots for week ending 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.5861	1.5827	1.5712
R3	1.5805	1.5771	1.5696
R2	1.5749	1.5749	1.5691
R1	1.5715	1.5715	1.5686	1.5732
PP	1.5693	1.5693	1.5693	1.5702
S1	1.5659	1.5659	1.5676	1.5676
S2	1.5637	1.5637	1.5671
S3	1.5581	1.5603	1.5666
S4	1.5525	1.5547	1.5650

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5727	1.5671	0.0056	0.4%	0.0000	0.0%	18%	False	False	6
10	1.5727	1.5608	0.0119	0.8%	0.0000	0.0%	61%	False	False	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	1.5681
2.618	1.5681
1.618	1.5681
1.000	1.5681
0.618	1.5681
HIGH	1.5681
0.618	1.5681
0.500	1.5681
0.382	1.5681
LOW	1.5681
0.618	1.5681
1.000	1.5681
1.618	1.5681
2.618	1.5681
4.250	1.5681

Fisher Pivots for day following 17-Aug-2012
Pivot	1 day	3 day
R1	1.5681	1.5701
PP	1.5681	1.5694
S1	1.5681	1.5688

Download as Excel Spreadsheet

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

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