CME British Pound Future June 2013

Trading Metrics calculated at close of trading on 22-Aug-2012

Day Change Summary
	Previous	Current
	21-Aug-2012	22-Aug-2012	Change	Change %	Previous Week
Open	1.5767	1.5856	0.0089	0.6%	1.5671
High	1.5767	1.5856	0.0089	0.6%	1.5727
Low	1.5767	1.5856	0.0089	0.6%	1.5671
Close	1.5767	1.5856	0.0089	0.6%	1.5681
Range
ATR	0.0038	0.0042	0.0004	9.5%	0.0000
Volume	46	46	0	0.0%	30

Daily Pivots for day following 22-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.5856	1.5856	1.5856
R3	1.5856	1.5856	1.5856
R2	1.5856	1.5856	1.5856
R1	1.5856	1.5856	1.5856	1.5856
PP	1.5856	1.5856	1.5856	1.5856
S1	1.5856	1.5856	1.5856	1.5856
S2	1.5856	1.5856	1.5856
S3	1.5856	1.5856	1.5856
S4	1.5856	1.5856	1.5856

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	1.5856	1.5681	0.0175	1.1%	0.0000	0.0%	100%	True	False	30
10	1.5856	1.5622	0.0234	1.5%	0.0000	0.0%	100%	True	False	18

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	1.5856
2.618	1.5856
1.618	1.5856
1.000	1.5856
0.618	1.5856
HIGH	1.5856
0.618	1.5856
0.500	1.5856
0.382	1.5856
LOW	1.5856
0.618	1.5856
1.000	1.5856
1.618	1.5856
2.618	1.5856
4.250	1.5856

Fisher Pivots for day following 22-Aug-2012
Pivot	1 day	3 day
R1	1.5856	1.5830
PP	1.5856	1.5804
S1	1.5856	1.5778

Download as Excel Spreadsheet

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

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