CME British Pound Future June 2013

Trading Metrics calculated at close of trading on 10-Jun-2013

Day Change Summary
	Previous	Current
	07-Jun-2013	10-Jun-2013	Change	Change %	Previous Week
Open	1.5587	1.5538	-0.0049	-0.3%	1.5196
High	1.5617	1.5586	-0.0031	-0.2%	1.5684
Low	1.5490	1.5495	0.0005	0.0%	1.5191
Close	1.5558	1.5584	0.0026	0.2%	1.5558
Range	0.0127	0.0091	-0.0036	-28.3%	0.0493
ATR	0.0134	0.0131	-0.0003	-2.3%	0.0000
Volume	185,374	128,786	-56,588	-30.5%	812,461

Daily Pivots for day following 10-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.5828	1.5797	1.5634
R3	1.5737	1.5706	1.5609
R2	1.5646	1.5646	1.5601
R1	1.5615	1.5615	1.5592	1.5631
PP	1.5555	1.5555	1.5555	1.5563
S1	1.5524	1.5524	1.5576	1.5540
S2	1.5464	1.5464	1.5567
S3	1.5373	1.5433	1.5559
S4	1.5282	1.5342	1.5534

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6957	1.6750	1.5829
R3	1.6464	1.6257	1.5694
R2	1.5971	1.5971	1.5648
R1	1.5764	1.5764	1.5603	1.5868
PP	1.5478	1.5478	1.5478	1.5529
S1	1.5271	1.5271	1.5513	1.5375
S2	1.4985	1.4985	1.5468
S3	1.4492	1.4778	1.5422
S4	1.3999	1.4285	1.5287

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5684	1.5272	0.0412	2.6%	0.0142	0.9%	76%	False	False	159,883
10	1.5684	1.5006	0.0678	4.4%	0.0139	0.9%	85%	False	False	147,883
20	1.5684	1.5006	0.0678	4.4%	0.0132	0.8%	85%	False	False	138,643
40	1.5684	1.5006	0.0678	4.4%	0.0122	0.8%	85%	False	False	120,835
60	1.5684	1.5006	0.0678	4.4%	0.0117	0.7%	85%	False	False	115,974
80	1.5684	1.4823	0.0861	5.5%	0.0119	0.8%	88%	False	False	91,469
100	1.6022	1.4823	0.1199	7.7%	0.0113	0.7%	63%	False	False	73,191
120	1.6300	1.4823	0.1477	9.5%	0.0102	0.7%	52%	False	False	60,995

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.5973
2.618	1.5824
1.618	1.5733
1.000	1.5677
0.618	1.5642
HIGH	1.5586
0.618	1.5551
0.500	1.5541
0.382	1.5530
LOW	1.5495
0.618	1.5439
1.000	1.5404
1.618	1.5348
2.618	1.5257
4.250	1.5108

Fisher Pivots for day following 10-Jun-2013
Pivot	1 day	3 day
R1	1.5570	1.5567
PP	1.5555	1.5550
S1	1.5541	1.5533

Download as Excel Spreadsheet

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

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