CME British Pound Future September 2013

Trading Metrics calculated at close of trading on 13-Nov-2012

Day Change Summary
	Previous	Current
	12-Nov-2012	13-Nov-2012	Change	Change %	Previous Week
Open	1.5864	1.5865	0.0001	0.0%	1.5956
High	1.5864	1.5865	0.0001	0.0%	1.5980
Low	1.5864	1.5865	0.0001	0.0%	1.5891
Close	1.5864	1.5865	0.0001	0.0%	1.5891
Range
ATR	0.0042	0.0039	-0.0003	-7.0%	0.0000
Volume	1	1	0	0.0%	5

Daily Pivots for day following 13-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.5865	1.5865	1.5865
R3	1.5865	1.5865	1.5865
R2	1.5865	1.5865	1.5865
R1	1.5865	1.5865	1.5865	1.5865
PP	1.5865	1.5865	1.5865	1.5865
S1	1.5865	1.5865	1.5865	1.5865
S2	1.5865	1.5865	1.5865
S3	1.5865	1.5865	1.5865
S4	1.5865	1.5865	1.5865

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6188	1.6128	1.5940
R3	1.6099	1.6039	1.5915
R2	1.6010	1.6010	1.5907
R1	1.5950	1.5950	1.5899	1.5936
PP	1.5921	1.5921	1.5921	1.5913
S1	1.5861	1.5861	1.5883	1.5847
S2	1.5832	1.5832	1.5875
S3	1.5743	1.5772	1.5867
S4	1.5654	1.5683	1.5842

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5974	1.5864	0.0110	0.7%	0.0000	0.0%	1%	False	False	1
10	1.6115	1.5864	0.0251	1.6%	0.0000	0.0%	0%	False	False	1

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	1.5865
2.618	1.5865
1.618	1.5865
1.000	1.5865
0.618	1.5865
HIGH	1.5865
0.618	1.5865
0.500	1.5865
0.382	1.5865
LOW	1.5865
0.618	1.5865
1.000	1.5865
1.618	1.5865
2.618	1.5865
4.250	1.5865

Fisher Pivots for day following 13-Nov-2012
Pivot	1 day	3 day
R1	1.5865	1.5878
PP	1.5865	1.5873
S1	1.5865	1.5869

Download as Excel Spreadsheet

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

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