CME British Pound Future December 2013

Trading Metrics calculated at close of trading on 12-Apr-2013

Day Change Summary
	Previous	Current
	11-Apr-2013	12-Apr-2013	Change	Change %	Previous Week
Open	1.5325	1.5335	0.0010	0.1%	1.5246
High	1.5375	1.5335	-0.0040	-0.3%	1.5375
Low	1.5325	1.5329	0.0004	0.0%	1.5238
Close	1.5375	1.5329	-0.0046	-0.3%	1.5329
Range	0.0050	0.0006	-0.0044	-88.0%	0.0137
ATR	0.0061	0.0060	-0.0001	-1.7%	0.0000
Volume	1	2	1	100.0%	9

Daily Pivots for day following 12-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.5349	1.5345	1.5332
R3	1.5343	1.5339	1.5331
R2	1.5337	1.5337	1.5330
R1	1.5333	1.5333	1.5330	1.5332
PP	1.5331	1.5331	1.5331	1.5331
S1	1.5327	1.5327	1.5328	1.5326
S2	1.5325	1.5325	1.5328
S3	1.5319	1.5321	1.5327
S4	1.5313	1.5315	1.5326

Weekly Pivots for week ending 12-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.5725	1.5664	1.5404
R3	1.5588	1.5527	1.5367
R2	1.5451	1.5451	1.5354
R1	1.5390	1.5390	1.5342	1.5421
PP	1.5314	1.5314	1.5314	1.5329
S1	1.5253	1.5253	1.5316	1.5284
S2	1.5177	1.5177	1.5304
S3	1.5040	1.5116	1.5291
S4	1.4903	1.4979	1.5254

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5375	1.5238	0.0137	0.9%	0.0013	0.1%	66%	False	False	1
10	1.5375	1.5060	0.0315	2.1%	0.0034	0.2%	85%	False	False	1
20	1.5375	1.5060	0.0315	2.1%	0.0018	0.1%	85%	False	False	1

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5361
2.618	1.5351
1.618	1.5345
1.000	1.5341
0.618	1.5339
HIGH	1.5335
0.618	1.5333
0.500	1.5332
0.382	1.5331
LOW	1.5329
0.618	1.5325
1.000	1.5323
1.618	1.5319
2.618	1.5313
4.250	1.5304

Fisher Pivots for day following 12-Apr-2013
Pivot	1 day	3 day
R1	1.5332	1.5338
PP	1.5331	1.5335
S1	1.5330	1.5332

Download as Excel Spreadsheet

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

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