CME British Pound Future December 2013

Trading Metrics calculated at close of trading on 22-Apr-2013

Day Change Summary
	Previous	Current
	19-Apr-2013	22-Apr-2013	Change	Change %	Previous Week
Open	1.5216	1.5200	-0.0016	-0.1%	1.5263
High	1.5216	1.5265	0.0049	0.3%	1.5353
Low	1.5216	1.5200	-0.0016	-0.1%	1.5216
Close	1.5216	1.5265	0.0049	0.3%	1.5216
Range	0.0000	0.0065	0.0065		0.0137
ATR	0.0065	0.0065	0.0000	0.0%	0.0000
Volume	4	4	0	0.0%	14

Daily Pivots for day following 22-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.5438	1.5417	1.5301
R3	1.5373	1.5352	1.5283
R2	1.5308	1.5308	1.5277
R1	1.5287	1.5287	1.5271	1.5298
PP	1.5243	1.5243	1.5243	1.5249
S1	1.5222	1.5222	1.5259	1.5233
S2	1.5178	1.5178	1.5253
S3	1.5113	1.5157	1.5247
S4	1.5048	1.5092	1.5229

Weekly Pivots for week ending 19-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.5673	1.5581	1.5291
R3	1.5536	1.5444	1.5254
R2	1.5399	1.5399	1.5241
R1	1.5307	1.5307	1.5229	1.5285
PP	1.5262	1.5262	1.5262	1.5250
S1	1.5170	1.5170	1.5203	1.5148
S2	1.5125	1.5125	1.5191
S3	1.4988	1.5033	1.5178
S4	1.4851	1.4896	1.5141

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5353	1.5200	0.0153	1.0%	0.0031	0.2%	42%	False	True	3
10	1.5375	1.5200	0.0175	1.1%	0.0021	0.1%	37%	False	True	2
20	1.5375	1.5060	0.0315	2.1%	0.0025	0.2%	65%	False	False	1
40	1.5375	1.4897	0.0478	3.1%	0.0016	0.1%	77%	False	False	1

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

Fibonacci Retracements and Extensions
4.250	1.5541
2.618	1.5435
1.618	1.5370
1.000	1.5330
0.618	1.5305
HIGH	1.5265
0.618	1.5240
0.500	1.5233
0.382	1.5225
LOW	1.5200
0.618	1.5160
1.000	1.5135
1.618	1.5095
2.618	1.5030
4.250	1.4924

Fisher Pivots for day following 22-Apr-2013
Pivot	1 day	3 day
R1	1.5254	1.5255
PP	1.5243	1.5245
S1	1.5233	1.5235

Download as Excel Spreadsheet

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

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