CME British Pound Future December 2013

Trading Metrics calculated at close of trading on 25-Apr-2013

Day Change Summary
	Previous	Current
	24-Apr-2013	25-Apr-2013	Change	Change %	Previous Week
Open	1.5248	1.5300	0.0052	0.3%	1.5263
High	1.5253	1.5450	0.0197	1.3%	1.5353
Low	1.5190	1.5300	0.0110	0.7%	1.5216
Close	1.5253	1.5429	0.0176	1.2%	1.5216
Range	0.0063	0.0150	0.0087	138.1%	0.0137
ATR	0.0063	0.0072	0.0010	15.3%	0.0000
Volume	5	4	-1	-20.0%	14

Daily Pivots for day following 25-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.5843	1.5786	1.5512
R3	1.5693	1.5636	1.5470
R2	1.5543	1.5543	1.5457
R1	1.5486	1.5486	1.5443	1.5515
PP	1.5393	1.5393	1.5393	1.5407
S1	1.5336	1.5336	1.5415	1.5365
S2	1.5243	1.5243	1.5402
S3	1.5093	1.5186	1.5388
S4	1.4943	1.5036	1.5347

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	1.5450	1.5190	0.0260	1.7%	0.0056	0.4%	92%	True	False	4
10	1.5450	1.5190	0.0260	1.7%	0.0037	0.2%	92%	True	False	3
20	1.5450	1.5060	0.0390	2.5%	0.0035	0.2%	95%	True	False	2
40	1.5450	1.4897	0.0553	3.6%	0.0021	0.1%	96%	True	False	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1.6088
2.618	1.5843
1.618	1.5693
1.000	1.5600
0.618	1.5543
HIGH	1.5450
0.618	1.5393
0.500	1.5375
0.382	1.5357
LOW	1.5300
0.618	1.5207
1.000	1.5150
1.618	1.5057
2.618	1.4907
4.250	1.4663

Fisher Pivots for day following 25-Apr-2013
Pivot	1 day	3 day
R1	1.5411	1.5393
PP	1.5393	1.5356
S1	1.5375	1.5320

Download as Excel Spreadsheet

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

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