CME British Pound Future June 2011

Trading Metrics calculated at close of trading on 15-Feb-2011

Day Change Summary
	Previous	Current
	14-Feb-2011	15-Feb-2011	Change	Change %	Previous Week
Open	1.6027	1.6023	-0.0004	0.0%	1.6143
High	1.6050	1.6139	0.0089	0.6%	1.6158
Low	1.5970	1.5997	0.0027	0.2%	1.5944
Close	1.6011	1.6107	0.0096	0.6%	1.6001
Range	0.0080	0.0142	0.0062	77.5%	0.0214
ATR	0.0110	0.0112	0.0002	2.1%	0.0000
Volume	84	293	209	248.8%	295

Daily Pivots for day following 15-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6507	1.6449	1.6185
R3	1.6365	1.6307	1.6146
R2	1.6223	1.6223	1.6133
R1	1.6165	1.6165	1.6120	1.6194
PP	1.6081	1.6081	1.6081	1.6096
S1	1.6023	1.6023	1.6094	1.6052
S2	1.5939	1.5939	1.6081
S3	1.5797	1.5881	1.6068
S4	1.5655	1.5739	1.6029

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6676	1.6553	1.6119
R3	1.6462	1.6339	1.6060
R2	1.6248	1.6248	1.6040
R1	1.6125	1.6125	1.6021	1.6080
PP	1.6034	1.6034	1.6034	1.6012
S1	1.5911	1.5911	1.5981	1.5866
S2	1.5820	1.5820	1.5962
S3	1.5606	1.5697	1.5942
S4	1.5392	1.5483	1.5883

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6139	1.5944	0.0195	1.2%	0.0105	0.7%	84%	True	False	99
10	1.6239	1.5944	0.0295	1.8%	0.0094	0.6%	55%	False	False	103
20	1.6239	1.5734	0.0505	3.1%	0.0110	0.7%	74%	False	False	117
40	1.6239	1.5337	0.0902	5.6%	0.0110	0.7%	85%	False	False	89

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	0.0017
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.6743
2.618	1.6511
1.618	1.6369
1.000	1.6281
0.618	1.6227
HIGH	1.6139
0.618	1.6085
0.500	1.6068
0.382	1.6051
LOW	1.5997
0.618	1.5909
1.000	1.5855
1.618	1.5767
2.618	1.5625
4.250	1.5394

Fisher Pivots for day following 15-Feb-2011
Pivot	1 day	3 day
R1	1.6094	1.6085
PP	1.6081	1.6063
S1	1.6068	1.6042

Download as Excel Spreadsheet

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

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