CME British Pound Future December 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	1.5951	1.6044	0.0093	0.6%	1.6031
High	1.5951	1.6044	0.0093	0.6%	1.6031
Low	1.5951	1.6044	0.0093	0.6%	1.5939
Close	1.5951	1.6044	0.0093	0.6%	1.5939
Range
ATR	0.0059	0.0061	0.0002	4.1%	0.0000
Volume	3	3	0	0.0%	15

Daily Pivots for day following 15-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6044	1.6044	1.6044
R3	1.6044	1.6044	1.6044
R2	1.6044	1.6044	1.6044
R1	1.6044	1.6044	1.6044	1.6044
PP	1.6044	1.6044	1.6044	1.6044
S1	1.6044	1.6044	1.6044	1.6044
S2	1.6044	1.6044	1.6044
S3	1.6044	1.6044	1.6044
S4	1.6044	1.6044	1.6044

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6246	1.6184	1.5990
R3	1.6154	1.6092	1.5964
R2	1.6062	1.6062	1.5956
R1	1.6000	1.6000	1.5947	1.5985
PP	1.5970	1.5970	1.5970	1.5962
S1	1.5908	1.5908	1.5931	1.5893
S2	1.5878	1.5878	1.5922
S3	1.5786	1.5816	1.5914
S4	1.5694	1.5724	1.5888

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6044	1.5939	0.0105	0.7%	0.0000	0.0%	100%	True	False	3
10	1.6085	1.5939	0.0146	0.9%	0.0000	0.0%	72%	False	False	3

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	1.6044
2.618	1.6044
1.618	1.6044
1.000	1.6044
0.618	1.6044
HIGH	1.6044
0.618	1.6044
0.500	1.6044
0.382	1.6044
LOW	1.6044
0.618	1.6044
1.000	1.6044
1.618	1.6044
2.618	1.6044
4.250	1.6044

Fisher Pivots for day following 15-Feb-2011
Pivot	1 day	3 day
R1	1.6044	1.6027
PP	1.6044	1.6009
S1	1.6044	1.5992

Download as Excel Spreadsheet

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

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