CME British Pound Future March 2011

Trading Metrics calculated at close of trading on 08-Feb-2011

Day Change Summary
	Previous	Current
	07-Feb-2011	08-Feb-2011	Change	Change %	Previous Week
Open	1.6097	1.6112	0.0015	0.1%	1.5842
High	1.6181	1.6158	-0.0023	-0.1%	1.6274
Low	1.6084	1.6023	-0.0061	-0.4%	1.5818
Close	1.6115	1.6053	-0.0062	-0.4%	1.6091
Range	0.0097	0.0135	0.0038	39.2%	0.0456
ATR	0.0150	0.0149	-0.0001	-0.7%	0.0000
Volume	93,064	128,799	35,735	38.4%	629,525

Daily Pivots for day following 08-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6483	1.6403	1.6127
R3	1.6348	1.6268	1.6090
R2	1.6213	1.6213	1.6078
R1	1.6133	1.6133	1.6065	1.6106
PP	1.6078	1.6078	1.6078	1.6064
S1	1.5998	1.5998	1.6041	1.5971
S2	1.5943	1.5943	1.6028
S3	1.5808	1.5863	1.6016
S4	1.5673	1.5728	1.5979

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.7429	1.7216	1.6342
R3	1.6973	1.6760	1.6216
R2	1.6517	1.6517	1.6175
R1	1.6304	1.6304	1.6133	1.6411
PP	1.6061	1.6061	1.6061	1.6114
S1	1.5848	1.5848	1.6049	1.5955
S2	1.5605	1.5605	1.6007
S3	1.5149	1.5392	1.5966
S4	1.4693	1.4936	1.5840

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6274	1.6023	0.0251	1.6%	0.0125	0.8%	12%	False	True	116,704
10	1.6274	1.5763	0.0511	3.2%	0.0144	0.9%	57%	False	False	123,834
20	1.6274	1.5506	0.0768	4.8%	0.0151	0.9%	71%	False	False	124,410
40	1.6274	1.5335	0.0939	5.8%	0.0153	1.0%	76%	False	False	103,561
60	1.6274	1.5335	0.0939	5.8%	0.0150	0.9%	76%	False	False	72,389
80	1.6274	1.5335	0.0939	5.8%	0.0148	0.9%	76%	False	False	54,322
100	1.6274	1.5335	0.0939	5.8%	0.0141	0.9%	76%	False	False	43,466
120	1.6274	1.5283	0.0991	6.2%	0.0125	0.8%	78%	False	False	36,224

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0031
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6732
2.618	1.6511
1.618	1.6376
1.000	1.6293
0.618	1.6241
HIGH	1.6158
0.618	1.6106
0.500	1.6091
0.382	1.6075
LOW	1.6023
0.618	1.5940
1.000	1.5888
1.618	1.5805
2.618	1.5670
4.250	1.5449

Fisher Pivots for day following 08-Feb-2011
Pivot	1 day	3 day
R1	1.6091	1.6102
PP	1.6078	1.6086
S1	1.6066	1.6069

Download as Excel Spreadsheet

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

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