CME British Pound Future June 2011

Trading Metrics calculated at close of trading on 10-Jan-2011

Day Change Summary
	Previous	Current
	07-Jan-2011	10-Jan-2011	Change	Change %	Previous Week
Open	1.5420	1.5544	0.0124	0.8%	1.5546
High	1.5530	1.5564	0.0034	0.2%	1.5609
Low	1.5405	1.5461	0.0056	0.4%	1.5405
Close	1.5526	1.5559	0.0033	0.2%	1.5526
Range	0.0125	0.0103	-0.0022	-17.6%	0.0204
ATR	0.0107	0.0106	0.0000	-0.2%	0.0000
Volume	55	85	30	54.5%	460

Daily Pivots for day following 10-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.5837	1.5801	1.5616
R3	1.5734	1.5698	1.5587
R2	1.5631	1.5631	1.5578
R1	1.5595	1.5595	1.5568	1.5613
PP	1.5528	1.5528	1.5528	1.5537
S1	1.5492	1.5492	1.5550	1.5510
S2	1.5425	1.5425	1.5540
S3	1.5322	1.5389	1.5531
S4	1.5219	1.5286	1.5502

Weekly Pivots for week ending 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6125	1.6030	1.5638
R3	1.5921	1.5826	1.5582
R2	1.5717	1.5717	1.5563
R1	1.5622	1.5622	1.5545	1.5568
PP	1.5513	1.5513	1.5513	1.5486
S1	1.5418	1.5418	1.5507	1.5364
S2	1.5309	1.5309	1.5489
S3	1.5105	1.5214	1.5470
S4	1.4901	1.5010	1.5414

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5609	1.5405	0.0204	1.3%	0.0124	0.8%	75%	False	False	79
10	1.5642	1.5355	0.0287	1.8%	0.0121	0.8%	71%	False	False	67
20	1.5852	1.5337	0.0515	3.3%	0.0105	0.7%	43%	False	False	47

Crabel Price Patterns
NR	True
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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6002
2.618	1.5834
1.618	1.5731
1.000	1.5667
0.618	1.5628
HIGH	1.5564
0.618	1.5525
0.500	1.5513
0.382	1.5500
LOW	1.5461
0.618	1.5397
1.000	1.5358
1.618	1.5294
2.618	1.5191
4.250	1.5023

Fisher Pivots for day following 10-Jan-2011
Pivot	1 day	3 day
R1	1.5544	1.5534
PP	1.5528	1.5509
S1	1.5513	1.5485

Download as Excel Spreadsheet

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

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