CME British Pound Future June 2011

Trading Metrics calculated at close of trading on 11-Jan-2011

Day Change Summary
	Previous	Current
	10-Jan-2011	11-Jan-2011	Change	Change %	Previous Week
Open	1.5544	1.5523	-0.0021	-0.1%	1.5546
High	1.5564	1.5593	0.0029	0.2%	1.5609
Low	1.5461	1.5503	0.0042	0.3%	1.5405
Close	1.5559	1.5577	0.0018	0.1%	1.5526
Range	0.0103	0.0090	-0.0013	-12.6%	0.0204
ATR	0.0106	0.0105	-0.0001	-1.1%	0.0000
Volume	85	32	-53	-62.4%	460

Daily Pivots for day following 11-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.5828	1.5792	1.5627
R3	1.5738	1.5702	1.5602
R2	1.5648	1.5648	1.5594
R1	1.5612	1.5612	1.5585	1.5630
PP	1.5558	1.5558	1.5558	1.5567
S1	1.5522	1.5522	1.5569	1.5540
S2	1.5468	1.5468	1.5561
S3	1.5378	1.5432	1.5552
S4	1.5288	1.5342	1.5528

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	1.5593	1.5405	0.0188	1.2%	0.0111	0.7%	91%	True	False	67
10	1.5642	1.5355	0.0287	1.8%	0.0125	0.8%	77%	False	False	66
20	1.5852	1.5337	0.0515	3.3%	0.0106	0.7%	47%	False	False	48

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0014
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.5976
2.618	1.5829
1.618	1.5739
1.000	1.5683
0.618	1.5649
HIGH	1.5593
0.618	1.5559
0.500	1.5548
0.382	1.5537
LOW	1.5503
0.618	1.5447
1.000	1.5413
1.618	1.5357
2.618	1.5267
4.250	1.5121

Fisher Pivots for day following 11-Jan-2011
Pivot	1 day	3 day
R1	1.5567	1.5551
PP	1.5558	1.5525
S1	1.5548	1.5499

Download as Excel Spreadsheet

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

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