CME British Pound Future June 2011

Trading Metrics calculated at close of trading on 14-Jan-2011

Day Change Summary
	Previous	Current
	13-Jan-2011	14-Jan-2011	Change	Change %	Previous Week
Open	1.5759	1.5815	0.0056	0.4%	1.5544
High	1.5850	1.5855	0.0005	0.0%	1.5855
Low	1.5707	1.5792	0.0085	0.5%	1.5461
Close	1.5819	1.5858	0.0039	0.2%	1.5858
Range	0.0143	0.0063	-0.0080	-55.9%	0.0394
ATR	0.0113	0.0109	-0.0004	-3.2%	0.0000
Volume	120	100	-20	-16.7%	428

Daily Pivots for day following 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6024	1.6004	1.5893
R3	1.5961	1.5941	1.5875
R2	1.5898	1.5898	1.5870
R1	1.5878	1.5878	1.5864	1.5888
PP	1.5835	1.5835	1.5835	1.5840
S1	1.5815	1.5815	1.5852	1.5825
S2	1.5772	1.5772	1.5846
S3	1.5709	1.5752	1.5841
S4	1.5646	1.5689	1.5823

Weekly Pivots for week ending 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6907	1.6776	1.6075
R3	1.6513	1.6382	1.5966
R2	1.6119	1.6119	1.5930
R1	1.5988	1.5988	1.5894	1.6054
PP	1.5725	1.5725	1.5725	1.5757
S1	1.5594	1.5594	1.5822	1.5660
S2	1.5331	1.5331	1.5786
S3	1.4937	1.5200	1.5750
S4	1.4543	1.4806	1.5641

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5855	1.5461	0.0394	2.5%	0.0116	0.7%	101%	True	False	85
10	1.5855	1.5405	0.0450	2.8%	0.0122	0.8%	101%	True	False	88
20	1.5855	1.5337	0.0518	3.3%	0.0107	0.7%	101%	True	False	61

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	0.0021
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1.6123
2.618	1.6020
1.618	1.5957
1.000	1.5918
0.618	1.5894
HIGH	1.5855
0.618	1.5831
0.500	1.5824
0.382	1.5816
LOW	1.5792
0.618	1.5753
1.000	1.5729
1.618	1.5690
2.618	1.5627
4.250	1.5524

Fisher Pivots for day following 14-Jan-2011
Pivot	1 day	3 day
R1	1.5847	1.5810
PP	1.5835	1.5761
S1	1.5824	1.5713

Download as Excel Spreadsheet

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

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