CME British Pound Future June 2011

Trading Metrics calculated at close of trading on 20-Jan-2011

Day Change Summary
	Previous	Current
	19-Jan-2011	20-Jan-2011	Change	Change %	Previous Week
Open	1.5960	1.5918	-0.0042	-0.3%	1.5544
High	1.6009	1.5976	-0.0033	-0.2%	1.5855
Low	1.5934	1.5820	-0.0114	-0.7%	1.5461
Close	1.5964	1.5888	-0.0076	-0.5%	1.5858
Range	0.0075	0.0156	0.0081	108.0%	0.0394
ATR	0.0114	0.0117	0.0003	2.6%	0.0000
Volume	210	63	-147	-70.0%	428

Daily Pivots for day following 20-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6363	1.6281	1.5974
R3	1.6207	1.6125	1.5931
R2	1.6051	1.6051	1.5917
R1	1.5969	1.5969	1.5902	1.5932
PP	1.5895	1.5895	1.5895	1.5876
S1	1.5813	1.5813	1.5874	1.5776
S2	1.5739	1.5739	1.5859
S3	1.5583	1.5657	1.5845
S4	1.5427	1.5501	1.5802

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	1.6035	1.5707	0.0328	2.1%	0.0131	0.8%	55%	False	False	111
10	1.6035	1.5405	0.0630	4.0%	0.0124	0.8%	77%	False	False	85
20	1.6035	1.5337	0.0698	4.4%	0.0118	0.7%	79%	False	False	73

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6639
2.618	1.6384
1.618	1.6228
1.000	1.6132
0.618	1.6072
HIGH	1.5976
0.618	1.5916
0.500	1.5898
0.382	1.5880
LOW	1.5820
0.618	1.5724
1.000	1.5664
1.618	1.5568
2.618	1.5412
4.250	1.5157

Fisher Pivots for day following 20-Jan-2011
Pivot	1 day	3 day
R1	1.5898	1.5927
PP	1.5895	1.5914
S1	1.5891	1.5901

Download as Excel Spreadsheet

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

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