CME British Pound Future June 2011

Trading Metrics calculated at close of trading on 28-Jan-2011

Day Change Summary
	Previous	Current
	27-Jan-2011	28-Jan-2011	Change	Change %	Previous Week
Open	1.5908	1.5868	-0.0040	-0.3%	1.5963
High	1.5951	1.5940	-0.0011	-0.1%	1.5983
Low	1.5876	1.5811	-0.0065	-0.4%	1.5734
Close	1.5915	1.5849	-0.0066	-0.4%	1.5849
Range	0.0075	0.0129	0.0054	72.0%	0.0249
ATR	0.0121	0.0122	0.0001	0.5%	0.0000
Volume	134	133	-1	-0.7%	925

Daily Pivots for day following 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6254	1.6180	1.5920
R3	1.6125	1.6051	1.5884
R2	1.5996	1.5996	1.5873
R1	1.5922	1.5922	1.5861	1.5895
PP	1.5867	1.5867	1.5867	1.5853
S1	1.5793	1.5793	1.5837	1.5766
S2	1.5738	1.5738	1.5825
S3	1.5609	1.5664	1.5814
S4	1.5480	1.5535	1.5778

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6602	1.6475	1.5986
R3	1.6353	1.6226	1.5917
R2	1.6104	1.6104	1.5895
R1	1.5977	1.5977	1.5872	1.5916
PP	1.5855	1.5855	1.5855	1.5825
S1	1.5728	1.5728	1.5826	1.5667
S2	1.5606	1.5606	1.5803
S3	1.5357	1.5479	1.5781
S4	1.5108	1.5230	1.5712

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5983	1.5734	0.0249	1.6%	0.0130	0.8%	46%	False	False	185
10	1.6035	1.5734	0.0301	1.9%	0.0126	0.8%	38%	False	False	139
20	1.6035	1.5405	0.0630	4.0%	0.0132	0.8%	70%	False	False	112

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	0.0027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6488
2.618	1.6278
1.618	1.6149
1.000	1.6069
0.618	1.6020
HIGH	1.5940
0.618	1.5891
0.500	1.5876
0.382	1.5860
LOW	1.5811
0.618	1.5731
1.000	1.5682
1.618	1.5602
2.618	1.5473
4.250	1.5263

Fisher Pivots for day following 28-Jan-2011
Pivot	1 day	3 day
R1	1.5876	1.5866
PP	1.5867	1.5860
S1	1.5858	1.5855

Download as Excel Spreadsheet

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

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