CME British Pound Future June 2011

Trading Metrics calculated at close of trading on 03-Feb-2011

Day Change Summary
	Previous	Current
	02-Feb-2011	03-Feb-2011	Change	Change %	Previous Week
Open	1.6150	1.6175	0.0025	0.2%	1.5963
High	1.6195	1.6239	0.0044	0.3%	1.5983
Low	1.6125	1.6170	0.0045	0.3%	1.5734
Close	1.6149	1.6125	-0.0024	-0.1%	1.5849
Range	0.0070	0.0069	-0.0001	-1.4%	0.0249
ATR	0.0122	0.0119	-0.0002	-1.9%	0.0000
Volume	161	112	-49	-30.4%	925

Daily Pivots for day following 03-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6385	1.6324	1.6163
R3	1.6316	1.6255	1.6144
R2	1.6247	1.6247	1.6138
R1	1.6186	1.6186	1.6131	1.6182
PP	1.6178	1.6178	1.6178	1.6176
S1	1.6117	1.6117	1.6119	1.6113
S2	1.6109	1.6109	1.6112
S3	1.6040	1.6048	1.6106
S4	1.5971	1.5979	1.6087

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	1.6239	1.5811	0.0428	2.7%	0.0110	0.7%	73%	True	False	99
10	1.6239	1.5734	0.0505	3.1%	0.0117	0.7%	77%	True	False	132
20	1.6239	1.5405	0.0834	5.2%	0.0121	0.7%	86%	True	False	108

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	0.0018
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.6532
2.618	1.6420
1.618	1.6351
1.000	1.6308
0.618	1.6282
HIGH	1.6239
0.618	1.6213
0.500	1.6205
0.382	1.6196
LOW	1.6170
0.618	1.6127
1.000	1.6101
1.618	1.6058
2.618	1.5989
4.250	1.5877

Fisher Pivots for day following 03-Feb-2011
Pivot	1 day	3 day
R1	1.6205	1.6125
PP	1.6178	1.6125
S1	1.6152	1.6125

Download as Excel Spreadsheet

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

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