CME British Pound Future June 2011

Trading Metrics calculated at close of trading on 04-Feb-2011

Day Change Summary
	Previous	Current
	03-Feb-2011	04-Feb-2011	Change	Change %	Previous Week
Open	1.6175	1.6147	-0.0028	-0.2%	1.5859
High	1.6239	1.6147	-0.0092	-0.6%	1.6239
Low	1.6170	1.6028	-0.0142	-0.9%	1.5857
Close	1.6125	1.6073	-0.0052	-0.3%	1.6073
Range	0.0069	0.0119	0.0050	72.5%	0.0382
ATR	0.0119	0.0119	0.0000	0.0%	0.0000
Volume	112	90	-22	-19.6%	456

Daily Pivots for day following 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6440	1.6375	1.6138
R3	1.6321	1.6256	1.6106
R2	1.6202	1.6202	1.6095
R1	1.6137	1.6137	1.6084	1.6110
PP	1.6083	1.6083	1.6083	1.6069
S1	1.6018	1.6018	1.6062	1.5991
S2	1.5964	1.5964	1.6051
S3	1.5845	1.5899	1.6040
S4	1.5726	1.5780	1.6008

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.7202	1.7020	1.6283
R3	1.6820	1.6638	1.6178
R2	1.6438	1.6438	1.6143
R1	1.6256	1.6256	1.6108	1.6347
PP	1.6056	1.6056	1.6056	1.6102
S1	1.5874	1.5874	1.6038	1.5965
S2	1.5674	1.5674	1.6003
S3	1.5292	1.5492	1.5968
S4	1.4910	1.5110	1.5863

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6239	1.5857	0.0382	2.4%	0.0108	0.7%	57%	False	False	91
10	1.6239	1.5734	0.0505	3.1%	0.0119	0.7%	67%	False	False	138
20	1.6239	1.5405	0.0834	5.2%	0.0122	0.8%	80%	False	False	111
40	1.6239	1.5337	0.0902	5.6%	0.0108	0.7%	82%	False	False	76

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0017
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6653
2.618	1.6459
1.618	1.6340
1.000	1.6266
0.618	1.6221
HIGH	1.6147
0.618	1.6102
0.500	1.6088
0.382	1.6073
LOW	1.6028
0.618	1.5954
1.000	1.5909
1.618	1.5835
2.618	1.5716
4.250	1.5522

Fisher Pivots for day following 04-Feb-2011
Pivot	1 day	3 day
R1	1.6088	1.6134
PP	1.6083	1.6113
S1	1.6078	1.6093

Download as Excel Spreadsheet

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

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