CME British Pound Future June 2011

Trading Metrics calculated at close of trading on 08-Feb-2011

Day Change Summary
	Previous	Current
	07-Feb-2011	08-Feb-2011	Change	Change %	Previous Week
Open	1.6143	1.6083	-0.0060	-0.4%	1.5859
High	1.6158	1.6104	-0.0054	-0.3%	1.6239
Low	1.6088	1.6020	-0.0068	-0.4%	1.5857
Close	1.6095	1.6034	-0.0061	-0.4%	1.6073
Range	0.0070	0.0084	0.0014	20.0%	0.0382
ATR	0.0117	0.0114	-0.0002	-2.0%	0.0000
Volume	19	156	137	721.1%	456

Daily Pivots for day following 08-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6305	1.6253	1.6080
R3	1.6221	1.6169	1.6057
R2	1.6137	1.6137	1.6049
R1	1.6085	1.6085	1.6042	1.6069
PP	1.6053	1.6053	1.6053	1.6045
S1	1.6001	1.6001	1.6026	1.5985
S2	1.5969	1.5969	1.6019
S3	1.5885	1.5917	1.6011
S4	1.5801	1.5833	1.5988

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	1.6020	0.0219	1.4%	0.0082	0.5%	6%	False	True	107
10	1.6239	1.5780	0.0459	2.9%	0.0103	0.6%	55%	False	False	143
20	1.6239	1.5503	0.0736	4.6%	0.0118	0.7%	72%	False	False	113
40	1.6239	1.5337	0.0902	5.6%	0.0112	0.7%	77%	False	False	80

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6461
2.618	1.6324
1.618	1.6240
1.000	1.6188
0.618	1.6156
HIGH	1.6104
0.618	1.6072
0.500	1.6062
0.382	1.6052
LOW	1.6020
0.618	1.5968
1.000	1.5936
1.618	1.5884
2.618	1.5800
4.250	1.5663

Fisher Pivots for day following 08-Feb-2011
Pivot	1 day	3 day
R1	1.6062	1.6089
PP	1.6053	1.6071
S1	1.6043	1.6052

Download as Excel Spreadsheet

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

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