CME British Pound Future June 2011

Trading Metrics calculated at close of trading on 10-Feb-2011

Day Change Summary
	Previous	Current
	09-Feb-2011	10-Feb-2011	Change	Change %	Previous Week
Open	1.6030	1.6055	0.0025	0.2%	1.5859
High	1.6083	1.6115	0.0032	0.2%	1.6239
Low	1.6030	1.6000	-0.0030	-0.2%	1.5857
Close	1.6073	1.6070	-0.0003	0.0%	1.6073
Range	0.0053	0.0115	0.0062	117.0%	0.0382
ATR	0.0110	0.0110	0.0000	0.3%	0.0000
Volume	21	25	4	19.0%	456

Daily Pivots for day following 10-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6407	1.6353	1.6133
R3	1.6292	1.6238	1.6102
R2	1.6177	1.6177	1.6091
R1	1.6123	1.6123	1.6081	1.6150
PP	1.6062	1.6062	1.6062	1.6075
S1	1.6008	1.6008	1.6059	1.6035
S2	1.5947	1.5947	1.6049
S3	1.5832	1.5893	1.6038
S4	1.5717	1.5778	1.6007

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	1.6158	1.6000	0.0158	1.0%	0.0088	0.5%	44%	False	True	62
10	1.6239	1.5811	0.0428	2.7%	0.0099	0.6%	61%	False	False	81
20	1.6239	1.5707	0.0532	3.3%	0.0113	0.7%	68%	False	False	109
40	1.6239	1.5337	0.0902	5.6%	0.0112	0.7%	81%	False	False	81

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6604
2.618	1.6416
1.618	1.6301
1.000	1.6230
0.618	1.6186
HIGH	1.6115
0.618	1.6071
0.500	1.6058
0.382	1.6044
LOW	1.6000
0.618	1.5929
1.000	1.5885
1.618	1.5814
2.618	1.5699
4.250	1.5511

Fisher Pivots for day following 10-Feb-2011
Pivot	1 day	3 day
R1	1.6066	1.6066
PP	1.6062	1.6062
S1	1.6058	1.6058

Download as Excel Spreadsheet

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

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