CME British Pound Future June 2011

Trading Metrics calculated at close of trading on 11-Feb-2011

Day Change Summary
	Previous	Current
	10-Feb-2011	11-Feb-2011	Change	Change %	Previous Week
Open	1.6055	1.6080	0.0025	0.2%	1.6143
High	1.6115	1.6080	-0.0035	-0.2%	1.6158
Low	1.6000	1.5944	-0.0056	-0.4%	1.5944
Close	1.6070	1.6001	-0.0069	-0.4%	1.6001
Range	0.0115	0.0136	0.0021	18.3%	0.0214
ATR	0.0110	0.0112	0.0002	1.7%	0.0000
Volume	25	74	49	196.0%	295

Daily Pivots for day following 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6416	1.6345	1.6076
R3	1.6280	1.6209	1.6038
R2	1.6144	1.6144	1.6026
R1	1.6073	1.6073	1.6013	1.6041
PP	1.6008	1.6008	1.6008	1.5992
S1	1.5937	1.5937	1.5989	1.5905
S2	1.5872	1.5872	1.5976
S3	1.5736	1.5801	1.5964
S4	1.5600	1.5665	1.5926

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6676	1.6553	1.6119
R3	1.6462	1.6339	1.6060
R2	1.6248	1.6248	1.6040
R1	1.6125	1.6125	1.6021	1.6080
PP	1.6034	1.6034	1.6034	1.6012
S1	1.5911	1.5911	1.5981	1.5866
S2	1.5820	1.5820	1.5962
S3	1.5606	1.5697	1.5942
S4	1.5392	1.5483	1.5883

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6158	1.5944	0.0214	1.3%	0.0092	0.6%	27%	False	True	59
10	1.6239	1.5857	0.0382	2.4%	0.0100	0.6%	38%	False	False	75
20	1.6239	1.5734	0.0505	3.2%	0.0113	0.7%	53%	False	False	107
40	1.6239	1.5337	0.0902	5.6%	0.0110	0.7%	74%	False	False	82

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.6658
2.618	1.6436
1.618	1.6300
1.000	1.6216
0.618	1.6164
HIGH	1.6080
0.618	1.6028
0.500	1.6012
0.382	1.5996
LOW	1.5944
0.618	1.5860
1.000	1.5808
1.618	1.5724
2.618	1.5588
4.250	1.5366

Fisher Pivots for day following 11-Feb-2011
Pivot	1 day	3 day
R1	1.6012	1.6030
PP	1.6008	1.6020
S1	1.6005	1.6011

Download as Excel Spreadsheet

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

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