CME British Pound Future June 2011

Trading Metrics calculated at close of trading on 14-Feb-2011

Day Change Summary
	Previous	Current
	11-Feb-2011	14-Feb-2011	Change	Change %	Previous Week
Open	1.6080	1.6027	-0.0053	-0.3%	1.6143
High	1.6080	1.6050	-0.0030	-0.2%	1.6158
Low	1.5944	1.5970	0.0026	0.2%	1.5944
Close	1.6001	1.6011	0.0010	0.1%	1.6001
Range	0.0136	0.0080	-0.0056	-41.2%	0.0214
ATR	0.0112	0.0110	-0.0002	-2.1%	0.0000
Volume	74	84	10	13.5%	295

Daily Pivots for day following 14-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6250	1.6211	1.6055
R3	1.6170	1.6131	1.6033
R2	1.6090	1.6090	1.6026
R1	1.6051	1.6051	1.6018	1.6031
PP	1.6010	1.6010	1.6010	1.6000
S1	1.5971	1.5971	1.6004	1.5951
S2	1.5930	1.5930	1.5996
S3	1.5850	1.5891	1.5989
S4	1.5770	1.5811	1.5967

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	1.6115	1.5944	0.0171	1.1%	0.0094	0.6%	39%	False	False	72
10	1.6239	1.5944	0.0295	1.8%	0.0091	0.6%	23%	False	False	78
20	1.6239	1.5734	0.0505	3.2%	0.0114	0.7%	55%	False	False	106
40	1.6239	1.5337	0.0902	5.6%	0.0110	0.7%	75%	False	False	84

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6390
2.618	1.6259
1.618	1.6179
1.000	1.6130
0.618	1.6099
HIGH	1.6050
0.618	1.6019
0.500	1.6010
0.382	1.6001
LOW	1.5970
0.618	1.5921
1.000	1.5890
1.618	1.5841
2.618	1.5761
4.250	1.5630

Fisher Pivots for day following 14-Feb-2011
Pivot	1 day	3 day
R1	1.6011	1.6030
PP	1.6010	1.6023
S1	1.6010	1.6017

Download as Excel Spreadsheet

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

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