CME British Pound Future June 2011

Trading Metrics calculated at close of trading on 16-Feb-2011

Day Change Summary
	Previous	Current
	15-Feb-2011	16-Feb-2011	Change	Change %	Previous Week
Open	1.6023	1.6102	0.0079	0.5%	1.6143
High	1.6139	1.6159	0.0020	0.1%	1.6158
Low	1.5997	1.5967	-0.0030	-0.2%	1.5944
Close	1.6107	1.6073	-0.0034	-0.2%	1.6001
Range	0.0142	0.0192	0.0050	35.2%	0.0214
ATR	0.0112	0.0118	0.0006	5.1%	0.0000
Volume	293	164	-129	-44.0%	295

Daily Pivots for day following 16-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6642	1.6550	1.6179
R3	1.6450	1.6358	1.6126
R2	1.6258	1.6258	1.6108
R1	1.6166	1.6166	1.6091	1.6116
PP	1.6066	1.6066	1.6066	1.6042
S1	1.5974	1.5974	1.6055	1.5924
S2	1.5874	1.5874	1.6038
S3	1.5682	1.5782	1.6020
S4	1.5490	1.5590	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	1.6159	1.5944	0.0215	1.3%	0.0133	0.8%	60%	True	False	128
10	1.6239	1.5944	0.0295	1.8%	0.0106	0.7%	44%	False	False	103
20	1.6239	1.5734	0.0505	3.1%	0.0116	0.7%	67%	False	False	115
40	1.6239	1.5337	0.0902	5.6%	0.0113	0.7%	82%	False	False	93

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1.6975
2.618	1.6662
1.618	1.6470
1.000	1.6351
0.618	1.6278
HIGH	1.6159
0.618	1.6086
0.500	1.6063
0.382	1.6040
LOW	1.5967
0.618	1.5848
1.000	1.5775
1.618	1.5656
2.618	1.5464
4.250	1.5151

Fisher Pivots for day following 16-Feb-2011
Pivot	1 day	3 day
R1	1.6070	1.6070
PP	1.6066	1.6066
S1	1.6063	1.6063

Download as Excel Spreadsheet

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

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