CME British Pound Future June 2011

Trading Metrics calculated at close of trading on 22-Feb-2011

Day Change Summary
	Previous	Current
	18-Feb-2011	22-Feb-2011	Change	Change %	Previous Week
Open	1.6165	1.6223	0.0058	0.4%	1.6027
High	1.6238	1.6223	-0.0015	-0.1%	1.6238
Low	1.6145	1.6080	-0.0065	-0.4%	1.5967
Close	1.6223	1.6124	-0.0099	-0.6%	1.6223
Range	0.0093	0.0143	0.0050	53.8%	0.0271
ATR	0.0115	0.0117	0.0002	1.7%	0.0000
Volume	65	825	760	1,169.2%	1,160

Daily Pivots for day following 22-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6571	1.6491	1.6203
R3	1.6428	1.6348	1.6163
R2	1.6285	1.6285	1.6150
R1	1.6205	1.6205	1.6137	1.6174
PP	1.6142	1.6142	1.6142	1.6127
S1	1.6062	1.6062	1.6111	1.6031
S2	1.5999	1.5999	1.6098
S3	1.5856	1.5919	1.6085
S4	1.5713	1.5776	1.6045

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6956	1.6860	1.6372
R3	1.6685	1.6589	1.6298
R2	1.6414	1.6414	1.6273
R1	1.6318	1.6318	1.6248	1.6366
PP	1.6143	1.6143	1.6143	1.6167
S1	1.6047	1.6047	1.6198	1.6095
S2	1.5872	1.5872	1.6173
S3	1.5601	1.5776	1.6148
S4	1.5330	1.5505	1.6074

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6238	1.5967	0.0271	1.7%	0.0134	0.8%	58%	False	False	380
10	1.6238	1.5944	0.0294	1.8%	0.0114	0.7%	61%	False	False	226
20	1.6239	1.5734	0.0505	3.1%	0.0117	0.7%	77%	False	False	180
40	1.6239	1.5355	0.0884	5.5%	0.0117	0.7%	87%	False	False	127

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6831
2.618	1.6597
1.618	1.6454
1.000	1.6366
0.618	1.6311
HIGH	1.6223
0.618	1.6168
0.500	1.6152
0.382	1.6135
LOW	1.6080
0.618	1.5992
1.000	1.5937
1.618	1.5849
2.618	1.5706
4.250	1.5472

Fisher Pivots for day following 22-Feb-2011
Pivot	1 day	3 day
R1	1.6152	1.6152
PP	1.6142	1.6142
S1	1.6133	1.6133

Download as Excel Spreadsheet

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

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