CME British Pound Future June 2011

Trading Metrics calculated at close of trading on 24-Feb-2011

Day Change Summary
	Previous	Current
	23-Feb-2011	24-Feb-2011	Change	Change %	Previous Week
Open	1.6138	1.6194	0.0056	0.3%	1.6027
High	1.6260	1.6228	-0.0032	-0.2%	1.6238
Low	1.6138	1.6069	-0.0069	-0.4%	1.5967
Close	1.6180	1.6120	-0.0060	-0.4%	1.6223
Range	0.0122	0.0159	0.0037	30.3%	0.0271
ATR	0.0118	0.0121	0.0003	2.5%	0.0000
Volume	351	532	181	51.6%	1,160

Daily Pivots for day following 24-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6616	1.6527	1.6207
R3	1.6457	1.6368	1.6164
R2	1.6298	1.6298	1.6149
R1	1.6209	1.6209	1.6135	1.6174
PP	1.6139	1.6139	1.6139	1.6122
S1	1.6050	1.6050	1.6105	1.6015
S2	1.5980	1.5980	1.6091
S3	1.5821	1.5891	1.6076
S4	1.5662	1.5732	1.6033

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	1.6260	1.6065	0.0195	1.2%	0.0123	0.8%	28%	False	False	465
10	1.6260	1.5944	0.0316	2.0%	0.0128	0.8%	56%	False	False	296
20	1.6260	1.5811	0.0449	2.8%	0.0112	0.7%	69%	False	False	194
40	1.6260	1.5355	0.0905	5.6%	0.0122	0.8%	85%	False	False	147

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.6904
2.618	1.6644
1.618	1.6485
1.000	1.6387
0.618	1.6326
HIGH	1.6228
0.618	1.6167
0.500	1.6149
0.382	1.6130
LOW	1.6069
0.618	1.5971
1.000	1.5910
1.618	1.5812
2.618	1.5653
4.250	1.5393

Fisher Pivots for day following 24-Feb-2011
Pivot	1 day	3 day
R1	1.6149	1.6165
PP	1.6139	1.6150
S1	1.6130	1.6135

Download as Excel Spreadsheet

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

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