CME British Pound Future June 2011

Trading Metrics calculated at close of trading on 09-Jun-2011

Day Change Summary
	Previous	Current
	08-Jun-2011	09-Jun-2011	Change	Change %	Previous Week
Open	1.6440	1.6397	-0.0043	-0.3%	1.6479
High	1.6450	1.6468	0.0018	0.1%	1.6546
Low	1.6346	1.6358	0.0012	0.1%	1.6281
Close	1.6391	1.6365	-0.0026	-0.2%	1.6415
Range	0.0104	0.0110	0.0006	5.8%	0.0265
ATR	0.0139	0.0137	-0.0002	-1.5%	0.0000
Volume	113,602	108,743	-4,859	-4.3%	442,292

Daily Pivots for day following 09-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6727	1.6656	1.6426
R3	1.6617	1.6546	1.6395
R2	1.6507	1.6507	1.6385
R1	1.6436	1.6436	1.6375	1.6417
PP	1.6397	1.6397	1.6397	1.6387
S1	1.6326	1.6326	1.6355	1.6307
S2	1.6287	1.6287	1.6345
S3	1.6177	1.6216	1.6335
S4	1.6067	1.6106	1.6305

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.7209	1.7077	1.6561
R3	1.6944	1.6812	1.6488
R2	1.6679	1.6679	1.6464
R1	1.6547	1.6547	1.6439	1.6481
PP	1.6414	1.6414	1.6414	1.6381
S1	1.6282	1.6282	1.6391	1.6216
S2	1.6149	1.6149	1.6366
S3	1.5884	1.6017	1.6342
S4	1.5619	1.5752	1.6269

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6473	1.6281	0.0192	1.2%	0.0128	0.8%	44%	False	False	103,963
10	1.6546	1.6267	0.0279	1.7%	0.0132	0.8%	35%	False	False	107,879
20	1.6546	1.6053	0.0493	3.0%	0.0140	0.9%	63%	False	False	115,174
40	1.6738	1.6053	0.0685	4.2%	0.0139	0.8%	46%	False	False	113,948
60	1.6738	1.5921	0.0817	5.0%	0.0138	0.8%	54%	False	False	112,963
80	1.6738	1.5921	0.0817	5.0%	0.0137	0.8%	54%	False	False	91,782
100	1.6738	1.5734	0.1004	6.1%	0.0132	0.8%	63%	False	False	73,447
120	1.6738	1.5337	0.1401	8.6%	0.0128	0.8%	73%	False	False	61,216

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0033
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6936
2.618	1.6756
1.618	1.6646
1.000	1.6578
0.618	1.6536
HIGH	1.6468
0.618	1.6426
0.500	1.6413
0.382	1.6400
LOW	1.6358
0.618	1.6290
1.000	1.6248
1.618	1.6180
2.618	1.6070
4.250	1.5891

Fisher Pivots for day following 09-Jun-2011
Pivot	1 day	3 day
R1	1.6413	1.6398
PP	1.6397	1.6387
S1	1.6381	1.6376

Download as Excel Spreadsheet

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

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