CME British Pound Future September 2011

Trading Metrics calculated at close of trading on 22-Dec-2010

Day Change Summary
	Previous	Current
	21-Dec-2010	22-Dec-2010	Change	Change %	Previous Week
Open	1.5417	1.5325	-0.0092	-0.6%	1.5758
High	1.5417	1.5325	-0.0092	-0.6%	1.5857
Low	1.5417	1.5325	-0.0092	-0.6%	1.5466
Close	1.5417	1.5325	-0.0092	-0.6%	1.5466
Range
ATR
Volume	2	2	0	0.0%	16

Daily Pivots for day following 22-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5325	1.5325	1.5325
R3	1.5325	1.5325	1.5325
R2	1.5325	1.5325	1.5325
R1	1.5325	1.5325	1.5325	1.5325
PP	1.5325	1.5325	1.5325	1.5325
S1	1.5325	1.5325	1.5325	1.5325
S2	1.5325	1.5325	1.5325
S3	1.5325	1.5325	1.5325
S4	1.5325	1.5325	1.5325

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6769	1.6509	1.5681
R3	1.6378	1.6118	1.5574
R2	1.5987	1.5987	1.5538
R1	1.5727	1.5727	1.5502	1.5662
PP	1.5596	1.5596	1.5596	1.5564
S1	1.5336	1.5336	1.5430	1.5271
S2	1.5205	1.5205	1.5394
S3	1.4814	1.4945	1.5358
S4	1.4423	1.4554	1.5251

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5562	1.5325	0.0237	1.5%	0.0005	0.0%	0%	False	True	2
10	1.5857	1.5325	0.0532	3.5%	0.0012	0.1%	0%	False	True	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	1.5325
2.618	1.5325
1.618	1.5325
1.000	1.5325
0.618	1.5325
HIGH	1.5325
0.618	1.5325
0.500	1.5325
0.382	1.5325
LOW	1.5325
0.618	1.5325
1.000	1.5325
1.618	1.5325
2.618	1.5325
4.250	1.5325

Fisher Pivots for day following 22-Dec-2010
Pivot	1 day	3 day
R1	1.5325	1.5407
PP	1.5325	1.5380
S1	1.5325	1.5352

Download as Excel Spreadsheet

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

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