CME British Pound Future September 2011

Trading Metrics calculated at close of trading on 29-Dec-2010

Day Change Summary
	Previous	Current
	28-Dec-2010	29-Dec-2010	Change	Change %	Previous Week
Open	1.5329	1.5469	0.0140	0.9%	1.5489
High	1.5329	1.5469	0.0140	0.9%	1.5489
Low	1.5329	1.5469	0.0140	0.9%	1.5325
Close	1.5329	1.5469	0.0140	0.9%	1.5371
Range
ATR	0.0056	0.0062	0.0006	10.6%	0.0000
Volume	2	2	0	0.0%	9

Daily Pivots for day following 29-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5469	1.5469	1.5469
R3	1.5469	1.5469	1.5469
R2	1.5469	1.5469	1.5469
R1	1.5469	1.5469	1.5469	1.5469
PP	1.5469	1.5469	1.5469	1.5469
S1	1.5469	1.5469	1.5469	1.5469
S2	1.5469	1.5469	1.5469
S3	1.5469	1.5469	1.5469
S4	1.5469	1.5469	1.5469

Weekly Pivots for week ending 24-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5887	1.5793	1.5461
R3	1.5723	1.5629	1.5416
R2	1.5559	1.5559	1.5401
R1	1.5465	1.5465	1.5386	1.5430
PP	1.5395	1.5395	1.5395	1.5378
S1	1.5301	1.5301	1.5356	1.5266
S2	1.5231	1.5231	1.5341
S3	1.5067	1.5137	1.5326
S4	1.4903	1.4973	1.5281

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5469	1.5325	0.0144	0.9%	0.0000	0.0%	100%	True	False	2
10	1.5630	1.5325	0.0305	2.0%	0.0002	0.0%	47%	False	False	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	1.5469
2.618	1.5469
1.618	1.5469
1.000	1.5469
0.618	1.5469
HIGH	1.5469
0.618	1.5469
0.500	1.5469
0.382	1.5469
LOW	1.5469
0.618	1.5469
1.000	1.5469
1.618	1.5469
2.618	1.5469
4.250	1.5469

Fisher Pivots for day following 29-Dec-2010
Pivot	1 day	3 day
R1	1.5469	1.5446
PP	1.5469	1.5422
S1	1.5469	1.5399

Download as Excel Spreadsheet

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

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