CME British Pound Future September 2011

Trading Metrics calculated at close of trading on 30-Dec-2010

Day Change Summary
	Previous	Current
	29-Dec-2010	30-Dec-2010	Change	Change %	Previous Week
Open	1.5469	1.5375	-0.0094	-0.6%	1.5489
High	1.5469	1.5375	-0.0094	-0.6%	1.5489
Low	1.5469	1.5375	-0.0094	-0.6%	1.5325
Close	1.5469	1.5375	-0.0094	-0.6%	1.5371
Range
ATR	0.0062	0.0065	0.0002	3.6%	0.0000
Volume	2	2	0	0.0%	9

Daily Pivots for day following 30-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5375	1.5375	1.5375
R3	1.5375	1.5375	1.5375
R2	1.5375	1.5375	1.5375
R1	1.5375	1.5375	1.5375	1.5375
PP	1.5375	1.5375	1.5375	1.5375
S1	1.5375	1.5375	1.5375	1.5375
S2	1.5375	1.5375	1.5375
S3	1.5375	1.5375	1.5375
S4	1.5375	1.5375	1.5375

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	1.5329	0.0140	0.9%	0.0000	0.0%	33%	False	False	2
10	1.5562	1.5325	0.0237	1.5%	0.0002	0.0%	21%	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	1.5375
2.618	1.5375
1.618	1.5375
1.000	1.5375
0.618	1.5375
HIGH	1.5375
0.618	1.5375
0.500	1.5375
0.382	1.5375
LOW	1.5375
0.618	1.5375
1.000	1.5375
1.618	1.5375
2.618	1.5375
4.250	1.5375

Fisher Pivots for day following 30-Dec-2010
Pivot	1 day	3 day
R1	1.5375	1.5399
PP	1.5375	1.5391
S1	1.5375	1.5383

Download as Excel Spreadsheet

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

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