CME British Pound Future September 2011

Trading Metrics calculated at close of trading on 31-Dec-2010

Day Change Summary
	Previous	Current
	30-Dec-2010	31-Dec-2010	Change	Change %	Previous Week
Open	1.5375	1.5547	0.0172	1.1%	1.5363
High	1.5375	1.5547	0.0172	1.1%	1.5547
Low	1.5375	1.5547	0.0172	1.1%	1.5329
Close	1.5375	1.5547	0.0172	1.1%	1.5547
Range
ATR	0.0065	0.0072	0.0008	11.9%	0.0000
Volume	2	2	0	0.0%	10

Daily Pivots for day following 31-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5547	1.5547	1.5547
R3	1.5547	1.5547	1.5547
R2	1.5547	1.5547	1.5547
R1	1.5547	1.5547	1.5547	1.5547
PP	1.5547	1.5547	1.5547	1.5547
S1	1.5547	1.5547	1.5547	1.5547
S2	1.5547	1.5547	1.5547
S3	1.5547	1.5547	1.5547
S4	1.5547	1.5547	1.5547

Weekly Pivots for week ending 31-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6128	1.6056	1.5667
R3	1.5910	1.5838	1.5607
R2	1.5692	1.5692	1.5587
R1	1.5620	1.5620	1.5567	1.5656
PP	1.5474	1.5474	1.5474	1.5493
S1	1.5402	1.5402	1.5527	1.5438
S2	1.5256	1.5256	1.5507
S3	1.5038	1.5184	1.5487
S4	1.4820	1.4966	1.5427

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5547	1.5329	0.0218	1.4%	0.0000	0.0%	100%	True	False	2
10	1.5547	1.5325	0.0222	1.4%	0.0002	0.0%	100%	True	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	1.5547
2.618	1.5547
1.618	1.5547
1.000	1.5547
0.618	1.5547
HIGH	1.5547
0.618	1.5547
0.500	1.5547
0.382	1.5547
LOW	1.5547
0.618	1.5547
1.000	1.5547
1.618	1.5547
2.618	1.5547
4.250	1.5547

Fisher Pivots for day following 31-Dec-2010
Pivot	1 day	3 day
R1	1.5547	1.5518
PP	1.5547	1.5490
S1	1.5547	1.5461

Download as Excel Spreadsheet

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

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