CME British Pound Future September 2011

Trading Metrics calculated at close of trading on 18-Jan-2011

Day Change Summary
	Previous	Current
	14-Jan-2011	18-Jan-2011	Change	Change %	Previous Week
Open	1.5830	1.5840	0.0010	0.1%	1.5533
High	1.5830	1.5950	0.0120	0.8%	1.5830
Low	1.5830	1.5840	0.0010	0.1%	1.5533
Close	1.5830	1.5922	0.0092	0.6%	1.5830
Range	0.0000	0.0110	0.0110		0.0297
ATR	0.0073	0.0076	0.0003	4.6%	0.0000
Volume	2	2	0	0.0%	10

Daily Pivots for day following 18-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6234	1.6188	1.5983
R3	1.6124	1.6078	1.5952
R2	1.6014	1.6014	1.5942
R1	1.5968	1.5968	1.5932	1.5991
PP	1.5904	1.5904	1.5904	1.5916
S1	1.5858	1.5858	1.5912	1.5881
S2	1.5794	1.5794	1.5902
S3	1.5684	1.5748	1.5892
S4	1.5574	1.5638	1.5862

Weekly Pivots for week ending 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6622	1.6523	1.5993
R3	1.6325	1.6226	1.5912
R2	1.6028	1.6028	1.5884
R1	1.5929	1.5929	1.5857	1.5979
PP	1.5731	1.5731	1.5731	1.5756
S1	1.5632	1.5632	1.5803	1.5682
S2	1.5434	1.5434	1.5776
S3	1.5137	1.5335	1.5748
S4	1.4840	1.5038	1.5667

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5950	1.5551	0.0399	2.5%	0.0022	0.1%	93%	True	False	2
10	1.5950	1.5449	0.0501	3.1%	0.0011	0.1%	94%	True	False	2
20	1.5950	1.5325	0.0625	3.9%	0.0007	0.0%	96%	True	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	1.6418
2.618	1.6238
1.618	1.6128
1.000	1.6060
0.618	1.6018
HIGH	1.5950
0.618	1.5908
0.500	1.5895
0.382	1.5882
LOW	1.5840
0.618	1.5772
1.000	1.5730
1.618	1.5662
2.618	1.5552
4.250	1.5373

Fisher Pivots for day following 18-Jan-2011
Pivot	1 day	3 day
R1	1.5913	1.5905
PP	1.5904	1.5888
S1	1.5895	1.5871

Download as Excel Spreadsheet

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

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