CME British Pound Future September 2011

Trading Metrics calculated at close of trading on 27-Jan-2011

Day Change Summary
	Previous	Current
	26-Jan-2011	27-Jan-2011	Change	Change %	Previous Week
Open	1.5835	1.5895	0.0060	0.4%	1.5840
High	1.5835	1.5920	0.0085	0.5%	1.5951
Low	1.5835	1.5885	0.0050	0.3%	1.5840
Close	1.5835	1.5890	0.0055	0.3%	1.5951
Range	0.0000	0.0035	0.0035		0.0111
ATR	0.0078	0.0079	0.0000	0.6%	0.0000
Volume	4	4	0	0.0%	11

Daily Pivots for day following 27-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6003	1.5982	1.5909
R3	1.5968	1.5947	1.5900
R2	1.5933	1.5933	1.5896
R1	1.5912	1.5912	1.5893	1.5905
PP	1.5898	1.5898	1.5898	1.5895
S1	1.5877	1.5877	1.5887	1.5870
S2	1.5863	1.5863	1.5884
S3	1.5828	1.5842	1.5880
S4	1.5793	1.5807	1.5871

Weekly Pivots for week ending 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6247	1.6210	1.6012
R3	1.6136	1.6099	1.5982
R2	1.6025	1.6025	1.5971
R1	1.5988	1.5988	1.5961	1.6007
PP	1.5914	1.5914	1.5914	1.5923
S1	1.5877	1.5877	1.5941	1.5896
S2	1.5803	1.5803	1.5931
S3	1.5692	1.5766	1.5920
S4	1.5581	1.5655	1.5890

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5951	1.5750	0.0201	1.3%	0.0007	0.0%	70%	False	False	3
10	1.5951	1.5750	0.0201	1.3%	0.0015	0.1%	70%	False	False	2
20	1.5951	1.5375	0.0576	3.6%	0.0007	0.0%	89%	False	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	0.0001
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.6069
2.618	1.6012
1.618	1.5977
1.000	1.5955
0.618	1.5942
HIGH	1.5920
0.618	1.5907
0.500	1.5903
0.382	1.5898
LOW	1.5885
0.618	1.5863
1.000	1.5850
1.618	1.5828
2.618	1.5793
4.250	1.5736

Fisher Pivots for day following 27-Jan-2011
Pivot	1 day	3 day
R1	1.5903	1.5872
PP	1.5898	1.5853
S1	1.5894	1.5835

Download as Excel Spreadsheet

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

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