CME British Pound Future September 2011

Trading Metrics calculated at close of trading on 01-Feb-2011

Day Change Summary
	Previous	Current
	31-Jan-2011	01-Feb-2011	Change	Change %	Previous Week
Open	1.5938	1.6037	0.0099	0.6%	1.5945
High	1.5985	1.6100	0.0115	0.7%	1.5945
Low	1.5938	1.6027	0.0089	0.6%	1.5750
Close	1.5981	1.6092	0.0111	0.7%	1.5825
Range	0.0047	0.0073	0.0026	55.3%	0.0195
ATR	0.0084	0.0086	0.0003	3.0%	0.0000
Volume	10	2	-8	-80.0%	24

Daily Pivots for day following 01-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6292	1.6265	1.6132
R3	1.6219	1.6192	1.6112
R2	1.6146	1.6146	1.6105
R1	1.6119	1.6119	1.6099	1.6133
PP	1.6073	1.6073	1.6073	1.6080
S1	1.6046	1.6046	1.6085	1.6060
S2	1.6000	1.6000	1.6079
S3	1.5927	1.5973	1.6072
S4	1.5854	1.5900	1.6052

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6425	1.6320	1.5932
R3	1.6230	1.6125	1.5879
R2	1.6035	1.6035	1.5861
R1	1.5930	1.5930	1.5843	1.5885
PP	1.5840	1.5840	1.5840	1.5818
S1	1.5735	1.5735	1.5807	1.5690
S2	1.5645	1.5645	1.5789
S3	1.5450	1.5540	1.5771
S4	1.5255	1.5345	1.5718

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6100	1.5825	0.0275	1.7%	0.0031	0.2%	97%	True	False	6
10	1.6100	1.5750	0.0350	2.2%	0.0016	0.1%	98%	True	False	4
20	1.6100	1.5449	0.0651	4.0%	0.0013	0.1%	99%	True	False	3

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	0.0002
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.6410
2.618	1.6291
1.618	1.6218
1.000	1.6173
0.618	1.6145
HIGH	1.6100
0.618	1.6072
0.500	1.6064
0.382	1.6055
LOW	1.6027
0.618	1.5982
1.000	1.5954
1.618	1.5909
2.618	1.5836
4.250	1.5717

Fisher Pivots for day following 01-Feb-2011
Pivot	1 day	3 day
R1	1.6083	1.6049
PP	1.6073	1.6006
S1	1.6064	1.5963

Download as Excel Spreadsheet

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

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