CME British Pound Future September 2011

Trading Metrics calculated at close of trading on 03-Feb-2011

Day Change Summary
	Previous	Current
	02-Feb-2011	03-Feb-2011	Change	Change %	Previous Week
Open	1.6118	1.6170	0.0052	0.3%	1.5945
High	1.6118	1.6170	0.0052	0.3%	1.5945
Low	1.6118	1.6150	0.0032	0.2%	1.5750
Close	1.6118	1.6095	-0.0023	-0.1%	1.5825
Range	0.0000	0.0020	0.0020		0.0195
ATR	0.0082	0.0080	-0.0002	-2.6%	0.0000
Volume	14	14	0	0.0%	24

Daily Pivots for day following 03-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6198	1.6167	1.6106
R3	1.6178	1.6147	1.6101
R2	1.6158	1.6158	1.6099
R1	1.6127	1.6127	1.6097	1.6133
PP	1.6138	1.6138	1.6138	1.6141
S1	1.6107	1.6107	1.6093	1.6113
S2	1.6118	1.6118	1.6091
S3	1.6098	1.6087	1.6090
S4	1.6078	1.6067	1.6084

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	1.6170	1.5825	0.0345	2.1%	0.0028	0.2%	78%	True	False	10
10	1.6170	1.5750	0.0420	2.6%	0.0018	0.1%	82%	True	False	6
20	1.6170	1.5503	0.0667	4.1%	0.0014	0.1%	89%	True	False	4
40	1.6170	1.5325	0.0845	5.3%	0.0010	0.1%	91%	True	False	3

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0002
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6255
2.618	1.6222
1.618	1.6202
1.000	1.6190
0.618	1.6182
HIGH	1.6170
0.618	1.6162
0.500	1.6160
0.382	1.6158
LOW	1.6150
0.618	1.6138
1.000	1.6130
1.618	1.6118
2.618	1.6098
4.250	1.6065

Fisher Pivots for day following 03-Feb-2011
Pivot	1 day	3 day
R1	1.6160	1.6099
PP	1.6138	1.6097
S1	1.6117	1.6096

Download as Excel Spreadsheet

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

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