CME British Pound Future September 2011

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

Day Change Summary
	Previous	Current
	24-Jun-2011	27-Jun-2011	Change	Change %	Previous Week
Open	1.6003	1.5951	-0.0052	-0.3%	1.6150
High	1.6030	1.5996	-0.0034	-0.2%	1.6246
Low	1.5935	1.5896	-0.0039	-0.2%	1.5922
Close	1.5956	1.5960	0.0004	0.0%	1.5956
Range	0.0095	0.0100	0.0005	5.3%	0.0324
ATR	0.0131	0.0129	-0.0002	-1.7%	0.0000
Volume	91,296	91,079	-217	-0.2%	510,373

Daily Pivots for day following 27-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6251	1.6205	1.6015
R3	1.6151	1.6105	1.5988
R2	1.6051	1.6051	1.5978
R1	1.6005	1.6005	1.5969	1.6028
PP	1.5951	1.5951	1.5951	1.5962
S1	1.5905	1.5905	1.5951	1.5928
S2	1.5851	1.5851	1.5942
S3	1.5751	1.5805	1.5933
S4	1.5651	1.5705	1.5905

Weekly Pivots for week ending 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.7013	1.6809	1.6134
R3	1.6689	1.6485	1.6045
R2	1.6365	1.6365	1.6015
R1	1.6161	1.6161	1.5986	1.6101
PP	1.6041	1.6041	1.6041	1.6012
S1	1.5837	1.5837	1.5926	1.5777
S2	1.5717	1.5717	1.5897
S3	1.5393	1.5513	1.5867
S4	1.5069	1.5189	1.5778

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6246	1.5896	0.0350	2.2%	0.0125	0.8%	18%	False	True	104,344
10	1.6423	1.5896	0.0527	3.3%	0.0131	0.8%	12%	False	True	104,557
20	1.6521	1.5896	0.0625	3.9%	0.0133	0.8%	10%	False	True	70,836
40	1.6708	1.5896	0.0812	5.1%	0.0128	0.8%	8%	False	True	35,501
60	1.6708	1.5896	0.0812	5.1%	0.0106	0.7%	8%	False	True	23,689
80	1.6708	1.5896	0.0812	5.1%	0.0093	0.6%	8%	False	True	17,772
100	1.6708	1.5896	0.0812	5.1%	0.0075	0.5%	8%	False	True	14,219
120	1.6708	1.5449	0.1259	7.9%	0.0064	0.4%	41%	False	False	11,850

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	0.0029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6421
2.618	1.6258
1.618	1.6158
1.000	1.6096
0.618	1.6058
HIGH	1.5996
0.618	1.5958
0.500	1.5946
0.382	1.5934
LOW	1.5896
0.618	1.5834
1.000	1.5796
1.618	1.5734
2.618	1.5634
4.250	1.5471

Fisher Pivots for day following 27-Jun-2011
Pivot	1 day	3 day
R1	1.5955	1.5979
PP	1.5951	1.5973
S1	1.5946	1.5966

Download as Excel Spreadsheet

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

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