CME British Pound Future September 2011

Trading Metrics calculated at close of trading on 29-Jul-2011

Day Change Summary
	Previous	Current
	28-Jul-2011	29-Jul-2011	Change	Change %	Previous Week
Open	1.6319	1.6362	0.0043	0.3%	1.6319
High	1.6372	1.6464	0.0092	0.6%	1.6464
Low	1.6284	1.6251	-0.0033	-0.2%	1.6251
Close	1.6336	1.6423	0.0087	0.5%	1.6423
Range	0.0088	0.0213	0.0125	142.0%	0.0213
ATR	0.0129	0.0135	0.0006	4.6%	0.0000
Volume	72,845	113,084	40,239	55.2%	435,744

Daily Pivots for day following 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.7018	1.6934	1.6540
R3	1.6805	1.6721	1.6482
R2	1.6592	1.6592	1.6462
R1	1.6508	1.6508	1.6443	1.6550
PP	1.6379	1.6379	1.6379	1.6401
S1	1.6295	1.6295	1.6403	1.6337
S2	1.6166	1.6166	1.6384
S3	1.5953	1.6082	1.6364
S4	1.5740	1.5869	1.6306

Weekly Pivots for week ending 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.7018	1.6934	1.6540
R3	1.6805	1.6721	1.6482
R2	1.6592	1.6592	1.6462
R1	1.6508	1.6508	1.6443	1.6550
PP	1.6379	1.6379	1.6379	1.6401
S1	1.6295	1.6295	1.6403	1.6337
S2	1.6166	1.6166	1.6384
S3	1.5953	1.6082	1.6364
S4	1.5740	1.5869	1.6306

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6464	1.6251	0.0213	1.3%	0.0140	0.9%	81%	True	True	87,148
10	1.6464	1.5993	0.0471	2.9%	0.0134	0.8%	91%	True	False	93,636
20	1.6464	1.5768	0.0696	4.2%	0.0136	0.8%	94%	True	False	103,276
40	1.6464	1.5768	0.0696	4.2%	0.0135	0.8%	94%	True	False	96,252
60	1.6521	1.5768	0.0753	4.6%	0.0131	0.8%	87%	False	False	64,240
80	1.6708	1.5768	0.0940	5.7%	0.0116	0.7%	70%	False	False	48,200
100	1.6708	1.5768	0.0940	5.7%	0.0105	0.6%	70%	False	False	38,565
120	1.6708	1.5768	0.0940	5.7%	0.0088	0.5%	70%	False	False	32,138

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0031
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1.7369
2.618	1.7022
1.618	1.6809
1.000	1.6677
0.618	1.6596
HIGH	1.6464
0.618	1.6383
0.500	1.6358
0.382	1.6332
LOW	1.6251
0.618	1.6119
1.000	1.6038
1.618	1.5906
2.618	1.5693
4.250	1.5346

Fisher Pivots for day following 29-Jul-2011
Pivot	1 day	3 day
R1	1.6401	1.6401
PP	1.6379	1.6379
S1	1.6358	1.6358

Download as Excel Spreadsheet

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

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