CME British Pound Future September 2011

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

Day Change Summary
	Previous	Current
	02-Aug-2011	03-Aug-2011	Change	Change %	Previous Week
Open	1.6298	1.6279	-0.0019	-0.1%	1.6319
High	1.6321	1.6425	0.0104	0.6%	1.6464
Low	1.6218	1.6245	0.0027	0.2%	1.6251
Close	1.6289	1.6413	0.0124	0.8%	1.6423
Range	0.0103	0.0180	0.0077	74.8%	0.0213
ATR	0.0140	0.0143	0.0003	2.1%	0.0000
Volume	86,313	103,389	17,076	19.8%	435,744

Daily Pivots for day following 03-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6901	1.6837	1.6512
R3	1.6721	1.6657	1.6463
R2	1.6541	1.6541	1.6446
R1	1.6477	1.6477	1.6430	1.6509
PP	1.6361	1.6361	1.6361	1.6377
S1	1.6297	1.6297	1.6397	1.6329
S2	1.6181	1.6181	1.6380
S3	1.6001	1.6117	1.6364
S4	1.5821	1.5937	1.6314

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	1.6468	1.6218	0.0250	1.5%	0.0165	1.0%	78%	False	False	98,346
10	1.6468	1.6111	0.0357	2.2%	0.0150	0.9%	85%	False	False	93,550
20	1.6468	1.5768	0.0700	4.3%	0.0142	0.9%	92%	False	False	102,978
40	1.6468	1.5768	0.0700	4.3%	0.0137	0.8%	92%	False	False	102,808
60	1.6521	1.5768	0.0753	4.6%	0.0134	0.8%	86%	False	False	69,328
80	1.6708	1.5768	0.0940	5.7%	0.0120	0.7%	69%	False	False	52,020
100	1.6708	1.5768	0.0940	5.7%	0.0110	0.7%	69%	False	False	41,623
120	1.6708	1.5768	0.0940	5.7%	0.0092	0.6%	69%	False	False	34,686

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	0.0040
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.7190
2.618	1.6896
1.618	1.6716
1.000	1.6605
0.618	1.6536
HIGH	1.6425
0.618	1.6356
0.500	1.6335
0.382	1.6314
LOW	1.6245
0.618	1.6134
1.000	1.6065
1.618	1.5954
2.618	1.5774
4.250	1.5480

Fisher Pivots for day following 03-Aug-2011
Pivot	1 day	3 day
R1	1.6387	1.6390
PP	1.6361	1.6366
S1	1.6335	1.6343

Download as Excel Spreadsheet

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

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