CME British Pound Future September 2011

Trading Metrics calculated at close of trading on 12-Aug-2011

Day Change Summary
	Previous	Current
	11-Aug-2011	12-Aug-2011	Change	Change %	Previous Week
Open	1.6126	1.6228	0.0102	0.6%	1.6441
High	1.6238	1.6308	0.0070	0.4%	1.6486
Low	1.6105	1.6160	0.0055	0.3%	1.6105
Close	1.6208	1.6274	0.0066	0.4%	1.6274
Range	0.0133	0.0148	0.0015	11.3%	0.0381
ATR	0.0160	0.0159	-0.0001	-0.5%	0.0000
Volume	107,832	97,928	-9,904	-9.2%	633,606

Daily Pivots for day following 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6691	1.6631	1.6355
R3	1.6543	1.6483	1.6315
R2	1.6395	1.6395	1.6301
R1	1.6335	1.6335	1.6288	1.6365
PP	1.6247	1.6247	1.6247	1.6263
S1	1.6187	1.6187	1.6260	1.6217
S2	1.6099	1.6099	1.6247
S3	1.5951	1.6039	1.6233
S4	1.5803	1.5891	1.6193

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.7431	1.7234	1.6484
R3	1.7050	1.6853	1.6379
R2	1.6669	1.6669	1.6344
R1	1.6472	1.6472	1.6309	1.6380
PP	1.6288	1.6288	1.6288	1.6243
S1	1.6091	1.6091	1.6239	1.5999
S2	1.5907	1.5907	1.6204
S3	1.5526	1.5710	1.6169
S4	1.5145	1.5329	1.6064

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6486	1.6105	0.0381	2.3%	0.0185	1.1%	44%	False	False	126,721
10	1.6486	1.6105	0.0381	2.3%	0.0182	1.1%	44%	False	False	120,244
20	1.6486	1.5993	0.0493	3.0%	0.0158	1.0%	57%	False	False	106,940
40	1.6486	1.5768	0.0718	4.4%	0.0145	0.9%	70%	False	False	108,110
60	1.6521	1.5768	0.0753	4.6%	0.0141	0.9%	67%	False	False	84,260
80	1.6708	1.5768	0.0940	5.8%	0.0131	0.8%	54%	False	False	63,221
100	1.6708	1.5768	0.0940	5.8%	0.0117	0.7%	54%	False	False	50,588
120	1.6708	1.5768	0.0940	5.8%	0.0103	0.6%	54%	False	False	42,158

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	0.0042
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6937
2.618	1.6695
1.618	1.6547
1.000	1.6456
0.618	1.6399
HIGH	1.6308
0.618	1.6251
0.500	1.6234
0.382	1.6217
LOW	1.6160
0.618	1.6069
1.000	1.6012
1.618	1.5921
2.618	1.5773
4.250	1.5531

Fisher Pivots for day following 12-Aug-2011
Pivot	1 day	3 day
R1	1.6261	1.6255
PP	1.6247	1.6235
S1	1.6234	1.6216

Download as Excel Spreadsheet

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

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