CME British Pound Future December 2011

Trading Metrics calculated at close of trading on 10-Feb-2011

Day Change Summary
	Previous	Current
	09-Feb-2011	10-Feb-2011	Change	Change %	Previous Week
Open	1.6008	1.6006	-0.0002	0.0%	1.5953
High	1.6008	1.6006	-0.0002	0.0%	1.6085
Low	1.6008	1.6006	-0.0002	0.0%	1.5953
Close	1.6008	1.6006	-0.0002	0.0%	1.6009
Range
ATR	0.0000	0.0062	0.0062		0.0000
Volume	3	3	0	0.0%	15

Daily Pivots for day following 10-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6006	1.6006	1.6006
R3	1.6006	1.6006	1.6006
R2	1.6006	1.6006	1.6006
R1	1.6006	1.6006	1.6006	1.6006
PP	1.6006	1.6006	1.6006	1.6006
S1	1.6006	1.6006	1.6006	1.6006
S2	1.6006	1.6006	1.6006
S3	1.6006	1.6006	1.6006
S4	1.6006	1.6006	1.6006

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6412	1.6342	1.6082
R3	1.6280	1.6210	1.6045
R2	1.6148	1.6148	1.6033
R1	1.6078	1.6078	1.6021	1.6113
PP	1.6016	1.6016	1.6016	1.6033
S1	1.5946	1.5946	1.5997	1.5981
S2	1.5884	1.5884	1.5985
S3	1.5752	1.5814	1.5973
S4	1.5620	1.5682	1.5936

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6031	1.5971	0.0060	0.4%	0.0000	0.0%	58%	False	False	3
10	1.6085	1.5797	0.0288	1.8%	0.0000	0.0%	73%	False	False	3

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	1.6006
2.618	1.6006
1.618	1.6006
1.000	1.6006
0.618	1.6006
HIGH	1.6006
0.618	1.6006
0.500	1.6006
0.382	1.6006
LOW	1.6006
0.618	1.6006
1.000	1.6006
1.618	1.6006
2.618	1.6006
4.250	1.6006

Fisher Pivots for day following 10-Feb-2011
Pivot	1 day	3 day
R1	1.6006	1.6001
PP	1.6006	1.5995
S1	1.6006	1.5990

Download as Excel Spreadsheet

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

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