CME British Pound Future December 2011

Trading Metrics calculated at close of trading on 14-Feb-2011

Day Change Summary
	Previous	Current
	11-Feb-2011	14-Feb-2011	Change	Change %	Previous Week
Open	1.5939	1.5951	0.0012	0.1%	1.6031
High	1.5939	1.5951	0.0012	0.1%	1.6031
Low	1.5939	1.5951	0.0012	0.1%	1.5939
Close	1.5939	1.5951	0.0012	0.1%	1.5939
Range
ATR	0.0063	0.0059	-0.0004	-5.8%	0.0000
Volume	3	3	0	0.0%	15

Daily Pivots for day following 14-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.5951	1.5951	1.5951
R3	1.5951	1.5951	1.5951
R2	1.5951	1.5951	1.5951
R1	1.5951	1.5951	1.5951	1.5951
PP	1.5951	1.5951	1.5951	1.5951
S1	1.5951	1.5951	1.5951	1.5951
S2	1.5951	1.5951	1.5951
S3	1.5951	1.5951	1.5951
S4	1.5951	1.5951	1.5951

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6246	1.6184	1.5990
R3	1.6154	1.6092	1.5964
R2	1.6062	1.6062	1.5956
R1	1.6000	1.6000	1.5947	1.5985
PP	1.5970	1.5970	1.5970	1.5962
S1	1.5908	1.5908	1.5931	1.5893
S2	1.5878	1.5878	1.5922
S3	1.5786	1.5816	1.5914
S4	1.5694	1.5724	1.5888

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6008	1.5939	0.0069	0.4%	0.0000	0.0%	17%	False	False	3
10	1.6085	1.5939	0.0146	0.9%	0.0000	0.0%	8%	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	1.5951
2.618	1.5951
1.618	1.5951
1.000	1.5951
0.618	1.5951
HIGH	1.5951
0.618	1.5951
0.500	1.5951
0.382	1.5951
LOW	1.5951
0.618	1.5951
1.000	1.5951
1.618	1.5951
2.618	1.5951
4.250	1.5951

Fisher Pivots for day following 14-Feb-2011
Pivot	1 day	3 day
R1	1.5951	1.5973
PP	1.5951	1.5965
S1	1.5951	1.5958

Download as Excel Spreadsheet

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

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