CME British Pound Future December 2011

Trading Metrics calculated at close of trading on 17-Feb-2011

Day Change Summary
	Previous	Current
	16-Feb-2011	17-Feb-2011	Change	Change %	Previous Week
Open	1.6012	1.6088	0.0076	0.5%	1.6031
High	1.6012	1.6088	0.0076	0.5%	1.6031
Low	1.6012	1.6088	0.0076	0.5%	1.5939
Close	1.6012	1.6088	0.0076	0.5%	1.5939
Range
ATR	0.0059	0.0061	0.0001	2.0%	0.0000
Volume	3	3	0	0.0%	15

Daily Pivots for day following 17-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6088	1.6088	1.6088
R3	1.6088	1.6088	1.6088
R2	1.6088	1.6088	1.6088
R1	1.6088	1.6088	1.6088	1.6088
PP	1.6088	1.6088	1.6088	1.6088
S1	1.6088	1.6088	1.6088	1.6088
S2	1.6088	1.6088	1.6088
S3	1.6088	1.6088	1.6088
S4	1.6088	1.6088	1.6088

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	1.6088	1.5939	0.0149	0.9%	0.0000	0.0%	100%	True	False	3
10	1.6088	1.5939	0.0149	0.9%	0.0000	0.0%	100%	True	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	1.6088
2.618	1.6088
1.618	1.6088
1.000	1.6088
0.618	1.6088
HIGH	1.6088
0.618	1.6088
0.500	1.6088
0.382	1.6088
LOW	1.6088
0.618	1.6088
1.000	1.6088
1.618	1.6088
2.618	1.6088
4.250	1.6088

Fisher Pivots for day following 17-Feb-2011
Pivot	1 day	3 day
R1	1.6088	1.6075
PP	1.6088	1.6063
S1	1.6088	1.6050

Download as Excel Spreadsheet

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

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