CME British Pound Future December 2011

Trading Metrics calculated at close of trading on 27-Jun-2011

Day Change Summary
	Previous	Current
	24-Jun-2011	27-Jun-2011	Change	Change %	Previous Week
Open	1.5988	1.5919	-0.0069	-0.4%	1.6123
High	1.6000	1.5975	-0.0025	-0.2%	1.6211
Low	1.5931	1.5900	-0.0031	-0.2%	1.5915
Close	1.5940	1.5945	0.0005	0.0%	1.5940
Range	0.0069	0.0075	0.0006	8.7%	0.0296
ATR	0.0080	0.0080	0.0000	-0.5%	0.0000
Volume	8	17	9	112.5%	50

Daily Pivots for day following 27-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6165	1.6130	1.5986
R3	1.6090	1.6055	1.5966
R2	1.6015	1.6015	1.5959
R1	1.5980	1.5980	1.5952	1.5998
PP	1.5940	1.5940	1.5940	1.5949
S1	1.5905	1.5905	1.5938	1.5923
S2	1.5865	1.5865	1.5931
S3	1.5790	1.5830	1.5924
S4	1.5715	1.5755	1.5904

Weekly Pivots for week ending 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.6910	1.6721	1.6103
R3	1.6614	1.6425	1.6021
R2	1.6318	1.6318	1.5994
R1	1.6129	1.6129	1.5967	1.6076
PP	1.6022	1.6022	1.6022	1.5995
S1	1.5833	1.5833	1.5913	1.5780
S2	1.5726	1.5726	1.5886
S3	1.5430	1.5537	1.5859
S4	1.5134	1.5241	1.5777

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6211	1.5900	0.0311	2.0%	0.0046	0.3%	14%	False	True	12
10	1.6358	1.5900	0.0458	2.9%	0.0053	0.3%	10%	False	True	11
20	1.6415	1.5900	0.0515	3.2%	0.0038	0.2%	9%	False	True	13
40	1.6702	1.5900	0.0802	5.0%	0.0019	0.1%	6%	False	True	9
60	1.6702	1.5900	0.0802	5.0%	0.0015	0.1%	6%	False	True	6
80	1.6702	1.5900	0.0802	5.0%	0.0012	0.1%	6%	False	True	5
100	1.6702	1.5900	0.0802	5.0%	0.0010	0.1%	6%	False	True	4

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	0.0003
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6294
2.618	1.6171
1.618	1.6096
1.000	1.6050
0.618	1.6021
HIGH	1.5975
0.618	1.5946
0.500	1.5938
0.382	1.5929
LOW	1.5900
0.618	1.5854
1.000	1.5825
1.618	1.5779
2.618	1.5704
4.250	1.5581

Fisher Pivots for day following 27-Jun-2011
Pivot	1 day	3 day
R1	1.5943	1.5950
PP	1.5940	1.5948
S1	1.5938	1.5947

Download as Excel Spreadsheet

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

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