CME British Pound Future June 2010

Trading Metrics calculated at close of trading on 29-Jan-2010

Day Change Summary
	Previous	Current
	28-Jan-2010	29-Jan-2010	Change	Change %	Previous Week
Open	1.6163	1.6105	-0.0058	-0.4%	1.6098
High	1.6256	1.6147	-0.0109	-0.7%	1.6256
Low	1.6096	1.5974	-0.0122	-0.8%	1.5974
Close	1.6112	1.5976	-0.0136	-0.8%	1.5976
Range	0.0160	0.0173	0.0013	8.1%	0.0282
ATR	0.0146	0.0148	0.0002	1.3%	0.0000
Volume	282	391	109	38.7%	1,470

Daily Pivots for day following 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6551	1.6437	1.6071
R3	1.6378	1.6264	1.6024
R2	1.6205	1.6205	1.6008
R1	1.6091	1.6091	1.5992	1.6062
PP	1.6032	1.6032	1.6032	1.6018
S1	1.5918	1.5918	1.5960	1.5889
S2	1.5859	1.5859	1.5944
S3	1.5686	1.5745	1.5928
S4	1.5513	1.5572	1.5881

Weekly Pivots for week ending 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6915	1.6727	1.6131
R3	1.6633	1.6445	1.6054
R2	1.6351	1.6351	1.6028
R1	1.6163	1.6163	1.6002	1.6116
PP	1.6069	1.6069	1.6069	1.6045
S1	1.5881	1.5881	1.5950	1.5834
S2	1.5787	1.5787	1.5924
S3	1.5505	1.5599	1.5898
S4	1.5223	1.5317	1.5821

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6256	1.5974	0.0282	1.8%	0.0149	0.9%	1%	False	True	294
10	1.6434	1.5974	0.0460	2.9%	0.0144	0.9%	0%	False	True	231
20	1.6434	1.5885	0.0549	3.4%	0.0140	0.9%	17%	False	False	212

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0030
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.6882
2.618	1.6600
1.618	1.6427
1.000	1.6320
0.618	1.6254
HIGH	1.6147
0.618	1.6081
0.500	1.6061
0.382	1.6040
LOW	1.5974
0.618	1.5867
1.000	1.5801
1.618	1.5694
2.618	1.5521
4.250	1.5239

Fisher Pivots for day following 29-Jan-2010
Pivot	1 day	3 day
R1	1.6061	1.6115
PP	1.6032	1.6069
S1	1.6004	1.6022

Download as Excel Spreadsheet

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

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