CME British Pound Future June 2010

Trading Metrics calculated at close of trading on 15-Mar-2010

Day Change Summary
	Previous	Current
	12-Mar-2010	15-Mar-2010	Change	Change %	Previous Week
Open	1.5055	1.5169	0.0114	0.8%	1.5136
High	1.5235	1.5198	-0.0037	-0.2%	1.5235
Low	1.5017	1.5010	-0.0007	0.0%	1.4864
Close	1.5163	1.5036	-0.0127	-0.8%	1.5163
Range	0.0218	0.0188	-0.0030	-13.8%	0.0371
ATR	0.0170	0.0171	0.0001	0.8%	0.0000
Volume	84,253	110,944	26,691	31.7%	225,251

Daily Pivots for day following 15-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5645	1.5529	1.5139
R3	1.5457	1.5341	1.5088
R2	1.5269	1.5269	1.5070
R1	1.5153	1.5153	1.5053	1.5117
PP	1.5081	1.5081	1.5081	1.5064
S1	1.4965	1.4965	1.5019	1.4929
S2	1.4893	1.4893	1.5002
S3	1.4705	1.4777	1.4984
S4	1.4517	1.4589	1.4933

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6200	1.6053	1.5367
R3	1.5829	1.5682	1.5265
R2	1.5458	1.5458	1.5231
R1	1.5311	1.5311	1.5197	1.5385
PP	1.5087	1.5087	1.5087	1.5124
S1	1.4940	1.4940	1.5129	1.5014
S2	1.4716	1.4716	1.5095
S3	1.4345	1.4569	1.5061
S4	1.3974	1.4198	1.4959

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5235	1.4864	0.0371	2.5%	0.0159	1.1%	46%	False	False	63,147
10	1.5235	1.4847	0.0388	2.6%	0.0156	1.0%	49%	False	False	35,606
20	1.5800	1.4772	0.1028	6.8%	0.0167	1.1%	26%	False	False	18,257
40	1.6434	1.4772	0.1662	11.1%	0.0156	1.0%	16%	False	False	9,284

Crabel Price Patterns
NR	True
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	0.0023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5997
2.618	1.5690
1.618	1.5502
1.000	1.5386
0.618	1.5314
HIGH	1.5198
0.618	1.5126
0.500	1.5104
0.382	1.5082
LOW	1.5010
0.618	1.4894
1.000	1.4822
1.618	1.4706
2.618	1.4518
4.250	1.4211

Fisher Pivots for day following 15-Mar-2010
Pivot	1 day	3 day
R1	1.5104	1.5085
PP	1.5081	1.5069
S1	1.5059	1.5052

Download as Excel Spreadsheet

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

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