CME British Pound Future September 2010

Trading Metrics calculated at close of trading on 19-Feb-2010

Day Change Summary
	Previous	Current
	18-Feb-2010	19-Feb-2010	Change	Change %	Previous Week
Open	1.5504	1.5446	-0.0058	-0.4%	1.5758
High	1.5504	1.5446	-0.0058	-0.4%	1.5758
Low	1.5504	1.5446	-0.0058	-0.4%	1.5446
Close	1.5606	1.5446	-0.0160	-1.0%	1.5446
Range
ATR	0.0084	0.0089	0.0005	6.5%	0.0000
Volume	1	4	3	300.0%	7

Daily Pivots for day following 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5446	1.5446	1.5446
R3	1.5446	1.5446	1.5446
R2	1.5446	1.5446	1.5446
R1	1.5446	1.5446	1.5446	1.5446
PP	1.5446	1.5446	1.5446	1.5446
S1	1.5446	1.5446	1.5446	1.5446
S2	1.5446	1.5446	1.5446
S3	1.5446	1.5446	1.5446
S4	1.5446	1.5446	1.5446

Weekly Pivots for week ending 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6486	1.6278	1.5618
R3	1.6174	1.5966	1.5532
R2	1.5862	1.5862	1.5503
R1	1.5654	1.5654	1.5475	1.5602
PP	1.5550	1.5550	1.5550	1.5524
S1	1.5342	1.5342	1.5417	1.5290
S2	1.5238	1.5238	1.5389
S3	1.4926	1.5030	1.5360
S4	1.4614	1.4718	1.5274

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5758	1.5446	0.0312	2.0%	0.0000	0.0%	0%	False	True	1
10	1.5758	1.5446	0.0312	2.0%	0.0000	0.0%	0%	False	True	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	1.5446
2.618	1.5446
1.618	1.5446
1.000	1.5446
0.618	1.5446
HIGH	1.5446
0.618	1.5446
0.500	1.5446
0.382	1.5446
LOW	1.5446
0.618	1.5446
1.000	1.5446
1.618	1.5446
2.618	1.5446
4.250	1.5446

Fisher Pivots for day following 19-Feb-2010
Pivot	1 day	3 day
R1	1.5446	1.5557
PP	1.5446	1.5520
S1	1.5446	1.5483

Download as Excel Spreadsheet

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

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