CME British Pound Future March 2011

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

Day Change Summary
	Previous	Current
	14-Sep-2010	15-Sep-2010	Change	Change %	Previous Week
Open	1.5371	1.5523	0.0152	1.0%	1.5347
High	1.5540	1.5613	0.0073	0.5%	1.5509
Low	1.5340	1.5435	0.0095	0.6%	1.5283
Close	1.5545	1.5599	0.0054	0.3%	1.5333
Range	0.0200	0.0178	-0.0022	-11.0%	0.0226
ATR	0.0082	0.0089	0.0007	8.4%	0.0000
Volume	8	29	21	262.5%	17

Daily Pivots for day following 15-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6083	1.6019	1.5697
R3	1.5905	1.5841	1.5648
R2	1.5727	1.5727	1.5632
R1	1.5663	1.5663	1.5615	1.5695
PP	1.5549	1.5549	1.5549	1.5565
S1	1.5485	1.5485	1.5583	1.5517
S2	1.5371	1.5371	1.5566
S3	1.5193	1.5307	1.5550
S4	1.5015	1.5129	1.5501

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6053	1.5919	1.5457
R3	1.5827	1.5693	1.5395
R2	1.5601	1.5601	1.5374
R1	1.5467	1.5467	1.5354	1.5421
PP	1.5375	1.5375	1.5375	1.5352
S1	1.5241	1.5241	1.5312	1.5195
S2	1.5149	1.5149	1.5292
S3	1.4923	1.5015	1.5271
S4	1.4697	1.4789	1.5209

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5613	1.5340	0.0273	1.8%	0.0117	0.8%	95%	True	False	11
10	1.5613	1.5283	0.0330	2.1%	0.0079	0.5%	96%	True	False	7
20	1.5628	1.5283	0.0345	2.2%	0.0042	0.3%	92%	False	False	5

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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6370
2.618	1.6079
1.618	1.5901
1.000	1.5791
0.618	1.5723
HIGH	1.5613
0.618	1.5545
0.500	1.5524
0.382	1.5503
LOW	1.5435
0.618	1.5325
1.000	1.5257
1.618	1.5147
2.618	1.4969
4.250	1.4679

Fisher Pivots for day following 15-Sep-2010
Pivot	1 day	3 day
R1	1.5574	1.5558
PP	1.5549	1.5517
S1	1.5524	1.5477

Download as Excel Spreadsheet

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

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