CME British Pound Future March 2011

Trading Metrics calculated at close of trading on 28-Sep-2010

Day Change Summary
	Previous	Current
	27-Sep-2010	28-Sep-2010	Change	Change %	Previous Week
Open	1.5810	1.5803	-0.0007	0.0%	1.5656
High	1.5835	1.5873	0.0038	0.2%	1.5825
Low	1.5769	1.5730	-0.0039	-0.2%	1.5495
Close	1.5836	1.5772	-0.0064	-0.4%	1.5799
Range	0.0066	0.0143	0.0077	116.7%	0.0330
ATR	0.0096	0.0099	0.0003	3.5%	0.0000
Volume	76	72	-4	-5.3%	166

Daily Pivots for day following 28-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6221	1.6139	1.5851
R3	1.6078	1.5996	1.5811
R2	1.5935	1.5935	1.5798
R1	1.5853	1.5853	1.5785	1.5823
PP	1.5792	1.5792	1.5792	1.5776
S1	1.5710	1.5710	1.5759	1.5680
S2	1.5649	1.5649	1.5746
S3	1.5506	1.5567	1.5733
S4	1.5363	1.5424	1.5693

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6696	1.6578	1.5981
R3	1.6366	1.6248	1.5890
R2	1.6036	1.6036	1.5860
R1	1.5918	1.5918	1.5829	1.5977
PP	1.5706	1.5706	1.5706	1.5736
S1	1.5588	1.5588	1.5769	1.5647
S2	1.5376	1.5376	1.5739
S3	1.5046	1.5258	1.5708
S4	1.4716	1.4928	1.5618

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5873	1.5598	0.0275	1.7%	0.0113	0.7%	63%	True	False	50
10	1.5873	1.5435	0.0438	2.8%	0.0114	0.7%	77%	True	False	57
20	1.5873	1.5283	0.0590	3.7%	0.0088	0.6%	83%	True	False	31

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6481
2.618	1.6247
1.618	1.6104
1.000	1.6016
0.618	1.5961
HIGH	1.5873
0.618	1.5818
0.500	1.5802
0.382	1.5785
LOW	1.5730
0.618	1.5642
1.000	1.5587
1.618	1.5499
2.618	1.5356
4.250	1.5122

Fisher Pivots for day following 28-Sep-2010
Pivot	1 day	3 day
R1	1.5802	1.5768
PP	1.5792	1.5765
S1	1.5782	1.5761

Download as Excel Spreadsheet

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

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