CME British Pound Future March 2010

Trading Metrics calculated at close of trading on 13-Nov-2009

Day Change Summary
	Previous	Current
	12-Nov-2009	13-Nov-2009	Change	Change %	Previous Week
Open	1.6559	1.6600	0.0041	0.2%	1.6659
High	1.6595	1.6690	0.0095	0.6%	1.6822
Low	1.6515	1.6600	0.0085	0.5%	1.6515
Close	1.6558	1.6661	0.0103	0.6%	1.6661
Range	0.0080	0.0090	0.0010	12.5%	0.0307
ATR	0.0162	0.0160	-0.0002	-1.3%	0.0000
Volume	79	93	14	17.7%	445

Daily Pivots for day following 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6920	1.6881	1.6711
R3	1.6830	1.6791	1.6686
R2	1.6740	1.6740	1.6678
R1	1.6701	1.6701	1.6669	1.6721
PP	1.6650	1.6650	1.6650	1.6660
S1	1.6611	1.6611	1.6653	1.6631
S2	1.6560	1.6560	1.6645
S3	1.6470	1.6521	1.6636
S4	1.6380	1.6431	1.6612

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7587	1.7431	1.6830
R3	1.7280	1.7124	1.6745
R2	1.6973	1.6973	1.6717
R1	1.6817	1.6817	1.6689	1.6895
PP	1.6666	1.6666	1.6666	1.6705
S1	1.6510	1.6510	1.6633	1.6588
S2	1.6359	1.6359	1.6605
S3	1.6052	1.6203	1.6577
S4	1.5745	1.5896	1.6492

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6822	1.6515	0.0307	1.8%	0.0143	0.9%	48%	False	False	89
10	1.6822	1.6274	0.0548	3.3%	0.0141	0.8%	71%	False	False	96
20	1.6822	1.6274	0.0548	3.3%	0.0149	0.9%	71%	False	False	101

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.7073
2.618	1.6926
1.618	1.6836
1.000	1.6780
0.618	1.6746
HIGH	1.6690
0.618	1.6656
0.500	1.6645
0.382	1.6634
LOW	1.6600
0.618	1.6544
1.000	1.6510
1.618	1.6454
2.618	1.6364
4.250	1.6218

Fisher Pivots for day following 13-Nov-2009
Pivot	1 day	3 day
R1	1.6656	1.6655
PP	1.6650	1.6649
S1	1.6645	1.6643

Download as Excel Spreadsheet

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

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