CME British Pound Future March 2010

Trading Metrics calculated at close of trading on 17-Nov-2009

Day Change Summary
	Previous	Current
	16-Nov-2009	17-Nov-2009	Change	Change %	Previous Week
Open	1.6735	1.6817	0.0082	0.5%	1.6659
High	1.6850	1.6850	0.0000	0.0%	1.6822
Low	1.6733	1.6751	0.0018	0.1%	1.6515
Close	1.6824	1.6782	-0.0042	-0.2%	1.6661
Range	0.0117	0.0099	-0.0018	-15.4%	0.0307
ATR	0.0162	0.0157	-0.0004	-2.8%	0.0000
Volume	111	484	373	336.0%	445

Daily Pivots for day following 17-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7091	1.7036	1.6836
R3	1.6992	1.6937	1.6809
R2	1.6893	1.6893	1.6800
R1	1.6838	1.6838	1.6791	1.6816
PP	1.6794	1.6794	1.6794	1.6784
S1	1.6739	1.6739	1.6773	1.6717
S2	1.6695	1.6695	1.6764
S3	1.6596	1.6640	1.6755
S4	1.6497	1.6541	1.6728

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	1.6850	1.6515	0.0335	2.0%	0.0123	0.7%	80%	True	False	169
10	1.6850	1.6395	0.0455	2.7%	0.0134	0.8%	85%	True	False	138
20	1.6850	1.6274	0.0576	3.4%	0.0149	0.9%	88%	True	False	124

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	True
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	1.7271
2.618	1.7109
1.618	1.7010
1.000	1.6949
0.618	1.6911
HIGH	1.6850
0.618	1.6812
0.500	1.6801
0.382	1.6789
LOW	1.6751
0.618	1.6690
1.000	1.6652
1.618	1.6591
2.618	1.6492
4.250	1.6330

Fisher Pivots for day following 17-Nov-2009
Pivot	1 day	3 day
R1	1.6801	1.6763
PP	1.6794	1.6744
S1	1.6788	1.6725

Download as Excel Spreadsheet

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

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