CME British Pound Future March 2010

Trading Metrics calculated at close of trading on 19-Nov-2009

Day Change Summary
	Previous	Current
	18-Nov-2009	19-Nov-2009	Change	Change %	Previous Week
Open	1.6782	1.6715	-0.0067	-0.4%	1.6659
High	1.6816	1.6715	-0.0101	-0.6%	1.6822
Low	1.6705	1.6595	-0.0110	-0.7%	1.6515
Close	1.6706	1.6634	-0.0072	-0.4%	1.6661
Range	0.0111	0.0120	0.0009	8.1%	0.0307
ATR	0.0154	0.0152	-0.0002	-1.6%	0.0000
Volume	352	512	160	45.5%	445

Daily Pivots for day following 19-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7008	1.6941	1.6700
R3	1.6888	1.6821	1.6667
R2	1.6768	1.6768	1.6656
R1	1.6701	1.6701	1.6645	1.6675
PP	1.6648	1.6648	1.6648	1.6635
S1	1.6581	1.6581	1.6623	1.6555
S2	1.6528	1.6528	1.6612
S3	1.6408	1.6461	1.6601
S4	1.6288	1.6341	1.6568

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	1.6595	0.0255	1.5%	0.0107	0.6%	15%	False	True	310
10	1.6850	1.6515	0.0335	2.0%	0.0126	0.8%	36%	False	False	211
20	1.6850	1.6274	0.0576	3.5%	0.0145	0.9%	63%	False	False	149

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.7225
2.618	1.7029
1.618	1.6909
1.000	1.6835
0.618	1.6789
HIGH	1.6715
0.618	1.6669
0.500	1.6655
0.382	1.6641
LOW	1.6595
0.618	1.6521
1.000	1.6475
1.618	1.6401
2.618	1.6281
4.250	1.6085

Fisher Pivots for day following 19-Nov-2009
Pivot	1 day	3 day
R1	1.6655	1.6723
PP	1.6648	1.6693
S1	1.6641	1.6664

Download as Excel Spreadsheet

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

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