CME British Pound Future March 2010

Trading Metrics calculated at close of trading on 20-Nov-2009

Day Change Summary
	Previous	Current
	19-Nov-2009	20-Nov-2009	Change	Change %	Previous Week
Open	1.6715	1.6611	-0.0104	-0.6%	1.6735
High	1.6715	1.6639	-0.0076	-0.5%	1.6850
Low	1.6595	1.6451	-0.0144	-0.9%	1.6451
Close	1.6634	1.6470	-0.0164	-1.0%	1.6470
Range	0.0120	0.0188	0.0068	56.7%	0.0399
ATR	0.0152	0.0154	0.0003	1.7%	0.0000
Volume	512	460	-52	-10.2%	1,919

Daily Pivots for day following 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7084	1.6965	1.6573
R3	1.6896	1.6777	1.6522
R2	1.6708	1.6708	1.6504
R1	1.6589	1.6589	1.6487	1.6555
PP	1.6520	1.6520	1.6520	1.6503
S1	1.6401	1.6401	1.6453	1.6367
S2	1.6332	1.6332	1.6436
S3	1.6144	1.6213	1.6418
S4	1.5956	1.6025	1.6367

Weekly Pivots for week ending 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7787	1.7528	1.6689
R3	1.7388	1.7129	1.6580
R2	1.6989	1.6989	1.6543
R1	1.6730	1.6730	1.6507	1.6660
PP	1.6590	1.6590	1.6590	1.6556
S1	1.6331	1.6331	1.6433	1.6261
S2	1.6191	1.6191	1.6397
S3	1.5792	1.5932	1.6360
S4	1.5393	1.5533	1.6251

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6850	1.6451	0.0399	2.4%	0.0127	0.8%	5%	False	True	383
10	1.6850	1.6451	0.0399	2.4%	0.0135	0.8%	5%	False	True	236
20	1.6850	1.6274	0.0576	3.5%	0.0136	0.8%	34%	False	False	165

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.7438
2.618	1.7131
1.618	1.6943
1.000	1.6827
0.618	1.6755
HIGH	1.6639
0.618	1.6567
0.500	1.6545
0.382	1.6523
LOW	1.6451
0.618	1.6335
1.000	1.6263
1.618	1.6147
2.618	1.5959
4.250	1.5652

Fisher Pivots for day following 20-Nov-2009
Pivot	1 day	3 day
R1	1.6545	1.6634
PP	1.6520	1.6579
S1	1.6495	1.6525

Download as Excel Spreadsheet

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

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