CME British Pound Future June 2010

Trading Metrics calculated at close of trading on 15-Jan-2010

Day Change Summary
	Previous	Current
	14-Jan-2010	15-Jan-2010	Change	Change %	Previous Week
Open	1.6277	1.6307	0.0030	0.2%	1.6047
High	1.6325	1.6335	0.0010	0.1%	1.6335
Low	1.6235	1.6208	-0.0027	-0.2%	1.6046
Close	1.6315	1.6243	-0.0072	-0.4%	1.6243
Range	0.0090	0.0127	0.0037	41.1%	0.0289
ATR	0.0142	0.0141	-0.0001	-0.8%	0.0000
Volume	268	85	-183	-68.3%	721

Daily Pivots for day following 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6643	1.6570	1.6313
R3	1.6516	1.6443	1.6278
R2	1.6389	1.6389	1.6266
R1	1.6316	1.6316	1.6255	1.6289
PP	1.6262	1.6262	1.6262	1.6249
S1	1.6189	1.6189	1.6231	1.6162
S2	1.6135	1.6135	1.6220
S3	1.6008	1.6062	1.6208
S4	1.5881	1.5935	1.6173

Weekly Pivots for week ending 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.7075	1.6948	1.6402
R3	1.6786	1.6659	1.6322
R2	1.6497	1.6497	1.6296
R1	1.6370	1.6370	1.6269	1.6434
PP	1.6208	1.6208	1.6208	1.6240
S1	1.6081	1.6081	1.6217	1.6145
S2	1.5919	1.5919	1.6190
S3	1.5630	1.5792	1.6164
S4	1.5341	1.5503	1.6084

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6335	1.6046	0.0289	1.8%	0.0116	0.7%	68%	True	False	144
10	1.6335	1.5885	0.0450	2.8%	0.0134	0.8%	80%	True	False	175
20	1.6335	1.5816	0.0519	3.2%	0.0140	0.9%	82%	True	False	156

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	0.0023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6875
2.618	1.6667
1.618	1.6540
1.000	1.6462
0.618	1.6413
HIGH	1.6335
0.618	1.6286
0.500	1.6272
0.382	1.6257
LOW	1.6208
0.618	1.6130
1.000	1.6081
1.618	1.6003
2.618	1.5876
4.250	1.5668

Fisher Pivots for day following 15-Jan-2010
Pivot	1 day	3 day
R1	1.6272	1.6239
PP	1.6262	1.6236
S1	1.6253	1.6232

Download as Excel Spreadsheet

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

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