CME British Pound Future June 2010

Trading Metrics calculated at close of trading on 22-Jan-2010

Day Change Summary
	Previous	Current
	21-Jan-2010	22-Jan-2010	Change	Change %	Previous Week
Open	1.6244	1.6181	-0.0063	-0.4%	1.6301
High	1.6259	1.6254	-0.0005	0.0%	1.6434
Low	1.6109	1.6067	-0.0042	-0.3%	1.6067
Close	1.6193	1.6102	-0.0091	-0.6%	1.6102
Range	0.0150	0.0187	0.0037	24.7%	0.0367
ATR	0.0143	0.0147	0.0003	2.2%	0.0000
Volume	105	102	-3	-2.9%	757

Daily Pivots for day following 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6702	1.6589	1.6205
R3	1.6515	1.6402	1.6153
R2	1.6328	1.6328	1.6136
R1	1.6215	1.6215	1.6119	1.6178
PP	1.6141	1.6141	1.6141	1.6123
S1	1.6028	1.6028	1.6085	1.5991
S2	1.5954	1.5954	1.6068
S3	1.5767	1.5841	1.6051
S4	1.5580	1.5654	1.5999

Weekly Pivots for week ending 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.7302	1.7069	1.6304
R3	1.6935	1.6702	1.6203
R2	1.6568	1.6568	1.6169
R1	1.6335	1.6335	1.6136	1.6268
PP	1.6201	1.6201	1.6201	1.6168
S1	1.5968	1.5968	1.6068	1.5901
S2	1.5834	1.5834	1.6035
S3	1.5467	1.5601	1.6001
S4	1.5100	1.5234	1.5900

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6434	1.6067	0.0367	2.3%	0.0138	0.9%	10%	False	True	168
10	1.6434	1.5916	0.0518	3.2%	0.0132	0.8%	36%	False	False	167
20	1.6434	1.5816	0.0618	3.8%	0.0135	0.8%	46%	False	False	162

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	0.0021
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1.7049
2.618	1.6744
1.618	1.6557
1.000	1.6441
0.618	1.6370
HIGH	1.6254
0.618	1.6183
0.500	1.6161
0.382	1.6138
LOW	1.6067
0.618	1.5951
1.000	1.5880
1.618	1.5764
2.618	1.5577
4.250	1.5272

Fisher Pivots for day following 22-Jan-2010
Pivot	1 day	3 day
R1	1.6161	1.6185
PP	1.6141	1.6157
S1	1.6122	1.6130

Download as Excel Spreadsheet

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

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