CME British Pound Future June 2010

Trading Metrics calculated at close of trading on 26-Jan-2010

Day Change Summary
	Previous	Current
	25-Jan-2010	26-Jan-2010	Change	Change %	Previous Week
Open	1.6098	1.6222	0.0124	0.8%	1.6301
High	1.6225	1.6231	0.0006	0.0%	1.6434
Low	1.6089	1.6082	-0.0007	0.0%	1.6067
Close	1.6228	1.6129	-0.0099	-0.6%	1.6102
Range	0.0136	0.0149	0.0013	9.6%	0.0367
ATR	0.0146	0.0146	0.0000	0.2%	0.0000
Volume	370	119	-251	-67.8%	757

Daily Pivots for day following 26-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6594	1.6511	1.6211
R3	1.6445	1.6362	1.6170
R2	1.6296	1.6296	1.6156
R1	1.6213	1.6213	1.6143	1.6180
PP	1.6147	1.6147	1.6147	1.6131
S1	1.6064	1.6064	1.6115	1.6031
S2	1.5998	1.5998	1.6102
S3	1.5849	1.5915	1.6088
S4	1.5700	1.5766	1.6047

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	1.6302	1.6067	0.0235	1.5%	0.0137	0.8%	26%	False	False	184
10	1.6434	1.6067	0.0367	2.3%	0.0129	0.8%	17%	False	False	186
20	1.6434	1.5816	0.0618	3.8%	0.0142	0.9%	51%	False	False	179

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	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6864
2.618	1.6621
1.618	1.6472
1.000	1.6380
0.618	1.6323
HIGH	1.6231
0.618	1.6174
0.500	1.6157
0.382	1.6139
LOW	1.6082
0.618	1.5990
1.000	1.5933
1.618	1.5841
2.618	1.5692
4.250	1.5449

Fisher Pivots for day following 26-Jan-2010
Pivot	1 day	3 day
R1	1.6157	1.6161
PP	1.6147	1.6150
S1	1.6138	1.6140

Download as Excel Spreadsheet

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

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