CME British Pound Future June 2010

Trading Metrics calculated at close of trading on 27-Jan-2010

Day Change Summary
	Previous	Current
	26-Jan-2010	27-Jan-2010	Change	Change %	Previous Week
Open	1.6222	1.6120	-0.0102	-0.6%	1.6301
High	1.6231	1.6229	-0.0002	0.0%	1.6434
Low	1.6082	1.6100	0.0018	0.1%	1.6067
Close	1.6129	1.6158	0.0029	0.2%	1.6102
Range	0.0149	0.0129	-0.0020	-13.4%	0.0367
ATR	0.0146	0.0145	-0.0001	-0.8%	0.0000
Volume	119	308	189	158.8%	757

Daily Pivots for day following 27-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6549	1.6483	1.6229
R3	1.6420	1.6354	1.6193
R2	1.6291	1.6291	1.6182
R1	1.6225	1.6225	1.6170	1.6258
PP	1.6162	1.6162	1.6162	1.6179
S1	1.6096	1.6096	1.6146	1.6129
S2	1.6033	1.6033	1.6134
S3	1.5904	1.5967	1.6123
S4	1.5775	1.5838	1.6087

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	1.6259	1.6067	0.0192	1.2%	0.0150	0.9%	47%	False	False	200
10	1.6434	1.6067	0.0367	2.3%	0.0134	0.8%	25%	False	False	204
20	1.6434	1.5816	0.0618	3.8%	0.0145	0.9%	55%	False	False	191

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.6777
2.618	1.6567
1.618	1.6438
1.000	1.6358
0.618	1.6309
HIGH	1.6229
0.618	1.6180
0.500	1.6165
0.382	1.6149
LOW	1.6100
0.618	1.6020
1.000	1.5971
1.618	1.5891
2.618	1.5762
4.250	1.5552

Fisher Pivots for day following 27-Jan-2010
Pivot	1 day	3 day
R1	1.6165	1.6158
PP	1.6162	1.6157
S1	1.6160	1.6157

Download as Excel Spreadsheet

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

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