CME British Pound Future June 2010

Trading Metrics calculated at close of trading on 28-Jan-2010

Day Change Summary
	Previous	Current
	27-Jan-2010	28-Jan-2010	Change	Change %	Previous Week
Open	1.6120	1.6163	0.0043	0.3%	1.6301
High	1.6229	1.6256	0.0027	0.2%	1.6434
Low	1.6100	1.6096	-0.0004	0.0%	1.6067
Close	1.6158	1.6112	-0.0046	-0.3%	1.6102
Range	0.0129	0.0160	0.0031	24.0%	0.0367
ATR	0.0145	0.0146	0.0001	0.8%	0.0000
Volume	308	282	-26	-8.4%	757

Daily Pivots for day following 28-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6635	1.6533	1.6200
R3	1.6475	1.6373	1.6156
R2	1.6315	1.6315	1.6141
R1	1.6213	1.6213	1.6127	1.6184
PP	1.6155	1.6155	1.6155	1.6140
S1	1.6053	1.6053	1.6097	1.6024
S2	1.5995	1.5995	1.6083
S3	1.5835	1.5893	1.6068
S4	1.5675	1.5733	1.6024

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	1.6256	1.6067	0.0189	1.2%	0.0152	0.9%	24%	True	False	236
10	1.6434	1.6067	0.0367	2.3%	0.0135	0.8%	12%	False	False	218
20	1.6434	1.5816	0.0618	3.8%	0.0144	0.9%	48%	False	False	199

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0030
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6936
2.618	1.6675
1.618	1.6515
1.000	1.6416
0.618	1.6355
HIGH	1.6256
0.618	1.6195
0.500	1.6176
0.382	1.6157
LOW	1.6096
0.618	1.5997
1.000	1.5936
1.618	1.5837
2.618	1.5677
4.250	1.5416

Fisher Pivots for day following 28-Jan-2010
Pivot	1 day	3 day
R1	1.6176	1.6169
PP	1.6155	1.6150
S1	1.6133	1.6131

Download as Excel Spreadsheet

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

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