CME British Pound Future June 2010

Trading Metrics calculated at close of trading on 02-Feb-2010

Day Change Summary
	Previous	Current
	01-Feb-2010	02-Feb-2010	Change	Change %	Previous Week
Open	1.5929	1.5934	0.0005	0.0%	1.6098
High	1.5960	1.5964	0.0004	0.0%	1.6256
Low	1.5847	1.5903	0.0056	0.4%	1.5974
Close	1.5938	1.5959	0.0021	0.1%	1.5976
Range	0.0113	0.0061	-0.0052	-46.0%	0.0282
ATR	0.0146	0.0140	-0.0006	-4.2%	0.0000
Volume	371	185	-186	-50.1%	1,470

Daily Pivots for day following 02-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6125	1.6103	1.5993
R3	1.6064	1.6042	1.5976
R2	1.6003	1.6003	1.5970
R1	1.5981	1.5981	1.5965	1.5992
PP	1.5942	1.5942	1.5942	1.5948
S1	1.5920	1.5920	1.5953	1.5931
S2	1.5881	1.5881	1.5948
S3	1.5820	1.5859	1.5942
S4	1.5759	1.5798	1.5925

Weekly Pivots for week ending 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6915	1.6727	1.6131
R3	1.6633	1.6445	1.6054
R2	1.6351	1.6351	1.6028
R1	1.6163	1.6163	1.6002	1.6116
PP	1.6069	1.6069	1.6069	1.6045
S1	1.5881	1.5881	1.5950	1.5834
S2	1.5787	1.5787	1.5924
S3	1.5505	1.5599	1.5898
S4	1.5223	1.5317	1.5821

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6256	1.5847	0.0409	2.6%	0.0127	0.8%	27%	False	False	307
10	1.6302	1.5847	0.0455	2.9%	0.0132	0.8%	25%	False	False	246
20	1.6434	1.5847	0.0587	3.7%	0.0133	0.8%	19%	False	False	214

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0030
Narrowest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	1.6223
2.618	1.6124
1.618	1.6063
1.000	1.6025
0.618	1.6002
HIGH	1.5964
0.618	1.5941
0.500	1.5934
0.382	1.5926
LOW	1.5903
0.618	1.5865
1.000	1.5842
1.618	1.5804
2.618	1.5743
4.250	1.5644

Fisher Pivots for day following 02-Feb-2010
Pivot	1 day	3 day
R1	1.5951	1.5997
PP	1.5942	1.5984
S1	1.5934	1.5972

Download as Excel Spreadsheet

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

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