CME British Pound Future June 2010

Trading Metrics calculated at close of trading on 05-Feb-2010

Day Change Summary
	Previous	Current
	04-Feb-2010	05-Feb-2010	Change	Change %	Previous Week
Open	1.5890	1.5752	-0.0138	-0.9%	1.5929
High	1.5906	1.5752	-0.0154	-1.0%	1.6046
Low	1.5735	1.5556	-0.0179	-1.1%	1.5556
Close	1.5742	1.5591	-0.0151	-1.0%	1.5591
Range	0.0171	0.0196	0.0025	14.6%	0.0490
ATR	0.0144	0.0148	0.0004	2.5%	0.0000
Volume	178	398	220	123.6%	1,337

Daily Pivots for day following 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6221	1.6102	1.5699
R3	1.6025	1.5906	1.5645
R2	1.5829	1.5829	1.5627
R1	1.5710	1.5710	1.5609	1.5672
PP	1.5633	1.5633	1.5633	1.5614
S1	1.5514	1.5514	1.5573	1.5476
S2	1.5437	1.5437	1.5555
S3	1.5241	1.5318	1.5537
S4	1.5045	1.5122	1.5483

Weekly Pivots for week ending 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.7201	1.6886	1.5861
R3	1.6711	1.6396	1.5726
R2	1.6221	1.6221	1.5681
R1	1.5906	1.5906	1.5636	1.5819
PP	1.5731	1.5731	1.5731	1.5687
S1	1.5416	1.5416	1.5546	1.5329
S2	1.5241	1.5241	1.5501
S3	1.4751	1.4926	1.5456
S4	1.4261	1.4436	1.5322

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6046	1.5556	0.0490	3.1%	0.0142	0.9%	7%	False	True	267
10	1.6256	1.5556	0.0700	4.5%	0.0146	0.9%	5%	False	True	280
20	1.6434	1.5556	0.0878	5.6%	0.0139	0.9%	4%	False	True	224

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	0.0030
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	1.6585
2.618	1.6265
1.618	1.6069
1.000	1.5948
0.618	1.5873
HIGH	1.5752
0.618	1.5677
0.500	1.5654
0.382	1.5631
LOW	1.5556
0.618	1.5435
1.000	1.5360
1.618	1.5239
2.618	1.5043
4.250	1.4723

Fisher Pivots for day following 05-Feb-2010
Pivot	1 day	3 day
R1	1.5654	1.5801
PP	1.5633	1.5731
S1	1.5612	1.5661

Download as Excel Spreadsheet

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

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