CME British Pound Future June 2010

Trading Metrics calculated at close of trading on 24-Feb-2010

Day Change Summary
	Previous	Current
	23-Feb-2010	24-Feb-2010	Change	Change %	Previous Week
Open	1.5467	1.5429	-0.0038	-0.2%	1.5654
High	1.5556	1.5460	-0.0096	-0.6%	1.5800
Low	1.5385	1.5375	-0.0010	-0.1%	1.5336
Close	1.5431	1.5386	-0.0045	-0.3%	1.5453
Range	0.0171	0.0085	-0.0086	-50.3%	0.0464
ATR	0.0157	0.0152	-0.0005	-3.3%	0.0000
Volume	438	875	437	99.8%	2,649

Daily Pivots for day following 24-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5662	1.5609	1.5433
R3	1.5577	1.5524	1.5409
R2	1.5492	1.5492	1.5402
R1	1.5439	1.5439	1.5394	1.5423
PP	1.5407	1.5407	1.5407	1.5399
S1	1.5354	1.5354	1.5378	1.5338
S2	1.5322	1.5322	1.5370
S3	1.5237	1.5269	1.5363
S4	1.5152	1.5184	1.5339

Weekly Pivots for week ending 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6922	1.6651	1.5708
R3	1.6458	1.6187	1.5581
R2	1.5994	1.5994	1.5538
R1	1.5723	1.5723	1.5496	1.5627
PP	1.5530	1.5530	1.5530	1.5481
S1	1.5259	1.5259	1.5410	1.5163
S2	1.5066	1.5066	1.5368
S3	1.4602	1.4795	1.5325
S4	1.4138	1.4331	1.5198

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5672	1.5336	0.0336	2.2%	0.0132	0.9%	15%	False	False	710
10	1.5800	1.5336	0.0464	3.0%	0.0147	1.0%	11%	False	False	555
20	1.6256	1.5336	0.0920	6.0%	0.0145	0.9%	5%	False	False	473
40	1.6434	1.5336	0.1098	7.1%	0.0144	0.9%	5%	False	False	326

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0037
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5821
2.618	1.5683
1.618	1.5598
1.000	1.5545
0.618	1.5513
HIGH	1.5460
0.618	1.5428
0.500	1.5418
0.382	1.5407
LOW	1.5375
0.618	1.5322
1.000	1.5290
1.618	1.5237
2.618	1.5152
4.250	1.5014

Fisher Pivots for day following 24-Feb-2010
Pivot	1 day	3 day
R1	1.5418	1.5466
PP	1.5407	1.5439
S1	1.5397	1.5413

Download as Excel Spreadsheet

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

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