CME British Pound Future June 2010

Trading Metrics calculated at close of trading on 26-Feb-2010

Day Change Summary
	Previous	Current
	25-Feb-2010	26-Feb-2010	Change	Change %	Previous Week
Open	1.5405	1.5245	-0.0160	-1.0%	1.5426
High	1.5405	1.5309	-0.0096	-0.6%	1.5556
Low	1.5182	1.5143	-0.0039	-0.3%	1.5143
Close	1.5235	1.5236	0.0001	0.0%	1.5236
Range	0.0223	0.0166	-0.0057	-25.6%	0.0413
ATR	0.0157	0.0158	0.0001	0.4%	0.0000
Volume	923	2,076	1,153	124.9%	4,927

Daily Pivots for day following 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5727	1.5648	1.5327
R3	1.5561	1.5482	1.5282
R2	1.5395	1.5395	1.5266
R1	1.5316	1.5316	1.5251	1.5273
PP	1.5229	1.5229	1.5229	1.5208
S1	1.5150	1.5150	1.5221	1.5107
S2	1.5063	1.5063	1.5206
S3	1.4897	1.4984	1.5190
S4	1.4731	1.4818	1.5145

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6551	1.6306	1.5463
R3	1.6138	1.5893	1.5350
R2	1.5725	1.5725	1.5312
R1	1.5480	1.5480	1.5274	1.5396
PP	1.5312	1.5312	1.5312	1.5270
S1	1.5067	1.5067	1.5198	1.4983
S2	1.4899	1.4899	1.5160
S3	1.4486	1.4654	1.5122
S4	1.4073	1.4241	1.5009

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5556	1.5143	0.0413	2.7%	0.0144	0.9%	23%	False	True	985
10	1.5800	1.5143	0.0657	4.3%	0.0152	1.0%	14%	False	True	801
20	1.6147	1.5143	0.1004	6.6%	0.0150	1.0%	9%	False	True	594
40	1.6434	1.5143	0.1291	8.5%	0.0147	1.0%	7%	False	True	396

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	0.0034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6015
2.618	1.5744
1.618	1.5578
1.000	1.5475
0.618	1.5412
HIGH	1.5309
0.618	1.5246
0.500	1.5226
0.382	1.5206
LOW	1.5143
0.618	1.5040
1.000	1.4977
1.618	1.4874
2.618	1.4708
4.250	1.4438

Fisher Pivots for day following 26-Feb-2010
Pivot	1 day	3 day
R1	1.5233	1.5302
PP	1.5229	1.5280
S1	1.5226	1.5258

Download as Excel Spreadsheet

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

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