CME British Pound Future June 2010

Trading Metrics calculated at close of trading on 01-Mar-2010

Day Change Summary
	Previous	Current
	26-Feb-2010	01-Mar-2010	Change	Change %	Previous Week
Open	1.5245	1.5172	-0.0073	-0.5%	1.5426
High	1.5309	1.5187	-0.0122	-0.8%	1.5556
Low	1.5143	1.4772	-0.0371	-2.4%	1.5143
Close	1.5236	1.4999	-0.0237	-1.6%	1.5236
Range	0.0166	0.0415	0.0249	150.0%	0.0413
ATR	0.0158	0.0179	0.0022	13.9%	0.0000
Volume	2,076	1,511	-565	-27.2%	4,927

Daily Pivots for day following 01-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6231	1.6030	1.5227
R3	1.5816	1.5615	1.5113
R2	1.5401	1.5401	1.5075
R1	1.5200	1.5200	1.5037	1.5093
PP	1.4986	1.4986	1.4986	1.4933
S1	1.4785	1.4785	1.4961	1.4678
S2	1.4571	1.4571	1.4923
S3	1.4156	1.4370	1.4885
S4	1.3741	1.3955	1.4771

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	1.4772	0.0784	5.2%	0.0212	1.4%	29%	False	True	1,164
10	1.5800	1.4772	0.1028	6.9%	0.0179	1.2%	22%	False	True	908
20	1.6046	1.4772	0.1274	8.5%	0.0162	1.1%	18%	False	True	650
40	1.6434	1.4772	0.1662	11.1%	0.0151	1.0%	14%	False	True	431

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	0.0032
Widest range in 50 trading days

Fibonacci Retracements and Extensions
4.250	1.6951
2.618	1.6273
1.618	1.5858
1.000	1.5602
0.618	1.5443
HIGH	1.5187
0.618	1.5028
0.500	1.4980
0.382	1.4931
LOW	1.4772
0.618	1.4516
1.000	1.4357
1.618	1.4101
2.618	1.3686
4.250	1.3008

Fisher Pivots for day following 01-Mar-2010
Pivot	1 day	3 day
R1	1.4993	1.5089
PP	1.4986	1.5059
S1	1.4980	1.5029

Download as Excel Spreadsheet

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

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