CME British Pound Future June 2010

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

Day Change Summary
	Previous	Current
	01-Mar-2010	02-Mar-2010	Change	Change %	Previous Week
Open	1.5172	1.4975	-0.0197	-1.3%	1.5426
High	1.5187	1.4976	-0.0211	-1.4%	1.5556
Low	1.4772	1.4847	0.0075	0.5%	1.5143
Close	1.4999	1.4938	-0.0061	-0.4%	1.5236
Range	0.0415	0.0129	-0.0286	-68.9%	0.0413
ATR	0.0179	0.0178	-0.0002	-1.1%	0.0000
Volume	1,511	3,857	2,346	155.3%	4,927

Daily Pivots for day following 02-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5307	1.5252	1.5009
R3	1.5178	1.5123	1.4973
R2	1.5049	1.5049	1.4962
R1	1.4994	1.4994	1.4950	1.4957
PP	1.4920	1.4920	1.4920	1.4902
S1	1.4865	1.4865	1.4926	1.4828
S2	1.4791	1.4791	1.4914
S3	1.4662	1.4736	1.4903
S4	1.4533	1.4607	1.4867

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	1.5460	1.4772	0.0688	4.6%	0.0204	1.4%	24%	False	False	1,848
10	1.5800	1.4772	0.1028	6.9%	0.0174	1.2%	16%	False	False	1,253
20	1.6046	1.4772	0.1274	8.5%	0.0163	1.1%	13%	False	False	824
40	1.6434	1.4772	0.1662	11.1%	0.0150	1.0%	10%	False	False	521

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.5524
2.618	1.5314
1.618	1.5185
1.000	1.5105
0.618	1.5056
HIGH	1.4976
0.618	1.4927
0.500	1.4912
0.382	1.4896
LOW	1.4847
0.618	1.4767
1.000	1.4718
1.618	1.4638
2.618	1.4509
4.250	1.4299

Fisher Pivots for day following 02-Mar-2010
Pivot	1 day	3 day
R1	1.4929	1.5041
PP	1.4920	1.5006
S1	1.4912	1.4972

Download as Excel Spreadsheet

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

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