CME British Pound Future June 2010

Trading Metrics calculated at close of trading on 04-Mar-2010

Day Change Summary
	Previous	Current
	03-Mar-2010	04-Mar-2010	Change	Change %	Previous Week
Open	1.4958	1.5097	0.0139	0.9%	1.5426
High	1.5120	1.5123	0.0003	0.0%	1.5556
Low	1.4957	1.4996	0.0039	0.3%	1.5143
Close	1.5083	1.5020	-0.0063	-0.4%	1.5236
Range	0.0163	0.0127	-0.0036	-22.1%	0.0413
ATR	0.0178	0.0174	-0.0004	-2.0%	0.0000
Volume	4,122	6,224	2,102	51.0%	4,927

Daily Pivots for day following 04-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5427	1.5351	1.5090
R3	1.5300	1.5224	1.5055
R2	1.5173	1.5173	1.5043
R1	1.5097	1.5097	1.5032	1.5072
PP	1.5046	1.5046	1.5046	1.5034
S1	1.4970	1.4970	1.5008	1.4945
S2	1.4919	1.4919	1.4997
S3	1.4792	1.4843	1.4985
S4	1.4665	1.4716	1.4950

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	1.5309	1.4772	0.0537	3.6%	0.0200	1.3%	46%	False	False	3,558
10	1.5556	1.4772	0.0784	5.2%	0.0170	1.1%	32%	False	False	2,165
20	1.5906	1.4772	0.1134	7.5%	0.0166	1.1%	22%	False	False	1,322
40	1.6434	1.4772	0.1662	11.1%	0.0149	1.0%	15%	False	False	765

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0026
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.5663
2.618	1.5455
1.618	1.5328
1.000	1.5250
0.618	1.5201
HIGH	1.5123
0.618	1.5074
0.500	1.5060
0.382	1.5045
LOW	1.4996
0.618	1.4918
1.000	1.4869
1.618	1.4791
2.618	1.4664
4.250	1.4456

Fisher Pivots for day following 04-Mar-2010
Pivot	1 day	3 day
R1	1.5060	1.5008
PP	1.5046	1.4997
S1	1.5033	1.4985

Download as Excel Spreadsheet

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

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