CME British Pound Future June 2010

Trading Metrics calculated at close of trading on 05-Mar-2010

Day Change Summary
	Previous	Current
	04-Mar-2010	05-Mar-2010	Change	Change %	Previous Week
Open	1.5097	1.5020	-0.0077	-0.5%	1.5172
High	1.5123	1.5158	0.0035	0.2%	1.5187
Low	1.4996	1.4983	-0.0013	-0.1%	1.4772
Close	1.5020	1.5148	0.0128	0.9%	1.5148
Range	0.0127	0.0175	0.0048	37.8%	0.0415
ATR	0.0174	0.0174	0.0000	0.0%	0.0000
Volume	6,224	5,669	-555	-8.9%	21,383

Daily Pivots for day following 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5621	1.5560	1.5244
R3	1.5446	1.5385	1.5196
R2	1.5271	1.5271	1.5180
R1	1.5210	1.5210	1.5164	1.5241
PP	1.5096	1.5096	1.5096	1.5112
S1	1.5035	1.5035	1.5132	1.5066
S2	1.4921	1.4921	1.5116
S3	1.4746	1.4860	1.5100
S4	1.4571	1.4685	1.5052

Weekly Pivots for week ending 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6281	1.6129	1.5376
R3	1.5866	1.5714	1.5262
R2	1.5451	1.5451	1.5224
R1	1.5299	1.5299	1.5186	1.5168
PP	1.5036	1.5036	1.5036	1.4970
S1	1.4884	1.4884	1.5110	1.4753
S2	1.4621	1.4621	1.5072
S3	1.4206	1.4469	1.5034
S4	1.3791	1.4054	1.4920

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5187	1.4772	0.0415	2.7%	0.0202	1.3%	91%	False	False	4,276
10	1.5556	1.4772	0.0784	5.2%	0.0173	1.1%	48%	False	False	2,631
20	1.5800	1.4772	0.1028	6.8%	0.0166	1.1%	37%	False	False	1,597
40	1.6434	1.4772	0.1662	11.0%	0.0151	1.0%	23%	False	False	903

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

Fibonacci Retracements and Extensions
4.250	1.5902
2.618	1.5616
1.618	1.5441
1.000	1.5333
0.618	1.5266
HIGH	1.5158
0.618	1.5091
0.500	1.5071
0.382	1.5050
LOW	1.4983
0.618	1.4875
1.000	1.4808
1.618	1.4700
2.618	1.4525
4.250	1.4239

Fisher Pivots for day following 05-Mar-2010
Pivot	1 day	3 day
R1	1.5122	1.5118
PP	1.5096	1.5088
S1	1.5071	1.5058

Download as Excel Spreadsheet

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

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