CME British Pound Future June 2010

Trading Metrics calculated at close of trading on 08-Mar-2010

Day Change Summary
	Previous	Current
	05-Mar-2010	08-Mar-2010	Change	Change %	Previous Week
Open	1.5020	1.5136	0.0116	0.8%	1.5172
High	1.5158	1.5186	0.0028	0.2%	1.5187
Low	1.4983	1.5021	0.0038	0.3%	1.4772
Close	1.5148	1.5065	-0.0083	-0.5%	1.5148
Range	0.0175	0.0165	-0.0010	-5.7%	0.0415
ATR	0.0174	0.0174	-0.0001	-0.4%	0.0000
Volume	5,669	20,460	14,791	260.9%	21,383

Daily Pivots for day following 08-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5586	1.5490	1.5156
R3	1.5421	1.5325	1.5110
R2	1.5256	1.5256	1.5095
R1	1.5160	1.5160	1.5080	1.5126
PP	1.5091	1.5091	1.5091	1.5073
S1	1.4995	1.4995	1.5050	1.4961
S2	1.4926	1.4926	1.5035
S3	1.4761	1.4830	1.5020
S4	1.4596	1.4665	1.4974

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	1.5186	1.4847	0.0339	2.3%	0.0152	1.0%	64%	True	False	8,066
10	1.5556	1.4772	0.0784	5.2%	0.0182	1.2%	37%	False	False	4,615
20	1.5800	1.4772	0.1028	6.8%	0.0165	1.1%	29%	False	False	2,600
40	1.6434	1.4772	0.1662	11.0%	0.0152	1.0%	18%	False	False	1,412

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	0.0031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5887
2.618	1.5618
1.618	1.5453
1.000	1.5351
0.618	1.5288
HIGH	1.5186
0.618	1.5123
0.500	1.5104
0.382	1.5084
LOW	1.5021
0.618	1.4919
1.000	1.4856
1.618	1.4754
2.618	1.4589
4.250	1.4320

Fisher Pivots for day following 08-Mar-2010
Pivot	1 day	3 day
R1	1.5104	1.5085
PP	1.5091	1.5078
S1	1.5078	1.5072

Download as Excel Spreadsheet

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

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