CME British Pound Future June 2010

Trading Metrics calculated at close of trading on 10-Jun-2010

Day Change Summary
	Previous	Current
	09-Jun-2010	10-Jun-2010	Change	Change %	Previous Week
Open	1.4455	1.4541	0.0086	0.6%	1.4442
High	1.4609	1.4722	0.0113	0.8%	1.4772
Low	1.4394	1.4508	0.0114	0.8%	1.4425
Close	1.4528	1.4702	0.0174	1.2%	1.4459
Range	0.0215	0.0214	-0.0001	-0.5%	0.0347
ATR	0.0208	0.0208	0.0000	0.2%	0.0000
Volume	151,769	117,941	-33,828	-22.3%	526,361

Daily Pivots for day following 10-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5286	1.5208	1.4820
R3	1.5072	1.4994	1.4761
R2	1.4858	1.4858	1.4741
R1	1.4780	1.4780	1.4722	1.4819
PP	1.4644	1.4644	1.4644	1.4664
S1	1.4566	1.4566	1.4682	1.4605
S2	1.4430	1.4430	1.4663
S3	1.4216	1.4352	1.4643
S4	1.4002	1.4138	1.4584

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5593	1.5373	1.4650
R3	1.5246	1.5026	1.4554
R2	1.4899	1.4899	1.4523
R1	1.4679	1.4679	1.4491	1.4789
PP	1.4552	1.4552	1.4552	1.4607
S1	1.4332	1.4332	1.4427	1.4442
S2	1.4205	1.4205	1.4395
S3	1.3858	1.3985	1.4364
S4	1.3511	1.3638	1.4268

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4722	1.4346	0.0376	2.6%	0.0204	1.4%	95%	True	False	125,483
10	1.4772	1.4346	0.0426	2.9%	0.0211	1.4%	84%	False	False	130,962
20	1.4916	1.4227	0.0689	4.7%	0.0210	1.4%	69%	False	False	135,512
40	1.5520	1.4227	0.1293	8.8%	0.0205	1.4%	37%	False	False	140,712
60	1.5520	1.4227	0.1293	8.8%	0.0187	1.3%	37%	False	False	128,297
80	1.5800	1.4227	0.1573	10.7%	0.0184	1.2%	30%	False	False	102,060
100	1.6434	1.4227	0.2207	15.0%	0.0176	1.2%	22%	False	False	81,714
120	1.6434	1.4227	0.2207	15.0%	0.0170	1.2%	22%	False	False	68,121

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	0.0049
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5632
2.618	1.5282
1.618	1.5068
1.000	1.4936
0.618	1.4854
HIGH	1.4722
0.618	1.4640
0.500	1.4615
0.382	1.4590
LOW	1.4508
0.618	1.4376
1.000	1.4294
1.618	1.4162
2.618	1.3948
4.250	1.3599

Fisher Pivots for day following 10-Jun-2010
Pivot	1 day	3 day
R1	1.4673	1.4646
PP	1.4644	1.4590
S1	1.4615	1.4534

Download as Excel Spreadsheet

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

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