CME British Pound Future September 2010

Trading Metrics calculated at close of trading on 11-Feb-2010

Day Change Summary
	Previous	Current
	10-Feb-2010	11-Feb-2010	Change	Change %	Previous Week
Open	1.5575	1.5675	0.0100	0.6%	1.5881
High	1.5575	1.5675	0.0100	0.6%	1.5948
Low	1.5575	1.5675	0.0100	0.6%	1.5582
Close	1.5568	1.5675	0.0107	0.7%	1.5582
Range
ATR
Volume	6	1	-5	-83.3%	25

Daily Pivots for day following 11-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5675	1.5675	1.5675
R3	1.5675	1.5675	1.5675
R2	1.5675	1.5675	1.5675
R1	1.5675	1.5675	1.5675	1.5675
PP	1.5675	1.5675	1.5675	1.5675
S1	1.5675	1.5675	1.5675	1.5675
S2	1.5675	1.5675	1.5675
S3	1.5675	1.5675	1.5675
S4	1.5675	1.5675	1.5675

Weekly Pivots for week ending 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6802	1.6558	1.5783
R3	1.6436	1.6192	1.5683
R2	1.6070	1.6070	1.5649
R1	1.5826	1.5826	1.5616	1.5765
PP	1.5704	1.5704	1.5704	1.5674
S1	1.5460	1.5460	1.5548	1.5399
S2	1.5338	1.5338	1.5515
S3	1.4972	1.5094	1.5481
S4	1.4606	1.4728	1.5381

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5675	1.5575	0.0100	0.6%	0.0000	0.0%	100%	True	False	5
10	1.5964	1.5575	0.0389	2.5%	0.0006	0.0%	26%	False	False	4

Crabel Price Patterns
NR	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	1.5675
2.618	1.5675
1.618	1.5675
1.000	1.5675
0.618	1.5675
HIGH	1.5675
0.618	1.5675
0.500	1.5675
0.382	1.5675
LOW	1.5675
0.618	1.5675
1.000	1.5675
1.618	1.5675
2.618	1.5675
4.250	1.5675

Fisher Pivots for day following 11-Feb-2010
Pivot	1 day	3 day
R1	1.5675	1.5658
PP	1.5675	1.5642
S1	1.5675	1.5625

Download as Excel Spreadsheet

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

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