CME British Pound Future September 2010

Trading Metrics calculated at close of trading on 16-Mar-2010

Day Change Summary
	Previous	Current
	15-Mar-2010	16-Mar-2010	Change	Change %	Previous Week
Open	1.5148	1.5040	-0.0108	-0.7%	1.5058
High	1.5155	1.5243	0.0088	0.6%	1.5143
Low	1.5007	1.4973	-0.0034	-0.2%	1.4915
Close	1.5030	1.5218	0.0188	1.3%	1.5157
Range	0.0148	0.0270	0.0122	82.4%	0.0228
ATR	0.0094	0.0106	0.0013	13.4%	0.0000
Volume	1	486	485	48,500.0%	43

Daily Pivots for day following 16-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5955	1.5856	1.5367
R3	1.5685	1.5586	1.5292
R2	1.5415	1.5415	1.5268
R1	1.5316	1.5316	1.5243	1.5366
PP	1.5145	1.5145	1.5145	1.5169
S1	1.5046	1.5046	1.5193	1.5096
S2	1.4875	1.4875	1.5169
S3	1.4605	1.4776	1.5144
S4	1.4335	1.4506	1.5070

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5756	1.5684	1.5282
R3	1.5528	1.5456	1.5220
R2	1.5300	1.5300	1.5199
R1	1.5228	1.5228	1.5178	1.5264
PP	1.5072	1.5072	1.5072	1.5090
S1	1.5000	1.5000	1.5136	1.5036
S2	1.4844	1.4844	1.5115
S3	1.4616	1.4772	1.5094
S4	1.4388	1.4544	1.5032

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5243	1.4915	0.0328	2.2%	0.0084	0.6%	92%	True	False	105
10	1.5243	1.4915	0.0328	2.2%	0.0042	0.3%	92%	True	False	53
20	1.5667	1.4915	0.0752	4.9%	0.0021	0.1%	40%	False	False	27

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	1.6391
2.618	1.5950
1.618	1.5680
1.000	1.5513
0.618	1.5410
HIGH	1.5243
0.618	1.5140
0.500	1.5108
0.382	1.5076
LOW	1.4973
0.618	1.4806
1.000	1.4703
1.618	1.4536
2.618	1.4266
4.250	1.3826

Fisher Pivots for day following 16-Mar-2010
Pivot	1 day	3 day
R1	1.5181	1.5181
PP	1.5145	1.5145
S1	1.5108	1.5108

Download as Excel Spreadsheet

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

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