CME British Pound Future September 2010

Trading Metrics calculated at close of trading on 17-Mar-2010

Day Change Summary
	Previous	Current
	16-Mar-2010	17-Mar-2010	Change	Change %	Previous Week
Open	1.5040	1.5213	0.0173	1.2%	1.5058
High	1.5243	1.5362	0.0119	0.8%	1.5143
Low	1.4973	1.5198	0.0225	1.5%	1.4915
Close	1.5218	1.5313	0.0095	0.6%	1.5157
Range	0.0270	0.0164	-0.0106	-39.3%	0.0228
ATR	0.0106	0.0110	0.0004	3.9%	0.0000
Volume	486	696	210	43.2%	43

Daily Pivots for day following 17-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5783	1.5712	1.5403
R3	1.5619	1.5548	1.5358
R2	1.5455	1.5455	1.5343
R1	1.5384	1.5384	1.5328	1.5420
PP	1.5291	1.5291	1.5291	1.5309
S1	1.5220	1.5220	1.5298	1.5256
S2	1.5127	1.5127	1.5283
S3	1.4963	1.5056	1.5268
S4	1.4799	1.4892	1.5223

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	1.5362	1.4973	0.0389	2.5%	0.0116	0.8%	87%	True	False	240
10	1.5362	1.4915	0.0447	2.9%	0.0059	0.4%	89%	True	False	122
20	1.5504	1.4915	0.0589	3.8%	0.0030	0.2%	68%	False	False	62

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6059
2.618	1.5791
1.618	1.5627
1.000	1.5526
0.618	1.5463
HIGH	1.5362
0.618	1.5299
0.500	1.5280
0.382	1.5261
LOW	1.5198
0.618	1.5097
1.000	1.5034
1.618	1.4933
2.618	1.4769
4.250	1.4501

Fisher Pivots for day following 17-Mar-2010
Pivot	1 day	3 day
R1	1.5302	1.5265
PP	1.5291	1.5216
S1	1.5280	1.5168

Download as Excel Spreadsheet

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

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