CME British Pound Future September 2010

Trading Metrics calculated at close of trading on 29-Mar-2010

Day Change Summary
	Previous	Current
	26-Mar-2010	29-Mar-2010	Change	Change %	Previous Week
Open	1.4809	1.4921	0.0112	0.8%	1.4984
High	1.4900	1.5007	0.0107	0.7%	1.5087
Low	1.4795	1.4896	0.0101	0.7%	1.4795
Close	1.4879	1.4960	0.0081	0.5%	1.4879
Range	0.0105	0.0111	0.0006	5.7%	0.0292
ATR	0.0129	0.0129	0.0000	0.0%	0.0000
Volume	273	128	-145	-53.1%	1,551

Daily Pivots for day following 29-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5287	1.5235	1.5021
R3	1.5176	1.5124	1.4991
R2	1.5065	1.5065	1.4980
R1	1.5013	1.5013	1.4970	1.5039
PP	1.4954	1.4954	1.4954	1.4968
S1	1.4902	1.4902	1.4950	1.4928
S2	1.4843	1.4843	1.4940
S3	1.4732	1.4791	1.4929
S4	1.4621	1.4680	1.4899

Weekly Pivots for week ending 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5796	1.5630	1.5040
R3	1.5504	1.5338	1.4959
R2	1.5212	1.5212	1.4933
R1	1.5046	1.5046	1.4906	1.4983
PP	1.4920	1.4920	1.4920	1.4889
S1	1.4754	1.4754	1.4852	1.4691
S2	1.4628	1.4628	1.4825
S3	1.4336	1.4462	1.4799
S4	1.4044	1.4170	1.4718

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5087	1.4795	0.0292	2.0%	0.0139	0.9%	57%	False	False	210
10	1.5362	1.4795	0.0567	3.8%	0.0164	1.1%	29%	False	False	440
20	1.5362	1.4795	0.0567	3.8%	0.0090	0.6%	29%	False	False	222
40	1.5948	1.4795	0.1153	7.7%	0.0046	0.3%	14%	False	False	112

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5479
2.618	1.5298
1.618	1.5187
1.000	1.5118
0.618	1.5076
HIGH	1.5007
0.618	1.4965
0.500	1.4952
0.382	1.4938
LOW	1.4896
0.618	1.4827
1.000	1.4785
1.618	1.4716
2.618	1.4605
4.250	1.4424

Fisher Pivots for day following 29-Mar-2010
Pivot	1 day	3 day
R1	1.4957	1.4940
PP	1.4954	1.4921
S1	1.4952	1.4901

Download as Excel Spreadsheet

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

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