CME British Pound Future September 2010

Trading Metrics calculated at close of trading on 06-Apr-2010

Day Change Summary
	Previous	Current
	05-Apr-2010	06-Apr-2010	Change	Change %	Previous Week
Open	1.5243	1.5283	0.0040	0.3%	1.4921
High	1.5301	1.5288	-0.0013	-0.1%	1.5280
Low	1.5205	1.5122	-0.0083	-0.5%	1.4896
Close	1.5281	1.5261	-0.0020	-0.1%	1.5179
Range	0.0096	0.0166	0.0070	72.9%	0.0384
ATR	0.0128	0.0131	0.0003	2.1%	0.0000
Volume	107	59	-48	-44.9%	1,165

Daily Pivots for day following 06-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5722	1.5657	1.5352
R3	1.5556	1.5491	1.5307
R2	1.5390	1.5390	1.5291
R1	1.5325	1.5325	1.5276	1.5275
PP	1.5224	1.5224	1.5224	1.5198
S1	1.5159	1.5159	1.5246	1.5109
S2	1.5058	1.5058	1.5231
S3	1.4892	1.4993	1.5215
S4	1.4726	1.4827	1.5170

Weekly Pivots for week ending 02-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6270	1.6109	1.5390
R3	1.5886	1.5725	1.5285
R2	1.5502	1.5502	1.5249
R1	1.5341	1.5341	1.5214	1.5422
PP	1.5118	1.5118	1.5118	1.5159
S1	1.4957	1.4957	1.5144	1.5038
S2	1.4734	1.4734	1.5109
S3	1.4350	1.4573	1.5073
S4	1.3966	1.4189	1.4968

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5301	1.5041	0.0260	1.7%	0.0123	0.8%	85%	False	False	219
10	1.5301	1.4795	0.0506	3.3%	0.0134	0.9%	92%	False	False	213
20	1.5362	1.4795	0.0567	3.7%	0.0128	0.8%	82%	False	False	282
40	1.5758	1.4795	0.0963	6.3%	0.0064	0.4%	48%	False	False	142

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.5994
2.618	1.5723
1.618	1.5557
1.000	1.5454
0.618	1.5391
HIGH	1.5288
0.618	1.5225
0.500	1.5205
0.382	1.5185
LOW	1.5122
0.618	1.5019
1.000	1.4956
1.618	1.4853
2.618	1.4687
4.250	1.4417

Fisher Pivots for day following 06-Apr-2010
Pivot	1 day	3 day
R1	1.5242	1.5245
PP	1.5224	1.5228
S1	1.5205	1.5212

Download as Excel Spreadsheet

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

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