CME British Pound Future September 2010

Trading Metrics calculated at close of trading on 09-Apr-2010

Day Change Summary
	Previous	Current
	08-Apr-2010	09-Apr-2010	Change	Change %	Previous Week
Open	1.5226	1.5268	0.0042	0.3%	1.5243
High	1.5272	1.5376	0.0104	0.7%	1.5376
Low	1.5135	1.5268	0.0133	0.9%	1.5122
Close	1.5259	1.5356	0.0097	0.6%	1.5356
Range	0.0137	0.0108	-0.0029	-21.2%	0.0254
ATR	0.0132	0.0131	-0.0001	-0.8%	0.0000
Volume	117	207	90	76.9%	786

Daily Pivots for day following 09-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5657	1.5615	1.5415
R3	1.5549	1.5507	1.5386
R2	1.5441	1.5441	1.5376
R1	1.5399	1.5399	1.5366	1.5420
PP	1.5333	1.5333	1.5333	1.5344
S1	1.5291	1.5291	1.5346	1.5312
S2	1.5225	1.5225	1.5336
S3	1.5117	1.5183	1.5326
S4	1.5009	1.5075	1.5297

Weekly Pivots for week ending 09-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6047	1.5955	1.5496
R3	1.5793	1.5701	1.5426
R2	1.5539	1.5539	1.5403
R1	1.5447	1.5447	1.5379	1.5493
PP	1.5285	1.5285	1.5285	1.5308
S1	1.5193	1.5193	1.5333	1.5239
S2	1.5031	1.5031	1.5309
S3	1.4777	1.4939	1.5286
S4	1.4523	1.4685	1.5216

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5376	1.5122	0.0254	1.7%	0.0130	0.8%	92%	True	False	157
10	1.5376	1.4896	0.0480	3.1%	0.0127	0.8%	96%	True	False	195
20	1.5376	1.4795	0.0581	3.8%	0.0147	1.0%	97%	True	False	311
40	1.5758	1.4795	0.0963	6.3%	0.0074	0.5%	58%	False	False	157

Crabel Price Patterns
NR	True
NR4	True
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	0.0017
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.5835
2.618	1.5659
1.618	1.5551
1.000	1.5484
0.618	1.5443
HIGH	1.5376
0.618	1.5335
0.500	1.5322
0.382	1.5309
LOW	1.5268
0.618	1.5201
1.000	1.5160
1.618	1.5093
2.618	1.4985
4.250	1.4809

Fisher Pivots for day following 09-Apr-2010
Pivot	1 day	3 day
R1	1.5345	1.5321
PP	1.5333	1.5286
S1	1.5322	1.5251

Download as Excel Spreadsheet

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

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