CME British Pound Future September 2010

Trading Metrics calculated at close of trading on 19-Apr-2010

Day Change Summary
	Previous	Current
	16-Apr-2010	19-Apr-2010	Change	Change %	Previous Week
Open	1.5465	1.5344	-0.0121	-0.8%	1.5426
High	1.5465	1.5344	-0.0121	-0.8%	1.5509
Low	1.5356	1.5188	-0.0168	-1.1%	1.5337
Close	1.5379	1.5302	-0.0077	-0.5%	1.5379
Range	0.0109	0.0156	0.0047	43.1%	0.0172
ATR	0.0128	0.0132	0.0005	3.5%	0.0000
Volume	353	332	-21	-5.9%	1,248

Daily Pivots for day following 19-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5746	1.5680	1.5388
R3	1.5590	1.5524	1.5345
R2	1.5434	1.5434	1.5331
R1	1.5368	1.5368	1.5316	1.5323
PP	1.5278	1.5278	1.5278	1.5256
S1	1.5212	1.5212	1.5288	1.5167
S2	1.5122	1.5122	1.5273
S3	1.4966	1.5056	1.5259
S4	1.4810	1.4900	1.5216

Weekly Pivots for week ending 16-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5924	1.5824	1.5474
R3	1.5752	1.5652	1.5426
R2	1.5580	1.5580	1.5411
R1	1.5480	1.5480	1.5395	1.5444
PP	1.5408	1.5408	1.5408	1.5391
S1	1.5308	1.5308	1.5363	1.5272
S2	1.5236	1.5236	1.5347
S3	1.5064	1.5136	1.5332
S4	1.4892	1.4964	1.5284

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5509	1.5188	0.0321	2.1%	0.0119	0.8%	36%	False	True	288
10	1.5509	1.5122	0.0387	2.5%	0.0128	0.8%	47%	False	False	225
20	1.5509	1.4795	0.0714	4.7%	0.0129	0.8%	71%	False	False	222
40	1.5509	1.4795	0.0714	4.7%	0.0092	0.6%	71%	False	False	196

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	0.0020
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.6007
2.618	1.5752
1.618	1.5596
1.000	1.5500
0.618	1.5440
HIGH	1.5344
0.618	1.5284
0.500	1.5266
0.382	1.5248
LOW	1.5188
0.618	1.5092
1.000	1.5032
1.618	1.4936
2.618	1.4780
4.250	1.4525

Fisher Pivots for day following 19-Apr-2010
Pivot	1 day	3 day
R1	1.5290	1.5349
PP	1.5278	1.5333
S1	1.5266	1.5318

Download as Excel Spreadsheet

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

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