CME British Pound Future September 2010

Trading Metrics calculated at close of trading on 30-Jun-2010

Day Change Summary
	Previous	Current
	29-Jun-2010	30-Jun-2010	Change	Change %	Previous Week
Open	1.5098	1.5064	-0.0034	-0.2%	1.4850
High	1.5120	1.5080	-0.0040	-0.3%	1.5080
Low	1.5012	1.4935	-0.0077	-0.5%	1.4688
Close	1.5080	1.4956	-0.0124	-0.8%	1.5038
Range	0.0108	0.0145	0.0037	34.3%	0.0392
ATR	0.0178	0.0175	-0.0002	-1.3%	0.0000
Volume	91,976	111,405	19,429	21.1%	535,679

Daily Pivots for day following 30-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5425	1.5336	1.5036
R3	1.5280	1.5191	1.4996
R2	1.5135	1.5135	1.4983
R1	1.5046	1.5046	1.4969	1.5018
PP	1.4990	1.4990	1.4990	1.4977
S1	1.4901	1.4901	1.4943	1.4873
S2	1.4845	1.4845	1.4929
S3	1.4700	1.4756	1.4916
S4	1.4555	1.4611	1.4876

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6111	1.5967	1.5254
R3	1.5719	1.5575	1.5146
R2	1.5327	1.5327	1.5110
R1	1.5183	1.5183	1.5074	1.5255
PP	1.4935	1.4935	1.4935	1.4972
S1	1.4791	1.4791	1.5002	1.4863
S2	1.4543	1.4543	1.4966
S3	1.4151	1.4399	1.4930
S4	1.3759	1.4007	1.4822

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5130	1.4855	0.0275	1.8%	0.0138	0.9%	37%	False	False	111,388
10	1.5130	1.4645	0.0485	3.2%	0.0154	1.0%	64%	False	False	106,037
20	1.5130	1.4349	0.0781	5.2%	0.0176	1.2%	78%	False	False	83,015
40	1.5160	1.4233	0.0927	6.2%	0.0204	1.4%	78%	False	False	42,362
60	1.5509	1.4233	0.1276	8.5%	0.0178	1.2%	57%	False	False	28,369
80	1.5509	1.4233	0.1276	8.5%	0.0166	1.1%	57%	False	False	21,347
100	1.5758	1.4233	0.1525	10.2%	0.0133	0.9%	47%	False	False	17,078

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0048
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.5696
2.618	1.5460
1.618	1.5315
1.000	1.5225
0.618	1.5170
HIGH	1.5080
0.618	1.5025
0.500	1.5008
0.382	1.4990
LOW	1.4935
0.618	1.4845
1.000	1.4790
1.618	1.4700
2.618	1.4555
4.250	1.4319

Fisher Pivots for day following 30-Jun-2010
Pivot	1 day	3 day
R1	1.5008	1.5033
PP	1.4990	1.5007
S1	1.4973	1.4982

Download as Excel Spreadsheet

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

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