CME British Pound Future September 2010

Trading Metrics calculated at close of trading on 04-Aug-2010

Day Change Summary
	Previous	Current
	03-Aug-2010	04-Aug-2010	Change	Change %	Previous Week
Open	1.5882	1.5944	0.0062	0.4%	1.5415
High	1.5965	1.5961	-0.0004	0.0%	1.5719
Low	1.5860	1.5853	-0.0007	0.0%	1.5406
Close	1.5941	1.5892	-0.0049	-0.3%	1.5693
Range	0.0105	0.0108	0.0003	2.9%	0.0313
ATR	0.0158	0.0154	-0.0004	-2.3%	0.0000
Volume	91,730	96,676	4,946	5.4%	471,953

Daily Pivots for day following 04-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6226	1.6167	1.5951
R3	1.6118	1.6059	1.5922
R2	1.6010	1.6010	1.5912
R1	1.5951	1.5951	1.5902	1.5927
PP	1.5902	1.5902	1.5902	1.5890
S1	1.5843	1.5843	1.5882	1.5819
S2	1.5794	1.5794	1.5872
S3	1.5686	1.5735	1.5862
S4	1.5578	1.5627	1.5833

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6545	1.6432	1.5865
R3	1.6232	1.6119	1.5779
R2	1.5919	1.5919	1.5750
R1	1.5806	1.5806	1.5722	1.5863
PP	1.5606	1.5606	1.5606	1.5634
S1	1.5493	1.5493	1.5664	1.5550
S2	1.5293	1.5293	1.5636
S3	1.4980	1.5180	1.5607
S4	1.4667	1.4867	1.5521

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5965	1.5548	0.0417	2.6%	0.0136	0.9%	82%	False	False	95,167
10	1.5965	1.5147	0.0818	5.1%	0.0137	0.9%	91%	False	False	96,945
20	1.5965	1.4946	0.1019	6.4%	0.0155	1.0%	93%	False	False	99,099
40	1.5965	1.4383	0.1582	10.0%	0.0164	1.0%	95%	False	False	102,734
60	1.5965	1.4233	0.1732	10.9%	0.0178	1.1%	96%	False	False	69,680
80	1.5965	1.4233	0.1732	10.9%	0.0175	1.1%	96%	False	False	52,420
100	1.5965	1.4233	0.1732	10.9%	0.0169	1.1%	96%	False	False	42,000
120	1.5965	1.4233	0.1732	10.9%	0.0142	0.9%	96%	False	False	35,000

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	0.0024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6420
2.618	1.6244
1.618	1.6136
1.000	1.6069
0.618	1.6028
HIGH	1.5961
0.618	1.5920
0.500	1.5907
0.382	1.5894
LOW	1.5853
0.618	1.5786
1.000	1.5745
1.618	1.5678
2.618	1.5570
4.250	1.5394

Fisher Pivots for day following 04-Aug-2010
Pivot	1 day	3 day
R1	1.5907	1.5871
PP	1.5902	1.5849
S1	1.5897	1.5828

Download as Excel Spreadsheet

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

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