CME British Pound Future December 2010

Trading Metrics calculated at close of trading on 02-Mar-2010

Day Change Summary
	Previous	Current
	01-Mar-2010	02-Mar-2010	Change	Change %	Previous Week
Open	1.4979	1.4920	-0.0059	-0.4%	1.5430
High	1.4979	1.4920	-0.0059	-0.4%	1.5430
Low	1.4979	1.4920	-0.0059	-0.4%	1.5219
Close	1.4979	1.4920	-0.0059	-0.4%	1.5220
Range
ATR	0.0083	0.0081	-0.0002	-2.1%	0.0000
Volume	1	1	0	0.0%	26

Daily Pivots for day following 02-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4920	1.4920	1.4920
R3	1.4920	1.4920	1.4920
R2	1.4920	1.4920	1.4920
R1	1.4920	1.4920	1.4920	1.4920
PP	1.4920	1.4920	1.4920	1.4920
S1	1.4920	1.4920	1.4920	1.4920
S2	1.4920	1.4920	1.4920
S3	1.4920	1.4920	1.4920
S4	1.4920	1.4920	1.4920

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5923	1.5782	1.5336
R3	1.5712	1.5571	1.5278
R2	1.5501	1.5501	1.5259
R1	1.5360	1.5360	1.5239	1.5325
PP	1.5290	1.5290	1.5290	1.5272
S1	1.5149	1.5149	1.5201	1.5114
S2	1.5079	1.5079	1.5181
S3	1.4868	1.4938	1.5162
S4	1.4657	1.4727	1.5104

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5372	1.4920	0.0452	3.0%	0.0000	0.0%	0%	False	True	1
10	1.5659	1.4920	0.0739	5.0%	0.0000	0.0%	0%	False	True	5

Crabel Price Patterns
NR	False
NR4	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	1.4920
2.618	1.4920
1.618	1.4920
1.000	1.4920
0.618	1.4920
HIGH	1.4920
0.618	1.4920
0.500	1.4920
0.382	1.4920
LOW	1.4920
0.618	1.4920
1.000	1.4920
1.618	1.4920
2.618	1.4920
4.250	1.4920

Fisher Pivots for day following 02-Mar-2010
Pivot	1 day	3 day
R1	1.4920	1.5070
PP	1.4920	1.5020
S1	1.4920	1.4970

Download as Excel Spreadsheet

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

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