CME British Pound Future December 2010

Trading Metrics calculated at close of trading on 03-Mar-2010

Day Change Summary
	Previous	Current
	02-Mar-2010	03-Mar-2010	Change	Change %	Previous Week
Open	1.4920	1.5065	0.0145	1.0%	1.5430
High	1.4920	1.5065	0.0145	1.0%	1.5430
Low	1.4920	1.5065	0.0145	1.0%	1.5219
Close	1.4920	1.5065	0.0145	1.0%	1.5220
Range
ATR	0.0081	0.0086	0.0005	5.6%	0.0000
Volume	1	1	0	0.0%	26

Daily Pivots for day following 03-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5065	1.5065	1.5065
R3	1.5065	1.5065	1.5065
R2	1.5065	1.5065	1.5065
R1	1.5065	1.5065	1.5065	1.5065
PP	1.5065	1.5065	1.5065	1.5065
S1	1.5065	1.5065	1.5065	1.5065
S2	1.5065	1.5065	1.5065
S3	1.5065	1.5065	1.5065
S4	1.5065	1.5065	1.5065

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	1.5220	1.4920	0.0300	2.0%	0.0000	0.0%	48%	False	False	1
10	1.5599	1.4920	0.0679	4.5%	0.0000	0.0%	21%	False	False	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	1.5065
2.618	1.5065
1.618	1.5065
1.000	1.5065
0.618	1.5065
HIGH	1.5065
0.618	1.5065
0.500	1.5065
0.382	1.5065
LOW	1.5065
0.618	1.5065
1.000	1.5065
1.618	1.5065
2.618	1.5065
4.250	1.5065

Fisher Pivots for day following 03-Mar-2010
Pivot	1 day	3 day
R1	1.5065	1.5041
PP	1.5065	1.5017
S1	1.5065	1.4993

Download as Excel Spreadsheet

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

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