CME British Pound Future December 2010

Trading Metrics calculated at close of trading on 05-Apr-2010

Day Change Summary
	Previous	Current
	02-Apr-2010	05-Apr-2010	Change	Change %	Previous Week
Open	1.5175	1.5277	0.0102	0.7%	1.4955
High	1.5175	1.5277	0.0102	0.7%	1.5191
Low	1.5175	1.5277	0.0102	0.7%	1.4955
Close	1.5175	1.5277	0.0102	0.7%	1.5175
Range
ATR	0.0089	0.0090	0.0001	1.0%	0.0000
Volume	4	4	0	0.0%	16

Daily Pivots for day following 05-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5277	1.5277	1.5277
R3	1.5277	1.5277	1.5277
R2	1.5277	1.5277	1.5277
R1	1.5277	1.5277	1.5277	1.5277
PP	1.5277	1.5277	1.5277	1.5277
S1	1.5277	1.5277	1.5277	1.5277
S2	1.5277	1.5277	1.5277
S3	1.5277	1.5277	1.5277
S4	1.5277	1.5277	1.5277

Weekly Pivots for week ending 02-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5815	1.5731	1.5305
R3	1.5579	1.5495	1.5240
R2	1.5343	1.5343	1.5218
R1	1.5259	1.5259	1.5197	1.5301
PP	1.5107	1.5107	1.5107	1.5128
S1	1.5023	1.5023	1.5153	1.5065
S2	1.4871	1.4871	1.5132
S3	1.4635	1.4787	1.5110
S4	1.4399	1.4551	1.5045

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5277	1.5044	0.0233	1.5%	0.0000	0.0%	100%	True	False	3
10	1.5277	1.4802	0.0475	3.1%	0.0000	0.0%	100%	True	False	3
20	1.5307	1.4802	0.0505	3.3%	0.0002	0.0%	94%	False	False	2
40	1.5749	1.4802	0.0947	6.2%	0.0001	0.0%	50%	False	False	7

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	1.5277
2.618	1.5277
1.618	1.5277
1.000	1.5277
0.618	1.5277
HIGH	1.5277
0.618	1.5277
0.500	1.5277
0.382	1.5277
LOW	1.5277
0.618	1.5277
1.000	1.5277
1.618	1.5277
2.618	1.5277
4.250	1.5277

Fisher Pivots for day following 05-Apr-2010
Pivot	1 day	3 day
R1	1.5277	1.5260
PP	1.5277	1.5243
S1	1.5277	1.5226

Download as Excel Spreadsheet

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

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