CME British Pound Future December 2010

Trading Metrics calculated at close of trading on 16-Jul-2010

Day Change Summary
	Previous	Current
	15-Jul-2010	16-Jul-2010	Change	Change %	Previous Week
Open	1.5235	1.5417	0.0182	1.2%	1.5068
High	1.5452	1.5438	-0.0014	-0.1%	1.5452
Low	1.5235	1.5282	0.0047	0.3%	1.4944
Close	1.5404	1.5296	-0.0108	-0.7%	1.5296
Range	0.0217	0.0156	-0.0061	-28.1%	0.0508
ATR	0.0144	0.0145	0.0001	0.6%	0.0000
Volume	119	128	9	7.6%	507

Daily Pivots for day following 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5807	1.5707	1.5382
R3	1.5651	1.5551	1.5339
R2	1.5495	1.5495	1.5325
R1	1.5395	1.5395	1.5310	1.5367
PP	1.5339	1.5339	1.5339	1.5325
S1	1.5239	1.5239	1.5282	1.5211
S2	1.5183	1.5183	1.5267
S3	1.5027	1.5083	1.5253
S4	1.4871	1.4927	1.5210

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6755	1.6533	1.5575
R3	1.6247	1.6025	1.5436
R2	1.5739	1.5739	1.5389
R1	1.5517	1.5517	1.5343	1.5628
PP	1.5231	1.5231	1.5231	1.5286
S1	1.5009	1.5009	1.5249	1.5120
S2	1.4723	1.4723	1.5203
S3	1.4215	1.4501	1.5156
S4	1.3707	1.3993	1.5017

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5452	1.4944	0.0508	3.3%	0.0160	1.0%	69%	False	False	101
10	1.5452	1.4944	0.0508	3.3%	0.0137	0.9%	69%	False	False	132
20	1.5452	1.4703	0.0749	4.9%	0.0141	0.9%	79%	False	False	101
40	1.5452	1.4313	0.1139	7.4%	0.0097	0.6%	86%	False	False	58
60	1.5452	1.4313	0.1139	7.4%	0.0081	0.5%	86%	False	False	40
80	1.5488	1.4313	0.1175	7.7%	0.0061	0.4%	84%	False	False	30
100	1.5488	1.4313	0.1175	7.7%	0.0049	0.3%	84%	False	False	24

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6101
2.618	1.5846
1.618	1.5690
1.000	1.5594
0.618	1.5534
HIGH	1.5438
0.618	1.5378
0.500	1.5360
0.382	1.5342
LOW	1.5282
0.618	1.5186
1.000	1.5126
1.618	1.5030
2.618	1.4874
4.250	1.4619

Fisher Pivots for day following 16-Jul-2010
Pivot	1 day	3 day
R1	1.5360	1.5321
PP	1.5339	1.5312
S1	1.5317	1.5304

Download as Excel Spreadsheet

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

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