CME British Pound Future March 2011

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

Day Change Summary
	Previous	Current
	15-Sep-2010	16-Sep-2010	Change	Change %	Previous Week
Open	1.5523	1.5583	0.0060	0.4%	1.5347
High	1.5613	1.5608	-0.0005	0.0%	1.5509
Low	1.5435	1.5540	0.0105	0.7%	1.5283
Close	1.5599	1.5622	0.0023	0.1%	1.5333
Range	0.0178	0.0068	-0.0110	-61.8%	0.0226
ATR	0.0089	0.0087	-0.0001	-1.7%	0.0000
Volume	29	202	173	596.6%	17

Daily Pivots for day following 16-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5794	1.5776	1.5659
R3	1.5726	1.5708	1.5641
R2	1.5658	1.5658	1.5634
R1	1.5640	1.5640	1.5628	1.5649
PP	1.5590	1.5590	1.5590	1.5595
S1	1.5572	1.5572	1.5616	1.5581
S2	1.5522	1.5522	1.5610
S3	1.5454	1.5504	1.5603
S4	1.5386	1.5436	1.5585

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6053	1.5919	1.5457
R3	1.5827	1.5693	1.5395
R2	1.5601	1.5601	1.5374
R1	1.5467	1.5467	1.5354	1.5421
PP	1.5375	1.5375	1.5375	1.5352
S1	1.5241	1.5241	1.5312	1.5195
S2	1.5149	1.5149	1.5292
S3	1.4923	1.5015	1.5271
S4	1.4697	1.4789	1.5209

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5613	1.5340	0.0273	1.7%	0.0115	0.7%	103%	False	False	51
10	1.5613	1.5283	0.0330	2.1%	0.0074	0.5%	103%	False	False	27
20	1.5628	1.5283	0.0345	2.2%	0.0045	0.3%	98%	False	False	15

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	0.0019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.5897
2.618	1.5786
1.618	1.5718
1.000	1.5676
0.618	1.5650
HIGH	1.5608
0.618	1.5582
0.500	1.5574
0.382	1.5566
LOW	1.5540
0.618	1.5498
1.000	1.5472
1.618	1.5430
2.618	1.5362
4.250	1.5251

Fisher Pivots for day following 16-Sep-2010
Pivot	1 day	3 day
R1	1.5606	1.5574
PP	1.5590	1.5525
S1	1.5574	1.5477

Download as Excel Spreadsheet

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

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