CME British Pound Future March 2011

Trading Metrics calculated at close of trading on 22-Sep-2010

Day Change Summary
	Previous	Current
	21-Sep-2010	22-Sep-2010	Change	Change %	Previous Week
Open	1.5554	1.5665	0.0111	0.7%	1.5402
High	1.5604	1.5675	0.0071	0.5%	1.5697
Low	1.5495	1.5611	0.0116	0.7%	1.5340
Close	1.5601	1.5650	0.0049	0.3%	1.5601
Range	0.0109	0.0064	-0.0045	-41.3%	0.0357
ATR	0.0092	0.0091	-0.0001	-1.4%	0.0000
Volume	16	34	18	112.5%	283

Daily Pivots for day following 22-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5837	1.5808	1.5685
R3	1.5773	1.5744	1.5668
R2	1.5709	1.5709	1.5662
R1	1.5680	1.5680	1.5656	1.5663
PP	1.5645	1.5645	1.5645	1.5637
S1	1.5616	1.5616	1.5644	1.5599
S2	1.5581	1.5581	1.5638
S3	1.5517	1.5552	1.5632
S4	1.5453	1.5488	1.5615

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6617	1.6466	1.5797
R3	1.6260	1.6109	1.5699
R2	1.5903	1.5903	1.5666
R1	1.5752	1.5752	1.5634	1.5828
PP	1.5546	1.5546	1.5546	1.5584
S1	1.5395	1.5395	1.5568	1.5471
S2	1.5189	1.5189	1.5536
S3	1.4832	1.5038	1.5503
S4	1.4475	1.4681	1.5405

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5697	1.5495	0.0202	1.3%	0.0092	0.6%	77%	False	False	65
10	1.5697	1.5340	0.0357	2.3%	0.0105	0.7%	87%	False	False	38
20	1.5697	1.5283	0.0414	2.6%	0.0062	0.4%	89%	False	False	20

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0025
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.5947
2.618	1.5843
1.618	1.5779
1.000	1.5739
0.618	1.5715
HIGH	1.5675
0.618	1.5651
0.500	1.5643
0.382	1.5635
LOW	1.5611
0.618	1.5571
1.000	1.5547
1.618	1.5507
2.618	1.5443
4.250	1.5339

Fisher Pivots for day following 22-Sep-2010
Pivot	1 day	3 day
R1	1.5648	1.5628
PP	1.5645	1.5607
S1	1.5643	1.5585

Download as Excel Spreadsheet

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

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