CME British Pound Future March 2011

Trading Metrics calculated at close of trading on 23-Sep-2010

Day Change Summary
	Previous	Current
	22-Sep-2010	23-Sep-2010	Change	Change %	Previous Week
Open	1.5665	1.5623	-0.0042	-0.3%	1.5402
High	1.5675	1.5715	0.0040	0.3%	1.5697
Low	1.5611	1.5598	-0.0013	-0.1%	1.5340
Close	1.5650	1.5675	0.0025	0.2%	1.5601
Range	0.0064	0.0117	0.0053	82.8%	0.0357
ATR	0.0091	0.0092	0.0002	2.1%	0.0000
Volume	34	28	-6	-17.6%	283

Daily Pivots for day following 23-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6014	1.5961	1.5739
R3	1.5897	1.5844	1.5707
R2	1.5780	1.5780	1.5696
R1	1.5727	1.5727	1.5686	1.5754
PP	1.5663	1.5663	1.5663	1.5676
S1	1.5610	1.5610	1.5664	1.5637
S2	1.5546	1.5546	1.5654
S3	1.5429	1.5493	1.5643
S4	1.5312	1.5376	1.5611

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	1.5715	1.5495	0.0220	1.4%	0.0102	0.7%	82%	True	False	30
10	1.5715	1.5340	0.0375	2.4%	0.0108	0.7%	89%	True	False	40
20	1.5715	1.5283	0.0432	2.8%	0.0068	0.4%	91%	True	False	22

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

Fibonacci Retracements and Extensions
4.250	1.6212
2.618	1.6021
1.618	1.5904
1.000	1.5832
0.618	1.5787
HIGH	1.5715
0.618	1.5670
0.500	1.5657
0.382	1.5643
LOW	1.5598
0.618	1.5526
1.000	1.5481
1.618	1.5409
2.618	1.5292
4.250	1.5101

Fisher Pivots for day following 23-Sep-2010
Pivot	1 day	3 day
R1	1.5669	1.5652
PP	1.5663	1.5628
S1	1.5657	1.5605

Download as Excel Spreadsheet

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

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