CME British Pound Future March 2011

Trading Metrics calculated at close of trading on 24-Sep-2010

Day Change Summary
	Previous	Current
	23-Sep-2010	24-Sep-2010	Change	Change %	Previous Week
Open	1.5623	1.5649	0.0026	0.2%	1.5656
High	1.5715	1.5825	0.0110	0.7%	1.5825
Low	1.5598	1.5649	0.0051	0.3%	1.5495
Close	1.5675	1.5799	0.0124	0.8%	1.5799
Range	0.0117	0.0176	0.0059	50.4%	0.0330
ATR	0.0092	0.0098	0.0006	6.5%	0.0000
Volume	28	44	16	57.1%	166

Daily Pivots for day following 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6286	1.6218	1.5896
R3	1.6110	1.6042	1.5847
R2	1.5934	1.5934	1.5831
R1	1.5866	1.5866	1.5815	1.5900
PP	1.5758	1.5758	1.5758	1.5775
S1	1.5690	1.5690	1.5783	1.5724
S2	1.5582	1.5582	1.5767
S3	1.5406	1.5514	1.5751
S4	1.5230	1.5338	1.5702

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6696	1.6578	1.5981
R3	1.6366	1.6248	1.5890
R2	1.6036	1.6036	1.5860
R1	1.5918	1.5918	1.5829	1.5977
PP	1.5706	1.5706	1.5706	1.5736
S1	1.5588	1.5588	1.5769	1.5647
S2	1.5376	1.5376	1.5739
S3	1.5046	1.5258	1.5708
S4	1.4716	1.4928	1.5618

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5825	1.5495	0.0330	2.1%	0.0118	0.7%	92%	True	False	33
10	1.5825	1.5340	0.0485	3.1%	0.0117	0.7%	95%	True	False	44
20	1.5825	1.5283	0.0542	3.4%	0.0077	0.5%	95%	True	False	24

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.6573
2.618	1.6286
1.618	1.6110
1.000	1.6001
0.618	1.5934
HIGH	1.5825
0.618	1.5758
0.500	1.5737
0.382	1.5716
LOW	1.5649
0.618	1.5540
1.000	1.5473
1.618	1.5364
2.618	1.5188
4.250	1.4901

Fisher Pivots for day following 24-Sep-2010
Pivot	1 day	3 day
R1	1.5778	1.5770
PP	1.5758	1.5741
S1	1.5737	1.5712

Download as Excel Spreadsheet

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

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