CME British Pound Future March 2011

Trading Metrics calculated at close of trading on 01-Oct-2010

Day Change Summary
	Previous	Current
	30-Sep-2010	01-Oct-2010	Change	Change %	Previous Week
Open	1.5805	1.5750	-0.0055	-0.3%	1.5810
High	1.5898	1.5830	-0.0068	-0.4%	1.5898
Low	1.5684	1.5750	0.0066	0.4%	1.5684
Close	1.5697	1.5816	0.0119	0.8%	1.5816
Range	0.0214	0.0080	-0.0134	-62.6%	0.0214
ATR	0.0105	0.0107	0.0002	1.9%	0.0000
Volume	11	31	20	181.8%	275

Daily Pivots for day following 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6039	1.6007	1.5860
R3	1.5959	1.5927	1.5838
R2	1.5879	1.5879	1.5831
R1	1.5847	1.5847	1.5823	1.5863
PP	1.5799	1.5799	1.5799	1.5807
S1	1.5767	1.5767	1.5809	1.5783
S2	1.5719	1.5719	1.5801
S3	1.5639	1.5687	1.5794
S4	1.5559	1.5607	1.5772

Weekly Pivots for week ending 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6441	1.6343	1.5934
R3	1.6227	1.6129	1.5875
R2	1.6013	1.6013	1.5855
R1	1.5915	1.5915	1.5836	1.5964
PP	1.5799	1.5799	1.5799	1.5824
S1	1.5701	1.5701	1.5796	1.5750
S2	1.5585	1.5585	1.5777
S3	1.5371	1.5487	1.5757
S4	1.5157	1.5273	1.5698

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5898	1.5684	0.0214	1.4%	0.0110	0.7%	62%	False	False	55
10	1.5898	1.5495	0.0403	2.5%	0.0114	0.7%	80%	False	False	44
20	1.5898	1.5283	0.0615	3.9%	0.0099	0.6%	87%	False	False	37

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	0.0029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6170
2.618	1.6039
1.618	1.5959
1.000	1.5910
0.618	1.5879
HIGH	1.5830
0.618	1.5799
0.500	1.5790
0.382	1.5781
LOW	1.5750
0.618	1.5701
1.000	1.5670
1.618	1.5621
2.618	1.5541
4.250	1.5410

Fisher Pivots for day following 01-Oct-2010
Pivot	1 day	3 day
R1	1.5807	1.5808
PP	1.5799	1.5799
S1	1.5790	1.5791

Download as Excel Spreadsheet

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

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