CME British Pound Future March 2011

Trading Metrics calculated at close of trading on 12-Oct-2010

Day Change Summary
	Previous	Current
	11-Oct-2010	12-Oct-2010	Change	Change %	Previous Week
Open	1.5908	1.5854	-0.0054	-0.3%	1.5790
High	1.5931	1.5854	-0.0077	-0.5%	1.5995
Low	1.5852	1.5750	-0.0102	-0.6%	1.5740
Close	1.5877	1.5758	-0.0119	-0.7%	1.5931
Range	0.0079	0.0104	0.0025	31.6%	0.0255
ATR	0.0110	0.0111	0.0001	1.1%	0.0000
Volume	71	21	-50	-70.4%	197

Daily Pivots for day following 12-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6099	1.6033	1.5815
R3	1.5995	1.5929	1.5787
R2	1.5891	1.5891	1.5777
R1	1.5825	1.5825	1.5768	1.5806
PP	1.5787	1.5787	1.5787	1.5778
S1	1.5721	1.5721	1.5748	1.5702
S2	1.5683	1.5683	1.5739
S3	1.5579	1.5617	1.5729
S4	1.5475	1.5513	1.5701

Weekly Pivots for week ending 08-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6654	1.6547	1.6071
R3	1.6399	1.6292	1.6001
R2	1.6144	1.6144	1.5978
R1	1.6037	1.6037	1.5954	1.6091
PP	1.5889	1.5889	1.5889	1.5915
S1	1.5782	1.5782	1.5908	1.5836
S2	1.5634	1.5634	1.5884
S3	1.5379	1.5527	1.5861
S4	1.5124	1.5272	1.5791

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5995	1.5750	0.0245	1.6%	0.0116	0.7%	3%	False	True	50
10	1.5995	1.5684	0.0311	2.0%	0.0113	0.7%	24%	False	False	41
20	1.5995	1.5435	0.0560	3.6%	0.0114	0.7%	58%	False	False	49
40	1.5995	1.5283	0.0712	4.5%	0.0073	0.5%	67%	False	False	29

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6296
2.618	1.6126
1.618	1.6022
1.000	1.5958
0.618	1.5918
HIGH	1.5854
0.618	1.5814
0.500	1.5802
0.382	1.5790
LOW	1.5750
0.618	1.5686
1.000	1.5646
1.618	1.5582
2.618	1.5478
4.250	1.5308

Fisher Pivots for day following 12-Oct-2010
Pivot	1 day	3 day
R1	1.5802	1.5845
PP	1.5787	1.5816
S1	1.5773	1.5787

Download as Excel Spreadsheet

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

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