CME British Pound Future March 2011

Trading Metrics calculated at close of trading on 13-Oct-2010

Day Change Summary
	Previous	Current
	12-Oct-2010	13-Oct-2010	Change	Change %	Previous Week
Open	1.5854	1.5850	-0.0004	0.0%	1.5790
High	1.5854	1.5890	0.0036	0.2%	1.5995
Low	1.5750	1.5800	0.0050	0.3%	1.5740
Close	1.5758	1.5874	0.0116	0.7%	1.5931
Range	0.0104	0.0090	-0.0014	-13.5%	0.0255
ATR	0.0111	0.0112	0.0002	1.4%	0.0000
Volume	21	38	17	81.0%	197

Daily Pivots for day following 13-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6125	1.6089	1.5924
R3	1.6035	1.5999	1.5899
R2	1.5945	1.5945	1.5891
R1	1.5909	1.5909	1.5882	1.5927
PP	1.5855	1.5855	1.5855	1.5864
S1	1.5819	1.5819	1.5866	1.5837
S2	1.5765	1.5765	1.5858
S3	1.5675	1.5729	1.5849
S4	1.5585	1.5639	1.5825

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	1.5%	0.0114	0.7%	51%	False	False	39
10	1.5995	1.5684	0.0311	2.0%	0.0117	0.7%	61%	False	False	36
20	1.5995	1.5495	0.0500	3.1%	0.0109	0.7%	76%	False	False	50
40	1.5995	1.5283	0.0712	4.5%	0.0076	0.5%	83%	False	False	27

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0032
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6273
2.618	1.6126
1.618	1.6036
1.000	1.5980
0.618	1.5946
HIGH	1.5890
0.618	1.5856
0.500	1.5845
0.382	1.5834
LOW	1.5800
0.618	1.5744
1.000	1.5710
1.618	1.5654
2.618	1.5564
4.250	1.5418

Fisher Pivots for day following 13-Oct-2010
Pivot	1 day	3 day
R1	1.5864	1.5863
PP	1.5855	1.5852
S1	1.5845	1.5841

Download as Excel Spreadsheet

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

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