CME British Pound Future March 2011

Trading Metrics calculated at close of trading on 15-Oct-2010

Day Change Summary
	Previous	Current
	14-Oct-2010	15-Oct-2010	Change	Change %	Previous Week
Open	1.5894	1.6024	0.0130	0.8%	1.5908
High	1.6045	1.6062	0.0017	0.1%	1.6062
Low	1.5894	1.5970	0.0076	0.5%	1.5750
Close	1.5968	1.5965	-0.0003	0.0%	1.5965
Range	0.0151	0.0092	-0.0059	-39.1%	0.0312
ATR	0.0117	0.0115	-0.0002	-1.4%	0.0000
Volume	19	81	62	326.3%	230

Daily Pivots for day following 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6275	1.6212	1.6016
R3	1.6183	1.6120	1.5990
R2	1.6091	1.6091	1.5982
R1	1.6028	1.6028	1.5973	1.6014
PP	1.5999	1.5999	1.5999	1.5992
S1	1.5936	1.5936	1.5957	1.5922
S2	1.5907	1.5907	1.5948
S3	1.5815	1.5844	1.5940
S4	1.5723	1.5752	1.5914

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6862	1.6725	1.6137
R3	1.6550	1.6413	1.6051
R2	1.6238	1.6238	1.6022
R1	1.6101	1.6101	1.5994	1.6170
PP	1.5926	1.5926	1.5926	1.5960
S1	1.5789	1.5789	1.5936	1.5858
S2	1.5614	1.5614	1.5908
S3	1.5302	1.5477	1.5879
S4	1.4990	1.5165	1.5793

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6062	1.5750	0.0312	2.0%	0.0103	0.6%	69%	True	False	46
10	1.6062	1.5740	0.0322	2.0%	0.0112	0.7%	70%	True	False	42
20	1.6062	1.5495	0.0567	3.6%	0.0113	0.7%	83%	True	False	43
40	1.6062	1.5283	0.0779	4.9%	0.0081	0.5%	88%	True	False	29

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	0.0027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6453
2.618	1.6303
1.618	1.6211
1.000	1.6154
0.618	1.6119
HIGH	1.6062
0.618	1.6027
0.500	1.6016
0.382	1.6005
LOW	1.5970
0.618	1.5913
1.000	1.5878
1.618	1.5821
2.618	1.5729
4.250	1.5579

Fisher Pivots for day following 15-Oct-2010
Pivot	1 day	3 day
R1	1.6016	1.5954
PP	1.5999	1.5942
S1	1.5982	1.5931

Download as Excel Spreadsheet

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

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