CME British Pound Future March 2011

Trading Metrics calculated at close of trading on 03-Nov-2010

Day Change Summary
	Previous	Current
	02-Nov-2010	03-Nov-2010	Change	Change %	Previous Week
Open	1.6026	1.6025	-0.0001	0.0%	1.5656
High	1.6044	1.6156	0.0112	0.7%	1.6022
Low	1.5949	1.6022	0.0073	0.5%	1.5656
Close	1.6005	1.6096	0.0091	0.6%	1.5999
Range	0.0095	0.0134	0.0039	41.1%	0.0366
ATR	0.0134	0.0135	0.0001	0.9%	0.0000
Volume	39	20	-19	-48.7%	1,025

Daily Pivots for day following 03-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6493	1.6429	1.6170
R3	1.6359	1.6295	1.6133
R2	1.6225	1.6225	1.6121
R1	1.6161	1.6161	1.6108	1.6193
PP	1.6091	1.6091	1.6091	1.6108
S1	1.6027	1.6027	1.6084	1.6059
S2	1.5957	1.5957	1.6071
S3	1.5823	1.5893	1.6059
S4	1.5689	1.5759	1.6022

Weekly Pivots for week ending 29-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6990	1.6861	1.6200
R3	1.6624	1.6495	1.6100
R2	1.6258	1.6258	1.6066
R1	1.6129	1.6129	1.6033	1.6194
PP	1.5892	1.5892	1.5892	1.5925
S1	1.5763	1.5763	1.5965	1.5828
S2	1.5526	1.5526	1.5932
S3	1.5160	1.5397	1.5898
S4	1.4794	1.5031	1.5798

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6156	1.5757	0.0399	2.5%	0.0133	0.8%	85%	True	False	95
10	1.6156	1.5632	0.0524	3.3%	0.0129	0.8%	89%	True	False	132
20	1.6156	1.5632	0.0524	3.3%	0.0134	0.8%	89%	True	False	86
40	1.6156	1.5340	0.0816	5.1%	0.0122	0.8%	93%	True	False	64

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	0.0017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6726
2.618	1.6507
1.618	1.6373
1.000	1.6290
0.618	1.6239
HIGH	1.6156
0.618	1.6105
0.500	1.6089
0.382	1.6073
LOW	1.6022
0.618	1.5939
1.000	1.5888
1.618	1.5805
2.618	1.5671
4.250	1.5453

Fisher Pivots for day following 03-Nov-2010
Pivot	1 day	3 day
R1	1.6094	1.6082
PP	1.6091	1.6067
S1	1.6089	1.6053

Download as Excel Spreadsheet

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

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