CME British Pound Future June 2009

Trading Metrics calculated at close of trading on 30-Jan-2009

Day Change Summary
	Previous	Current
	29-Jan-2009	30-Jan-2009	Change	Change %	Previous Week
Open	1.4128	1.4201	0.0073	0.5%	1.3800
High	1.4381	1.4528	0.0147	1.0%	1.4528
Low	1.4128	1.4187	0.0059	0.4%	1.3705
Close	1.4304	1.4445	0.0141	1.0%	1.4445
Range	0.0253	0.0341	0.0088	34.8%	0.0823
ATR	0.0257	0.0263	0.0006	2.3%	0.0000
Volume	49	112	63	128.6%	268

Daily Pivots for day following 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5410	1.5268	1.4633
R3	1.5069	1.4927	1.4539
R2	1.4728	1.4728	1.4508
R1	1.4586	1.4586	1.4476	1.4657
PP	1.4387	1.4387	1.4387	1.4422
S1	1.4245	1.4245	1.4414	1.4316
S2	1.4046	1.4046	1.4382
S3	1.3705	1.3904	1.4351
S4	1.3364	1.3563	1.4257

Weekly Pivots for week ending 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6695	1.6393	1.4898
R3	1.5872	1.5570	1.4671
R2	1.5049	1.5049	1.4596
R1	1.4747	1.4747	1.4520	1.4898
PP	1.4226	1.4226	1.4226	1.4302
S1	1.3924	1.3924	1.4370	1.4075
S2	1.3403	1.3403	1.4294
S3	1.2580	1.3101	1.4219
S4	1.1757	1.2278	1.3992

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4528	1.3705	0.0823	5.7%	0.0257	1.8%	90%	True	False	53
10	1.4695	1.3618	0.1077	7.5%	0.0268	1.9%	77%	False	False	97
20	1.5300	1.3618	0.1682	11.6%	0.0216	1.5%	49%	False	False	164

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.5977
2.618	1.5421
1.618	1.5080
1.000	1.4869
0.618	1.4739
HIGH	1.4528
0.618	1.4398
0.500	1.4358
0.382	1.4317
LOW	1.4187
0.618	1.3976
1.000	1.3846
1.618	1.3635
2.618	1.3294
4.250	1.2738

Fisher Pivots for day following 30-Jan-2009
Pivot	1 day	3 day
R1	1.4416	1.4406
PP	1.4387	1.4367
S1	1.4358	1.4328

Download as Excel Spreadsheet

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

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