CME British Pound Future June 2009

Trading Metrics calculated at close of trading on 02-Mar-2009

Day Change Summary
	Previous	Current
	27-Feb-2009	02-Mar-2009	Change	Change %	Previous Week
Open	1.4304	1.4250	-0.0054	-0.4%	1.4490
High	1.4367	1.4280	-0.0087	-0.6%	1.4641
Low	1.4125	1.3956	-0.0169	-1.2%	1.4125
Close	1.4323	1.4036	-0.0287	-2.0%	1.4323
Range	0.0242	0.0324	0.0082	33.9%	0.0516
ATR	0.0247	0.0256	0.0009	3.5%	0.0000
Volume	1,763	935	-828	-47.0%	8,911

Daily Pivots for day following 02-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5063	1.4873	1.4214
R3	1.4739	1.4549	1.4125
R2	1.4415	1.4415	1.4095
R1	1.4225	1.4225	1.4066	1.4158
PP	1.4091	1.4091	1.4091	1.4057
S1	1.3901	1.3901	1.4006	1.3834
S2	1.3767	1.3767	1.3977
S3	1.3443	1.3577	1.3947
S4	1.3119	1.3253	1.3858

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5911	1.5633	1.4607
R3	1.5395	1.5117	1.4465
R2	1.4879	1.4879	1.4418
R1	1.4601	1.4601	1.4370	1.4482
PP	1.4363	1.4363	1.4363	1.4304
S1	1.4085	1.4085	1.4276	1.3966
S2	1.3847	1.3847	1.4228
S3	1.3331	1.3569	1.4181
S4	1.2815	1.3053	1.4039

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4635	1.3956	0.0679	4.8%	0.0284	2.0%	12%	False	True	1,955
10	1.4641	1.3956	0.0685	4.9%	0.0225	1.6%	12%	False	True	1,156
20	1.4950	1.3956	0.0994	7.1%	0.0223	1.6%	8%	False	True	631
40	1.5300	1.3618	0.1682	12.0%	0.0225	1.6%	25%	False	False	399

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	0.0040
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.5657
2.618	1.5128
1.618	1.4804
1.000	1.4604
0.618	1.4480
HIGH	1.4280
0.618	1.4156
0.500	1.4118
0.382	1.4080
LOW	1.3956
0.618	1.3756
1.000	1.3632
1.618	1.3432
2.618	1.3108
4.250	1.2579

Fisher Pivots for day following 02-Mar-2009
Pivot	1 day	3 day
R1	1.4118	1.4168
PP	1.4091	1.4124
S1	1.4063	1.4080

Download as Excel Spreadsheet

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

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