CME British Pound Future June 2009

Trading Metrics calculated at close of trading on 18-Mar-2009

Day Change Summary
	Previous	Current
	17-Mar-2009	18-Mar-2009	Change	Change %	Previous Week
Open	1.4081	1.4045	-0.0036	-0.3%	1.4124
High	1.4145	1.4306	0.0161	1.1%	1.4177
Low	1.3969	1.3850	-0.0119	-0.9%	1.3662
Close	1.4034	1.4227	0.0193	1.4%	1.3975
Range	0.0176	0.0456	0.0280	159.1%	0.0515
ATR	0.0246	0.0261	0.0015	6.1%	0.0000
Volume	67,443	47,923	-19,520	-28.9%	158,439

Daily Pivots for day following 18-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5496	1.5317	1.4478
R3	1.5040	1.4861	1.4352
R2	1.4584	1.4584	1.4311
R1	1.4405	1.4405	1.4269	1.4495
PP	1.4128	1.4128	1.4128	1.4172
S1	1.3949	1.3949	1.4185	1.4039
S2	1.3672	1.3672	1.4143
S3	1.3216	1.3493	1.4102
S4	1.2760	1.3037	1.3976

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5483	1.5244	1.4258
R3	1.4968	1.4729	1.4117
R2	1.4453	1.4453	1.4069
R1	1.4214	1.4214	1.4022	1.4076
PP	1.3938	1.3938	1.3938	1.3869
S1	1.3699	1.3699	1.3928	1.3561
S2	1.3423	1.3423	1.3881
S3	1.2908	1.3184	1.3833
S4	1.2393	1.2669	1.3692

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4306	1.3662	0.0644	4.5%	0.0272	1.9%	88%	True	False	48,791
10	1.4306	1.3662	0.0644	4.5%	0.0265	1.9%	88%	True	False	28,569
20	1.4641	1.3662	0.0979	6.9%	0.0246	1.7%	58%	False	False	14,964
40	1.4950	1.3618	0.1332	9.4%	0.0227	1.6%	46%	False	False	7,532

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0083
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.6244
2.618	1.5500
1.618	1.5044
1.000	1.4762
0.618	1.4588
HIGH	1.4306
0.618	1.4132
0.500	1.4078
0.382	1.4024
LOW	1.3850
0.618	1.3568
1.000	1.3394
1.618	1.3112
2.618	1.2656
4.250	1.1912

Fisher Pivots for day following 18-Mar-2009
Pivot	1 day	3 day
R1	1.4177	1.4177
PP	1.4128	1.4128
S1	1.4078	1.4078

Download as Excel Spreadsheet

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

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