CME British Pound Future June 2009

Trading Metrics calculated at close of trading on 23-Mar-2009

Day Change Summary
	Previous	Current
	20-Mar-2009	23-Mar-2009	Change	Change %	Previous Week
Open	1.4524	1.4490	-0.0034	-0.2%	1.4081
High	1.4593	1.4654	0.0061	0.4%	1.4603
Low	1.4393	1.4452	0.0059	0.4%	1.3850
Close	1.4440	1.4554	0.0114	0.8%	1.4440
Range	0.0200	0.0202	0.0002	1.0%	0.0753
ATR	0.0268	0.0264	-0.0004	-1.4%	0.0000
Volume	79,186	61,651	-17,535	-22.1%	268,999

Daily Pivots for day following 23-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5159	1.5059	1.4665
R3	1.4957	1.4857	1.4610
R2	1.4755	1.4755	1.4591
R1	1.4655	1.4655	1.4573	1.4705
PP	1.4553	1.4553	1.4553	1.4579
S1	1.4453	1.4453	1.4535	1.4503
S2	1.4351	1.4351	1.4517
S3	1.4149	1.4251	1.4498
S4	1.3947	1.4049	1.4443

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6557	1.6251	1.4854
R3	1.5804	1.5498	1.4647
R2	1.5051	1.5051	1.4578
R1	1.4745	1.4745	1.4509	1.4898
PP	1.4298	1.4298	1.4298	1.4374
S1	1.3992	1.3992	1.4371	1.4145
S2	1.3545	1.3545	1.4302
S3	1.2792	1.3239	1.4233
S4	1.2039	1.2486	1.4026

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4654	1.3850	0.0804	5.5%	0.0294	2.0%	88%	True	False	66,130
10	1.4654	1.3662	0.0992	6.8%	0.0285	2.0%	90%	True	False	48,908
20	1.4654	1.3662	0.0992	6.8%	0.0262	1.8%	90%	True	False	25,645
40	1.4950	1.3662	0.1288	8.8%	0.0240	1.7%	69%	False	False	12,900

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	0.0091
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5513
2.618	1.5183
1.618	1.4981
1.000	1.4856
0.618	1.4779
HIGH	1.4654
0.618	1.4577
0.500	1.4553
0.382	1.4529
LOW	1.4452
0.618	1.4327
1.000	1.4250
1.618	1.4125
2.618	1.3923
4.250	1.3594

Fisher Pivots for day following 23-Mar-2009
Pivot	1 day	3 day
R1	1.4554	1.4506
PP	1.4553	1.4458
S1	1.4553	1.4410

Download as Excel Spreadsheet

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

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