CME British Pound Future June 2009

Trading Metrics calculated at close of trading on 24-Mar-2009

Day Change Summary
	Previous	Current
	23-Mar-2009	24-Mar-2009	Change	Change %	Previous Week
Open	1.4490	1.4565	0.0075	0.5%	1.4081
High	1.4654	1.4782	0.0128	0.9%	1.4603
Low	1.4452	1.4553	0.0101	0.7%	1.3850
Close	1.4554	1.4724	0.0170	1.2%	1.4440
Range	0.0202	0.0229	0.0027	13.4%	0.0753
ATR	0.0264	0.0262	-0.0003	-0.9%	0.0000
Volume	61,651	62,228	577	0.9%	268,999

Daily Pivots for day following 24-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5373	1.5278	1.4850
R3	1.5144	1.5049	1.4787
R2	1.4915	1.4915	1.4766
R1	1.4820	1.4820	1.4745	1.4868
PP	1.4686	1.4686	1.4686	1.4710
S1	1.4591	1.4591	1.4703	1.4639
S2	1.4457	1.4457	1.4682
S3	1.4228	1.4362	1.4661
S4	1.3999	1.4133	1.4598

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	1.4782	1.3850	0.0932	6.3%	0.0305	2.1%	94%	True	False	65,087
10	1.4782	1.3662	0.1120	7.6%	0.0264	1.8%	95%	True	False	54,509
20	1.4782	1.3662	0.1120	7.6%	0.0265	1.8%	95%	True	False	28,753
40	1.4950	1.3662	0.1288	8.7%	0.0240	1.6%	82%	False	False	14,455

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	0.0087
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.5755
2.618	1.5382
1.618	1.5153
1.000	1.5011
0.618	1.4924
HIGH	1.4782
0.618	1.4695
0.500	1.4668
0.382	1.4640
LOW	1.4553
0.618	1.4411
1.000	1.4324
1.618	1.4182
2.618	1.3953
4.250	1.3580

Fisher Pivots for day following 24-Mar-2009
Pivot	1 day	3 day
R1	1.4705	1.4679
PP	1.4686	1.4633
S1	1.4668	1.4588

Download as Excel Spreadsheet

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

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