CME British Pound Future September 2009

Trading Metrics calculated at close of trading on 09-Apr-2009

Day Change Summary
	Previous	Current
	08-Apr-2009	09-Apr-2009	Change	Change %	Previous Week
Open	1.4692	1.4635	-0.0057	-0.4%	1.4180
High	1.4692	1.4676	-0.0016	-0.1%	1.4850
Low	1.4692	1.4608	-0.0084	-0.6%	1.4180
Close	1.4692	1.4639	-0.0053	-0.4%	1.4832
Range	0.0000	0.0068	0.0068		0.0670
ATR	0.0138	0.0134	-0.0004	-2.8%	0.0000
Volume	71	3	-68	-95.8%	45

Daily Pivots for day following 09-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4845	1.4810	1.4676
R3	1.4777	1.4742	1.4658
R2	1.4709	1.4709	1.4651
R1	1.4674	1.4674	1.4645	1.4692
PP	1.4641	1.4641	1.4641	1.4650
S1	1.4606	1.4606	1.4633	1.4624
S2	1.4573	1.4573	1.4627
S3	1.4505	1.4538	1.4620
S4	1.4437	1.4470	1.4602

Weekly Pivots for week ending 03-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6631	1.6401	1.5201
R3	1.5961	1.5731	1.5016
R2	1.5291	1.5291	1.4955
R1	1.5061	1.5061	1.4893	1.5176
PP	1.4621	1.4621	1.4621	1.4678
S1	1.4391	1.4391	1.4771	1.4506
S2	1.3951	1.3951	1.4709
S3	1.3281	1.3721	1.4648
S4	1.2611	1.3051	1.4464

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4850	1.4608	0.0242	1.7%	0.0068	0.5%	13%	False	True	24
10	1.4850	1.4180	0.0670	4.6%	0.0088	0.6%	69%	False	False	26
20	1.4850	1.3900	0.0950	6.5%	0.0078	0.5%	78%	False	False	28

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4965
2.618	1.4854
1.618	1.4786
1.000	1.4744
0.618	1.4718
HIGH	1.4676
0.618	1.4650
0.500	1.4642
0.382	1.4634
LOW	1.4608
0.618	1.4566
1.000	1.4540
1.618	1.4498
2.618	1.4430
4.250	1.4319

Fisher Pivots for day following 09-Apr-2009
Pivot	1 day	3 day
R1	1.4642	1.4689
PP	1.4641	1.4672
S1	1.4640	1.4656

Download as Excel Spreadsheet

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

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