CME British Pound Future September 2009

Trading Metrics calculated at close of trading on 16-Apr-2009

Day Change Summary
	Previous	Current
	15-Apr-2009	16-Apr-2009	Change	Change %	Previous Week
Open	1.4925	1.5062	0.0137	0.9%	1.4736
High	1.5011	1.5062	0.0051	0.3%	1.4770
Low	1.4925	1.4870	-0.0055	-0.4%	1.4608
Close	1.4963	1.4924	-0.0039	-0.3%	1.4639
Range	0.0086	0.0192	0.0106	123.3%	0.0162
ATR	0.0133	0.0137	0.0004	3.2%	0.0000
Volume	20	25	5	25.0%	111

Daily Pivots for day following 16-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5528	1.5418	1.5030
R3	1.5336	1.5226	1.4977
R2	1.5144	1.5144	1.4959
R1	1.5034	1.5034	1.4942	1.4993
PP	1.4952	1.4952	1.4952	1.4932
S1	1.4842	1.4842	1.4906	1.4801
S2	1.4760	1.4760	1.4889
S3	1.4568	1.4650	1.4871
S4	1.4376	1.4458	1.4818

Weekly Pivots for week ending 10-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5158	1.5061	1.4728
R3	1.4996	1.4899	1.4684
R2	1.4834	1.4834	1.4669
R1	1.4737	1.4737	1.4654	1.4705
PP	1.4672	1.4672	1.4672	1.4656
S1	1.4575	1.4575	1.4624	1.4543
S2	1.4510	1.4510	1.4609
S3	1.4348	1.4413	1.4594
S4	1.4186	1.4251	1.4550

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5062	1.4608	0.0454	3.0%	0.0120	0.8%	70%	True	False	14
10	1.5062	1.4608	0.0454	3.0%	0.0094	0.6%	70%	True	False	19
20	1.5062	1.4180	0.0882	5.9%	0.0084	0.6%	84%	True	False	22

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.5878
2.618	1.5565
1.618	1.5373
1.000	1.5254
0.618	1.5181
HIGH	1.5062
0.618	1.4989
0.500	1.4966
0.382	1.4943
LOW	1.4870
0.618	1.4751
1.000	1.4678
1.618	1.4559
2.618	1.4367
4.250	1.4054

Fisher Pivots for day following 16-Apr-2009
Pivot	1 day	3 day
R1	1.4966	1.4966
PP	1.4952	1.4952
S1	1.4938	1.4938

Download as Excel Spreadsheet

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

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