CME British Pound Future September 2009

Trading Metrics calculated at close of trading on 04-May-2009

Day Change Summary
	Previous	Current
	01-May-2009	04-May-2009	Change	Change %	Previous Week
Open	1.4900	1.4850	-0.0050	-0.3%	1.4550
High	1.4920	1.5000	0.0080	0.5%	1.4950
Low	1.4900	1.4850	-0.0050	-0.3%	1.4550
Close	1.4924	1.4962	0.0038	0.3%	1.4924
Range	0.0020	0.0150	0.0130	650.0%	0.0400
ATR	0.0143	0.0143	0.0001	0.4%	0.0000
Volume	22	14	-8	-36.4%	92

Daily Pivots for day following 04-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5387	1.5325	1.5045
R3	1.5237	1.5175	1.5003
R2	1.5087	1.5087	1.4990
R1	1.5025	1.5025	1.4976	1.5056
PP	1.4937	1.4937	1.4937	1.4953
S1	1.4875	1.4875	1.4948	1.4906
S2	1.4787	1.4787	1.4935
S3	1.4637	1.4725	1.4921
S4	1.4487	1.4575	1.4880

Weekly Pivots for week ending 01-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6008	1.5866	1.5144
R3	1.5608	1.5466	1.5034
R2	1.5208	1.5208	1.4997
R1	1.5066	1.5066	1.4961	1.5137
PP	1.4808	1.4808	1.4808	1.4844
S1	1.4666	1.4666	1.4887	1.4737
S2	1.4408	1.4408	1.4851
S3	1.4008	1.4266	1.4814
S4	1.3608	1.3866	1.4704

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5000	1.4564	0.0436	2.9%	0.0114	0.8%	91%	True	False	20
10	1.5000	1.4446	0.0554	3.7%	0.0112	0.7%	93%	True	False	24
20	1.5062	1.4446	0.0616	4.1%	0.0103	0.7%	84%	False	False	26

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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5638
2.618	1.5393
1.618	1.5243
1.000	1.5150
0.618	1.5093
HIGH	1.5000
0.618	1.4943
0.500	1.4925
0.382	1.4907
LOW	1.4850
0.618	1.4757
1.000	1.4700
1.618	1.4607
2.618	1.4457
4.250	1.4213

Fisher Pivots for day following 04-May-2009
Pivot	1 day	3 day
R1	1.4950	1.4937
PP	1.4937	1.4912
S1	1.4925	1.4888

Download as Excel Spreadsheet

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

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