CME British Pound Future September 2009

Trading Metrics calculated at close of trading on 07-May-2009

Day Change Summary
	Previous	Current
	06-May-2009	07-May-2009	Change	Change %	Previous Week
Open	1.5025	1.5130	0.0105	0.7%	1.4550
High	1.5132	1.5130	-0.0002	0.0%	1.4950
Low	1.5010	1.4968	-0.0042	-0.3%	1.4550
Close	1.5131	1.4992	-0.0139	-0.9%	1.4924
Range	0.0122	0.0162	0.0040	32.8%	0.0400
ATR	0.0145	0.0146	0.0001	0.9%	0.0000
Volume	41	408	367	895.1%	92

Daily Pivots for day following 07-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5516	1.5416	1.5081
R3	1.5354	1.5254	1.5037
R2	1.5192	1.5192	1.5022
R1	1.5092	1.5092	1.5007	1.5061
PP	1.5030	1.5030	1.5030	1.5015
S1	1.4930	1.4930	1.4977	1.4899
S2	1.4868	1.4868	1.4962
S3	1.4706	1.4768	1.4947
S4	1.4544	1.4606	1.4903

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	1.5149	1.4850	0.0299	2.0%	0.0123	0.8%	47%	False	False	103
10	1.5149	1.4550	0.0599	4.0%	0.0115	0.8%	74%	False	False	59
20	1.5149	1.4446	0.0703	4.7%	0.0115	0.8%	78%	False	False	44

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.5819
2.618	1.5554
1.618	1.5392
1.000	1.5292
0.618	1.5230
HIGH	1.5130
0.618	1.5068
0.500	1.5049
0.382	1.5030
LOW	1.4968
0.618	1.4868
1.000	1.4806
1.618	1.4706
2.618	1.4544
4.250	1.4280

Fisher Pivots for day following 07-May-2009
Pivot	1 day	3 day
R1	1.5049	1.5059
PP	1.5030	1.5036
S1	1.5011	1.5014

Download as Excel Spreadsheet

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

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