CME British Pound Future September 2009

Trading Metrics calculated at close of trading on 29-May-2009

Day Change Summary
	Previous	Current
	28-May-2009	29-May-2009	Change	Change %	Previous Week
Open	1.5952	1.5948	-0.0004	0.0%	1.5925
High	1.6001	1.6199	0.0198	1.2%	1.6199
Low	1.5853	1.5948	0.0095	0.6%	1.5772
Close	1.5945	1.6132	0.0187	1.2%	1.6132
Range	0.0148	0.0251	0.0103	69.6%	0.0427
ATR	0.0183	0.0188	0.0005	2.8%	0.0000
Volume	888	2,075	1,187	133.7%	12,162

Daily Pivots for day following 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6846	1.6740	1.6270
R3	1.6595	1.6489	1.6201
R2	1.6344	1.6344	1.6178
R1	1.6238	1.6238	1.6155	1.6291
PP	1.6093	1.6093	1.6093	1.6120
S1	1.5987	1.5987	1.6109	1.6040
S2	1.5842	1.5842	1.6086
S3	1.5591	1.5736	1.6063
S4	1.5340	1.5485	1.5994

Weekly Pivots for week ending 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7315	1.7151	1.6367
R3	1.6888	1.6724	1.6249
R2	1.6461	1.6461	1.6210
R1	1.6297	1.6297	1.6171	1.6379
PP	1.6034	1.6034	1.6034	1.6076
S1	1.5870	1.5870	1.6093	1.5952
S2	1.5607	1.5607	1.6054
S3	1.5180	1.5443	1.6015
S4	1.4753	1.5016	1.5897

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6199	1.5766	0.0433	2.7%	0.0181	1.1%	85%	True	False	2,727
10	1.6199	1.5157	0.1042	6.5%	0.0205	1.3%	94%	True	False	2,004
20	1.6199	1.4850	0.1349	8.4%	0.0172	1.1%	95%	True	False	1,094
40	1.6199	1.4446	0.1753	10.9%	0.0137	0.8%	96%	True	False	559

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	0.0041
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.7266
2.618	1.6856
1.618	1.6605
1.000	1.6450
0.618	1.6354
HIGH	1.6199
0.618	1.6103
0.500	1.6074
0.382	1.6044
LOW	1.5948
0.618	1.5793
1.000	1.5697
1.618	1.5542
2.618	1.5291
4.250	1.4881

Fisher Pivots for day following 29-May-2009
Pivot	1 day	3 day
R1	1.6113	1.6097
PP	1.6093	1.6061
S1	1.6074	1.6026

Download as Excel Spreadsheet

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

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