CME British Pound Future September 2009

Trading Metrics calculated at close of trading on 01-Jun-2009

Day Change Summary
	Previous	Current
	29-May-2009	01-Jun-2009	Change	Change %	Previous Week
Open	1.5948	1.6184	0.0236	1.5%	1.5925
High	1.6199	1.6489	0.0290	1.8%	1.6199
Low	1.5948	1.6157	0.0209	1.3%	1.5772
Close	1.6132	1.6440	0.0308	1.9%	1.6132
Range	0.0251	0.0332	0.0081	32.3%	0.0427
ATR	0.0188	0.0200	0.0012	6.4%	0.0000
Volume	2,075	4,857	2,782	134.1%	12,162

Daily Pivots for day following 01-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7358	1.7231	1.6623
R3	1.7026	1.6899	1.6531
R2	1.6694	1.6694	1.6501
R1	1.6567	1.6567	1.6470	1.6631
PP	1.6362	1.6362	1.6362	1.6394
S1	1.6235	1.6235	1.6410	1.6299
S2	1.6030	1.6030	1.6379
S3	1.5698	1.5903	1.6349
S4	1.5366	1.5571	1.6257

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	1.6489	1.5772	0.0717	4.4%	0.0214	1.3%	93%	True	False	3,403
10	1.6489	1.5217	0.1272	7.7%	0.0225	1.4%	96%	True	False	2,484
20	1.6489	1.4850	0.1639	10.0%	0.0188	1.1%	97%	True	False	1,336
40	1.6489	1.4446	0.2043	12.4%	0.0144	0.9%	98%	True	False	681

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	0.0039
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.7900
2.618	1.7358
1.618	1.7026
1.000	1.6821
0.618	1.6694
HIGH	1.6489
0.618	1.6362
0.500	1.6323
0.382	1.6284
LOW	1.6157
0.618	1.5952
1.000	1.5825
1.618	1.5620
2.618	1.5288
4.250	1.4746

Fisher Pivots for day following 01-Jun-2009
Pivot	1 day	3 day
R1	1.6401	1.6350
PP	1.6362	1.6261
S1	1.6323	1.6171

Download as Excel Spreadsheet

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

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