CME British Pound Future December 2009

Trading Metrics calculated at close of trading on 28-May-2009

Day Change Summary
	Previous	Current
	27-May-2009	28-May-2009	Change	Change %	Previous Week
Open	1.5978	1.5941	-0.0037	-0.2%	1.5300
High	1.5978	1.5941	-0.0037	-0.2%	1.5909
Low	1.5978	1.5941	-0.0037	-0.2%	1.5300
Close	1.6035	1.5941	-0.0094	-0.6%	1.5904
Range
ATR
Volume	10	114	104	1,040.0%	93

Daily Pivots for day following 28-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5941	1.5941	1.5941
R3	1.5941	1.5941	1.5941
R2	1.5941	1.5941	1.5941
R1	1.5941	1.5941	1.5941	1.5941
PP	1.5941	1.5941	1.5941	1.5941
S1	1.5941	1.5941	1.5941	1.5941
S2	1.5941	1.5941	1.5941
S3	1.5941	1.5941	1.5941
S4	1.5941	1.5941	1.5941

Weekly Pivots for week ending 22-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7531	1.7327	1.6239
R3	1.6922	1.6718	1.6071
R2	1.6313	1.6313	1.6016
R1	1.6109	1.6109	1.5960	1.6211
PP	1.5704	1.5704	1.5704	1.5756
S1	1.5500	1.5500	1.5848	1.5602
S2	1.5095	1.5095	1.5792
S3	1.4486	1.4891	1.5737
S4	1.3877	1.4282	1.5569

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5978	1.5781	0.0197	1.2%	0.0027	0.2%	81%	False	False	37
10	1.5978	1.5220	0.0758	4.8%	0.0019	0.1%	95%	False	False	23

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000

Fibonacci Retracements and Extensions
4.250	1.5941
2.618	1.5941
1.618	1.5941
1.000	1.5941
0.618	1.5941
HIGH	1.5941
0.618	1.5941
0.500	1.5941
0.382	1.5941
LOW	1.5941
0.618	1.5941
1.000	1.5941
1.618	1.5941
2.618	1.5941
4.250	1.5941

Fisher Pivots for day following 28-May-2009
Pivot	1 day	3 day
R1	1.5941	1.5946
PP	1.5941	1.5944
S1	1.5941	1.5943

Download as Excel Spreadsheet

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

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