CME British Pound Future December 2009

Trading Metrics calculated at close of trading on 10-Jun-2009

Day Change Summary
	Previous	Current
	09-Jun-2009	10-Jun-2009	Change	Change %	Previous Week
Open	1.6160	1.6283	0.0123	0.8%	1.6171
High	1.6349	1.6335	-0.0014	-0.1%	1.6437
Low	1.6160	1.6270	0.0110	0.7%	1.5980
Close	1.6326	1.6301	-0.0025	-0.2%	1.5965
Range	0.0189	0.0065	-0.0124	-65.6%	0.0457
ATR	0.0158	0.0151	-0.0007	-4.2%	0.0000
Volume	6	4	-2	-33.3%	26

Daily Pivots for day following 10-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6497	1.6464	1.6337
R3	1.6432	1.6399	1.6319
R2	1.6367	1.6367	1.6313
R1	1.6334	1.6334	1.6307	1.6351
PP	1.6302	1.6302	1.6302	1.6310
S1	1.6269	1.6269	1.6295	1.6286
S2	1.6237	1.6237	1.6289
S3	1.6172	1.6204	1.6283
S4	1.6107	1.6139	1.6265

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7498	1.7189	1.6216
R3	1.7041	1.6732	1.6091
R2	1.6584	1.6584	1.6049
R1	1.6275	1.6275	1.6007	1.6201
PP	1.6127	1.6127	1.6127	1.6091
S1	1.5818	1.5818	1.5923	1.5744
S2	1.5670	1.5670	1.5881
S3	1.5213	1.5361	1.5839
S4	1.4756	1.4904	1.5714

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6349	1.5800	0.0549	3.4%	0.0135	0.8%	91%	False	False	6
10	1.6437	1.5800	0.0637	3.9%	0.0106	0.6%	79%	False	False	15
20	1.6437	1.5092	0.1345	8.3%	0.0073	0.4%	90%	False	False	14

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.6611
2.618	1.6505
1.618	1.6440
1.000	1.6400
0.618	1.6375
HIGH	1.6335
0.618	1.6310
0.500	1.6303
0.382	1.6295
LOW	1.6270
0.618	1.6230
1.000	1.6205
1.618	1.6165
2.618	1.6100
4.250	1.5994

Fisher Pivots for day following 10-Jun-2009
Pivot	1 day	3 day
R1	1.6303	1.6226
PP	1.6302	1.6150
S1	1.6302	1.6075

Download as Excel Spreadsheet

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

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