CME British Pound Future December 2009

Trading Metrics calculated at close of trading on 19-Jun-2009

Day Change Summary
	Previous	Current
	18-Jun-2009	19-Jun-2009	Change	Change %	Previous Week
Open	1.6365	1.6325	-0.0040	-0.2%	1.6377
High	1.6380	1.6521	0.0141	0.9%	1.6521
Low	1.6280	1.6314	0.0034	0.2%	1.6236
Close	1.6345	1.6509	0.0164	1.0%	1.6509
Range	0.0100	0.0207	0.0107	107.0%	0.0285
ATR	0.0158	0.0161	0.0004	2.2%	0.0000
Volume	52	59	7	13.5%	270

Daily Pivots for day following 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7069	1.6996	1.6623
R3	1.6862	1.6789	1.6566
R2	1.6655	1.6655	1.6547
R1	1.6582	1.6582	1.6528	1.6619
PP	1.6448	1.6448	1.6448	1.6466
S1	1.6375	1.6375	1.6490	1.6412
S2	1.6241	1.6241	1.6471
S3	1.6034	1.6168	1.6452
S4	1.5827	1.5961	1.6395

Weekly Pivots for week ending 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7277	1.7178	1.6666
R3	1.6992	1.6893	1.6587
R2	1.6707	1.6707	1.6561
R1	1.6608	1.6608	1.6535	1.6658
PP	1.6422	1.6422	1.6422	1.6447
S1	1.6323	1.6323	1.6483	1.6373
S2	1.6137	1.6137	1.6457
S3	1.5852	1.6038	1.6431
S4	1.5567	1.5753	1.6352

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6521	1.6236	0.0285	1.7%	0.0137	0.8%	96%	True	False	54
10	1.6590	1.5800	0.0790	4.8%	0.0112	0.7%	90%	False	False	29
20	1.6590	1.5800	0.0790	4.8%	0.0092	0.6%	90%	False	False	23

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.7401
2.618	1.7063
1.618	1.6856
1.000	1.6728
0.618	1.6649
HIGH	1.6521
0.618	1.6442
0.500	1.6418
0.382	1.6393
LOW	1.6314
0.618	1.6186
1.000	1.6107
1.618	1.5979
2.618	1.5772
4.250	1.5434

Fisher Pivots for day following 19-Jun-2009
Pivot	1 day	3 day
R1	1.6479	1.6471
PP	1.6448	1.6433
S1	1.6418	1.6396

Download as Excel Spreadsheet

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

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