CME British Pound Future December 2009

Trading Metrics calculated at close of trading on 22-Jun-2009

Day Change Summary
	Previous	Current
	19-Jun-2009	22-Jun-2009	Change	Change %	Previous Week
Open	1.6325	1.6452	0.0127	0.8%	1.6377
High	1.6521	1.6487	-0.0034	-0.2%	1.6521
Low	1.6314	1.6320	0.0006	0.0%	1.6236
Close	1.6509	1.6338	-0.0171	-1.0%	1.6509
Range	0.0207	0.0167	-0.0040	-19.3%	0.0285
ATR	0.0161	0.0163	0.0002	1.2%	0.0000
Volume	59	55	-4	-6.8%	270

Daily Pivots for day following 22-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6883	1.6777	1.6430
R3	1.6716	1.6610	1.6384
R2	1.6549	1.6549	1.6369
R1	1.6443	1.6443	1.6353	1.6413
PP	1.6382	1.6382	1.6382	1.6366
S1	1.6276	1.6276	1.6323	1.6246
S2	1.6215	1.6215	1.6307
S3	1.6048	1.6109	1.6292
S4	1.5881	1.5942	1.6246

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	1.6270	0.0251	1.5%	0.0142	0.9%	27%	False	False	61
10	1.6590	1.6160	0.0430	2.6%	0.0114	0.7%	41%	False	False	34
20	1.6590	1.5800	0.0790	4.8%	0.0097	0.6%	68%	False	False	25

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.7197
2.618	1.6924
1.618	1.6757
1.000	1.6654
0.618	1.6590
HIGH	1.6487
0.618	1.6423
0.500	1.6404
0.382	1.6384
LOW	1.6320
0.618	1.6217
1.000	1.6153
1.618	1.6050
2.618	1.5883
4.250	1.5610

Fisher Pivots for day following 22-Jun-2009
Pivot	1 day	3 day
R1	1.6404	1.6401
PP	1.6382	1.6380
S1	1.6360	1.6359

Download as Excel Spreadsheet

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

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