CME British Pound Future December 2009

Trading Metrics calculated at close of trading on 23-Jun-2009

Day Change Summary
	Previous	Current
	22-Jun-2009	23-Jun-2009	Change	Change %	Previous Week
Open	1.6452	1.6314	-0.0138	-0.8%	1.6377
High	1.6487	1.6457	-0.0030	-0.2%	1.6521
Low	1.6320	1.6254	-0.0066	-0.4%	1.6236
Close	1.6338	1.6448	0.0110	0.7%	1.6509
Range	0.0167	0.0203	0.0036	21.6%	0.0285
ATR	0.0163	0.0166	0.0003	1.7%	0.0000
Volume	55	109	54	98.2%	270

Daily Pivots for day following 23-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6995	1.6925	1.6560
R3	1.6792	1.6722	1.6504
R2	1.6589	1.6589	1.6485
R1	1.6519	1.6519	1.6467	1.6554
PP	1.6386	1.6386	1.6386	1.6404
S1	1.6316	1.6316	1.6429	1.6351
S2	1.6183	1.6183	1.6411
S3	1.5980	1.6113	1.6392
S4	1.5777	1.5910	1.6336

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	1.6254	0.0267	1.6%	0.0166	1.0%	73%	False	True	71
10	1.6590	1.6236	0.0354	2.2%	0.0116	0.7%	60%	False	False	44
20	1.6590	1.5800	0.0790	4.8%	0.0107	0.7%	82%	False	False	30

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.7320
2.618	1.6988
1.618	1.6785
1.000	1.6660
0.618	1.6582
HIGH	1.6457
0.618	1.6379
0.500	1.6356
0.382	1.6332
LOW	1.6254
0.618	1.6129
1.000	1.6051
1.618	1.5926
2.618	1.5723
4.250	1.5391

Fisher Pivots for day following 23-Jun-2009
Pivot	1 day	3 day
R1	1.6417	1.6428
PP	1.6386	1.6408
S1	1.6356	1.6388

Download as Excel Spreadsheet

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

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