CME British Pound Future December 2009

Trading Metrics calculated at close of trading on 30-Jun-2009

Day Change Summary
	Previous	Current
	29-Jun-2009	30-Jun-2009	Change	Change %	Previous Week
Open	1.6451	1.6660	0.0209	1.3%	1.6452
High	1.6557	1.6715	0.0158	1.0%	1.6589
Low	1.6451	1.6429	-0.0022	-0.1%	1.6232
Close	1.6568	1.6458	-0.0110	-0.7%	1.6523
Range	0.0106	0.0286	0.0180	169.8%	0.0357
ATR	0.0163	0.0172	0.0009	5.4%	0.0000
Volume	19	5	-14	-73.7%	638

Daily Pivots for day following 30-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7392	1.7211	1.6615
R3	1.7106	1.6925	1.6537
R2	1.6820	1.6820	1.6510
R1	1.6639	1.6639	1.6484	1.6587
PP	1.6534	1.6534	1.6534	1.6508
S1	1.6353	1.6353	1.6432	1.6301
S2	1.6248	1.6248	1.6406
S3	1.5962	1.6067	1.6379
S4	1.5676	1.5781	1.6301

Weekly Pivots for week ending 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7519	1.7378	1.6719
R3	1.7162	1.7021	1.6621
R2	1.6805	1.6805	1.6588
R1	1.6664	1.6664	1.6556	1.6735
PP	1.6448	1.6448	1.6448	1.6483
S1	1.6307	1.6307	1.6490	1.6378
S2	1.6091	1.6091	1.6458
S3	1.5734	1.5950	1.6425
S4	1.5377	1.5593	1.6327

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6715	1.6232	0.0483	2.9%	0.0176	1.1%	47%	True	False	99
10	1.6715	1.6232	0.0483	2.9%	0.0171	1.0%	47%	True	False	85
20	1.6715	1.5800	0.0915	5.6%	0.0136	0.8%	72%	True	False	48

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0035
Widest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	1.7931
2.618	1.7464
1.618	1.7178
1.000	1.7001
0.618	1.6892
HIGH	1.6715
0.618	1.6606
0.500	1.6572
0.382	1.6538
LOW	1.6429
0.618	1.6252
1.000	1.6143
1.618	1.5966
2.618	1.5680
4.250	1.5214

Fisher Pivots for day following 30-Jun-2009
Pivot	1 day	3 day
R1	1.6572	1.6539
PP	1.6534	1.6512
S1	1.6496	1.6485

Download as Excel Spreadsheet

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

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