CME British Pound Future December 2009

Trading Metrics calculated at close of trading on 08-Jul-2009

Day Change Summary
	Previous	Current
	07-Jul-2009	08-Jul-2009	Change	Change %	Previous Week
Open	1.6273	1.6109	-0.0164	-1.0%	1.6451
High	1.6273	1.6125	-0.0148	-0.9%	1.6715
Low	1.6136	1.6022	-0.0114	-0.7%	1.6332
Close	1.6146	1.6023	-0.0123	-0.8%	1.6415
Range	0.0137	0.0103	-0.0034	-24.8%	0.0383
ATR	0.0165	0.0162	-0.0003	-1.8%	0.0000
Volume	76	31	-45	-59.2%	99

Daily Pivots for day following 08-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6366	1.6297	1.6080
R3	1.6263	1.6194	1.6051
R2	1.6160	1.6160	1.6042
R1	1.6091	1.6091	1.6032	1.6074
PP	1.6057	1.6057	1.6057	1.6048
S1	1.5988	1.5988	1.6014	1.5971
S2	1.5954	1.5954	1.6004
S3	1.5851	1.5885	1.5995
S4	1.5748	1.5782	1.5966

Weekly Pivots for week ending 03-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7636	1.7409	1.6626
R3	1.7253	1.7026	1.6520
R2	1.6870	1.6870	1.6485
R1	1.6643	1.6643	1.6450	1.6565
PP	1.6487	1.6487	1.6487	1.6449
S1	1.6260	1.6260	1.6380	1.6182
S2	1.6104	1.6104	1.6345
S3	1.5721	1.5877	1.6310
S4	1.5338	1.5494	1.6204

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6414	1.6022	0.0392	2.4%	0.0118	0.7%	0%	False	True	37
10	1.6715	1.6022	0.0693	4.3%	0.0138	0.9%	0%	False	True	58
20	1.6715	1.6022	0.0693	4.3%	0.0132	0.8%	0%	False	True	57
40	1.6715	1.5092	0.1623	10.1%	0.0103	0.6%	57%	False	False	36

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6563
2.618	1.6395
1.618	1.6292
1.000	1.6228
0.618	1.6189
HIGH	1.6125
0.618	1.6086
0.500	1.6074
0.382	1.6061
LOW	1.6022
0.618	1.5958
1.000	1.5919
1.618	1.5855
2.618	1.5752
4.250	1.5584

Fisher Pivots for day following 08-Jul-2009
Pivot	1 day	3 day
R1	1.6074	1.6164
PP	1.6057	1.6117
S1	1.6040	1.6070

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

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