CME British Pound Future December 2009

Trading Metrics calculated at close of trading on 09-Jul-2009

Day Change Summary
	Previous	Current
	08-Jul-2009	09-Jul-2009	Change	Change %	Previous Week
Open	1.6109	1.6100	-0.0009	-0.1%	1.6451
High	1.6125	1.6361	0.0236	1.5%	1.6715
Low	1.6022	1.6100	0.0078	0.5%	1.6332
Close	1.6023	1.6354	0.0331	2.1%	1.6415
Range	0.0103	0.0261	0.0158	153.4%	0.0383
ATR	0.0162	0.0175	0.0013	7.7%	0.0000
Volume	31	185	154	496.8%	99

Daily Pivots for day following 09-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7055	1.6965	1.6498
R3	1.6794	1.6704	1.6426
R2	1.6533	1.6533	1.6402
R1	1.6443	1.6443	1.6378	1.6488
PP	1.6272	1.6272	1.6272	1.6294
S1	1.6182	1.6182	1.6330	1.6227
S2	1.6011	1.6011	1.6306
S3	1.5750	1.5921	1.6282
S4	1.5489	1.5660	1.6210

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%	0.0154	0.9%	85%	False	False	69
10	1.6715	1.6022	0.0693	4.2%	0.0150	0.9%	48%	False	False	50
20	1.6715	1.6022	0.0693	4.2%	0.0143	0.9%	48%	False	False	66
40	1.6715	1.5220	0.1495	9.1%	0.0104	0.6%	76%	False	False	40

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	0.0009
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.7470
2.618	1.7044
1.618	1.6783
1.000	1.6622
0.618	1.6522
HIGH	1.6361
0.618	1.6261
0.500	1.6231
0.382	1.6200
LOW	1.6100
0.618	1.5939
1.000	1.5839
1.618	1.5678
2.618	1.5417
4.250	1.4991

Fisher Pivots for day following 09-Jul-2009
Pivot	1 day	3 day
R1	1.6313	1.6300
PP	1.6272	1.6246
S1	1.6231	1.6192

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

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