CME British Pound Future December 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Jul-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Jul-2009 | 
                    10-Jul-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.6100 | 
                        1.6283 | 
                        0.0183 | 
                        1.1% | 
                        1.6305 | 
                     
                    
                        | High | 
                        1.6361 | 
                        1.6283 | 
                        -0.0078 | 
                        -0.5% | 
                        1.6361 | 
                     
                    
                        | Low | 
                        1.6100 | 
                        1.6179 | 
                        0.0079 | 
                        0.5% | 
                        1.6022 | 
                     
                    
                        | Close | 
                        1.6354 | 
                        1.6186 | 
                        -0.0168 | 
                        -1.0% | 
                        1.6186 | 
                     
                    
                        | Range | 
                        0.0261 | 
                        0.0104 | 
                        -0.0157 | 
                        -60.2% | 
                        0.0339 | 
                     
                    
                        | ATR | 
                        0.0175 | 
                        0.0175 | 
                        0.0000 | 
                        0.0% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        185 | 
                        60 | 
                        -125 | 
                        -67.6% | 
                        380 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Jul-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.6528 | 
                1.6461 | 
                1.6243 | 
                 | 
             
            
                | R3 | 
                1.6424 | 
                1.6357 | 
                1.6215 | 
                 | 
             
            
                | R2 | 
                1.6320 | 
                1.6320 | 
                1.6205 | 
                 | 
             
            
                | R1 | 
                1.6253 | 
                1.6253 | 
                1.6196 | 
                1.6235 | 
             
            
                | PP | 
                1.6216 | 
                1.6216 | 
                1.6216 | 
                1.6207 | 
             
            
                | S1 | 
                1.6149 | 
                1.6149 | 
                1.6176 | 
                1.6131 | 
             
            
                | S2 | 
                1.6112 | 
                1.6112 | 
                1.6167 | 
                 | 
             
            
                | S3 | 
                1.6008 | 
                1.6045 | 
                1.6157 | 
                 | 
             
            
                | S4 | 
                1.5904 | 
                1.5941 | 
                1.6129 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 10-Jul-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.7207 | 
                1.7035 | 
                1.6372 | 
                 | 
             
            
                | R3 | 
                1.6868 | 
                1.6696 | 
                1.6279 | 
                 | 
             
            
                | R2 | 
                1.6529 | 
                1.6529 | 
                1.6248 | 
                 | 
             
            
                | R1 | 
                1.6357 | 
                1.6357 | 
                1.6217 | 
                1.6274 | 
             
            
                | PP | 
                1.6190 | 
                1.6190 | 
                1.6190 | 
                1.6148 | 
             
            
                | S1 | 
                1.6018 | 
                1.6018 | 
                1.6155 | 
                1.5935 | 
             
            
                | S2 | 
                1.5851 | 
                1.5851 | 
                1.6124 | 
                 | 
             
            
                | S3 | 
                1.5512 | 
                1.5679 | 
                1.6093 | 
                 | 
             
            
                | S4 | 
                1.5173 | 
                1.5340 | 
                1.6000 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.6725 | 
         
        
            | 
2.618             | 
            1.6555 | 
         
        
            | 
1.618             | 
            1.6451 | 
         
        
            | 
1.000             | 
            1.6387 | 
         
        
            | 
0.618             | 
            1.6347 | 
         
        
            | 
HIGH             | 
            1.6283 | 
         
        
            | 
0.618             | 
            1.6243 | 
         
        
            | 
0.500             | 
            1.6231 | 
         
        
            | 
0.382             | 
            1.6219 | 
         
        
            | 
LOW             | 
            1.6179 | 
         
        
            | 
0.618             | 
            1.6115 | 
         
        
            | 
1.000             | 
            1.6075 | 
         
        
            | 
1.618             | 
            1.6011 | 
         
        
            | 
2.618             | 
            1.5907 | 
         
        
            | 
4.250             | 
            1.5737 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Jul-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.6231 | 
                                1.6192 | 
                             
                            
                                | PP | 
                                1.6216 | 
                                1.6190 | 
                             
                            
                                | S1 | 
                                1.6201 | 
                                1.6188 | 
                             
             
         |