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

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6361	1.6022	0.0339	2.1%	0.0159	1.0%	48%	False	False	76
10	1.6715	1.6022	0.0693	4.3%	0.0143	0.9%	24%	False	False	47
20	1.6715	1.6022	0.0693	4.3%	0.0149	0.9%	24%	False	False	69
40	1.6715	1.5260	0.1455	9.0%	0.0106	0.7%	64%	False	False	41

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 2 trading days

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

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

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