CME British Pound Future December 2009

Trading Metrics calculated at close of trading on 14-Jul-2009

Day Change Summary
	Previous	Current
	13-Jul-2009	14-Jul-2009	Change	Change %	Previous Week
Open	1.6104	1.6250	0.0146	0.9%	1.6305
High	1.6220	1.6335	0.0115	0.7%	1.6361
Low	1.6040	1.6250	0.0210	1.3%	1.6022
Close	1.6202	1.6273	0.0071	0.4%	1.6186
Range	0.0180	0.0085	-0.0095	-52.8%	0.0339
ATR	0.0175	0.0172	-0.0003	-1.7%	0.0000
Volume	60	147	87	145.0%	380

Daily Pivots for day following 14-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6541	1.6492	1.6320
R3	1.6456	1.6407	1.6296
R2	1.6371	1.6371	1.6289
R1	1.6322	1.6322	1.6281	1.6347
PP	1.6286	1.6286	1.6286	1.6298
S1	1.6237	1.6237	1.6265	1.6262
S2	1.6201	1.6201	1.6257
S3	1.6116	1.6152	1.6250
S4	1.6031	1.6067	1.6226

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%	0.0147	0.9%	74%	False	False	96
10	1.6503	1.6022	0.0481	3.0%	0.0130	0.8%	52%	False	False	66
20	1.6715	1.6022	0.0693	4.3%	0.0151	0.9%	36%	False	False	75
40	1.6715	1.5449	0.1266	7.8%	0.0113	0.7%	65%	False	False	46

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0010
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.6696
2.618	1.6558
1.618	1.6473
1.000	1.6420
0.618	1.6388
HIGH	1.6335
0.618	1.6303
0.500	1.6293
0.382	1.6282
LOW	1.6250
0.618	1.6197
1.000	1.6165
1.618	1.6112
2.618	1.6027
4.250	1.5889

Fisher Pivots for day following 14-Jul-2009
Pivot	1 day	3 day
R1	1.6293	1.6245
PP	1.6286	1.6216
S1	1.6280	1.6188

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

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