CME British Pound Future December 2009

Trading Metrics calculated at close of trading on 15-Jul-2009

Day Change Summary
	Previous	Current
	14-Jul-2009	15-Jul-2009	Change	Change %	Previous Week
Open	1.6250	1.6350	0.0100	0.6%	1.6305
High	1.6335	1.6458	0.0123	0.8%	1.6361
Low	1.6250	1.6346	0.0096	0.6%	1.6022
Close	1.6273	1.6423	0.0150	0.9%	1.6186
Range	0.0085	0.0112	0.0027	31.8%	0.0339
ATR	0.0172	0.0173	0.0001	0.5%	0.0000
Volume	147	46	-101	-68.7%	380

Daily Pivots for day following 15-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6745	1.6696	1.6485
R3	1.6633	1.6584	1.6454
R2	1.6521	1.6521	1.6444
R1	1.6472	1.6472	1.6433	1.6497
PP	1.6409	1.6409	1.6409	1.6421
S1	1.6360	1.6360	1.6413	1.6385
S2	1.6297	1.6297	1.6402
S3	1.6185	1.6248	1.6392
S4	1.6073	1.6136	1.6361

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	1.6458	1.6040	0.0418	2.5%	0.0148	0.9%	92%	True	False	99
10	1.6458	1.6022	0.0436	2.7%	0.0133	0.8%	92%	True	False	68
20	1.6715	1.6022	0.0693	4.2%	0.0149	0.9%	58%	False	False	74
40	1.6715	1.5449	0.1266	7.7%	0.0116	0.7%	77%	False	False	47

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6934
2.618	1.6751
1.618	1.6639
1.000	1.6570
0.618	1.6527
HIGH	1.6458
0.618	1.6415
0.500	1.6402
0.382	1.6389
LOW	1.6346
0.618	1.6277
1.000	1.6234
1.618	1.6165
2.618	1.6053
4.250	1.5870

Fisher Pivots for day following 15-Jul-2009
Pivot	1 day	3 day
R1	1.6416	1.6365
PP	1.6409	1.6307
S1	1.6402	1.6249

Download as Excel Spreadsheet

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

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