CME British Pound Future December 2009

Trading Metrics calculated at close of trading on 17-Jul-2009

Day Change Summary
	Previous	Current
	16-Jul-2009	17-Jul-2009	Change	Change %	Previous Week
Open	1.6390	1.6379	-0.0011	-0.1%	1.6104
High	1.6486	1.6380	-0.0106	-0.6%	1.6486
Low	1.6390	1.6337	-0.0053	-0.3%	1.6040
Close	1.6451	1.6377	-0.0074	-0.4%	1.6377
Range	0.0096	0.0043	-0.0053	-55.2%	0.0446
ATR	0.0168	0.0164	-0.0004	-2.3%	0.0000
Volume	33	42	9	27.3%	328

Daily Pivots for day following 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6494	1.6478	1.6401
R3	1.6451	1.6435	1.6389
R2	1.6408	1.6408	1.6385
R1	1.6392	1.6392	1.6381	1.6379
PP	1.6365	1.6365	1.6365	1.6358
S1	1.6349	1.6349	1.6373	1.6336
S2	1.6322	1.6322	1.6369
S3	1.6279	1.6306	1.6365
S4	1.6236	1.6263	1.6353

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7639	1.7454	1.6622
R3	1.7193	1.7008	1.6500
R2	1.6747	1.6747	1.6459
R1	1.6562	1.6562	1.6418	1.6655
PP	1.6301	1.6301	1.6301	1.6347
S1	1.6116	1.6116	1.6336	1.6209
S2	1.5855	1.5855	1.6295
S3	1.5409	1.5670	1.6254
S4	1.4963	1.5224	1.6132

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6486	1.6040	0.0446	2.7%	0.0103	0.6%	76%	False	False	65
10	1.6486	1.6022	0.0464	2.8%	0.0131	0.8%	77%	False	False	70
20	1.6715	1.6022	0.0693	4.2%	0.0140	0.9%	51%	False	False	72
40	1.6715	1.5800	0.0915	5.6%	0.0116	0.7%	63%	False	False	47

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	1.6563
2.618	1.6493
1.618	1.6450
1.000	1.6423
0.618	1.6407
HIGH	1.6380
0.618	1.6364
0.500	1.6359
0.382	1.6353
LOW	1.6337
0.618	1.6310
1.000	1.6294
1.618	1.6267
2.618	1.6224
4.250	1.6154

Fisher Pivots for day following 17-Jul-2009
Pivot	1 day	3 day
R1	1.6371	1.6412
PP	1.6365	1.6400
S1	1.6359	1.6389

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

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