CME British Pound Future December 2009

Trading Metrics calculated at close of trading on 20-Jul-2009

Day Change Summary
	Previous	Current
	17-Jul-2009	20-Jul-2009	Change	Change %	Previous Week
Open	1.6379	1.6467	0.0088	0.5%	1.6104
High	1.6380	1.6530	0.0150	0.9%	1.6486
Low	1.6337	1.6450	0.0113	0.7%	1.6040
Close	1.6377	1.6530	0.0153	0.9%	1.6377
Range	0.0043	0.0080	0.0037	86.0%	0.0446
ATR	0.0164	0.0163	-0.0001	-0.5%	0.0000
Volume	42	51	9	21.4%	328

Daily Pivots for day following 20-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6743	1.6717	1.6574
R3	1.6663	1.6637	1.6552
R2	1.6583	1.6583	1.6545
R1	1.6557	1.6557	1.6537	1.6570
PP	1.6503	1.6503	1.6503	1.6510
S1	1.6477	1.6477	1.6523	1.6490
S2	1.6423	1.6423	1.6515
S3	1.6343	1.6397	1.6508
S4	1.6263	1.6317	1.6486

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	1.6530	1.6250	0.0280	1.7%	0.0083	0.5%	100%	True	False	63
10	1.6530	1.6022	0.0508	3.1%	0.0120	0.7%	100%	True	False	73
20	1.6715	1.6022	0.0693	4.2%	0.0136	0.8%	73%	False	False	72
40	1.6715	1.5800	0.0915	5.5%	0.0117	0.7%	80%	False	False	48

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6870
2.618	1.6739
1.618	1.6659
1.000	1.6610
0.618	1.6579
HIGH	1.6530
0.618	1.6499
0.500	1.6490
0.382	1.6481
LOW	1.6450
0.618	1.6401
1.000	1.6370
1.618	1.6321
2.618	1.6241
4.250	1.6110

Fisher Pivots for day following 20-Jul-2009
Pivot	1 day	3 day
R1	1.6517	1.6498
PP	1.6503	1.6466
S1	1.6490	1.6434

Download as Excel Spreadsheet

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

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