CME British Pound Future December 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Jul-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Jul-2009 | 
                    23-Jul-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.6395 | 
                        1.6522 | 
                        0.0127 | 
                        0.8% | 
                        1.6104 | 
                     
                    
                        | High | 
                        1.6460 | 
                        1.6577 | 
                        0.0117 | 
                        0.7% | 
                        1.6486 | 
                     
                    
                        | Low | 
                        1.6320 | 
                        1.6473 | 
                        0.0153 | 
                        0.9% | 
                        1.6040 | 
                     
                    
                        | Close | 
                        1.6460 | 
                        1.6514 | 
                        0.0054 | 
                        0.3% | 
                        1.6377 | 
                     
                    
                        | Range | 
                        0.0140 | 
                        0.0104 | 
                        -0.0036 | 
                        -25.7% | 
                        0.0446 | 
                     
                    
                        | ATR | 
                        0.0160 | 
                        0.0157 | 
                        -0.0003 | 
                        -1.9% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        71 | 
                        127 | 
                        56 | 
                        78.9% | 
                        328 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Jul-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.6833 | 
                1.6778 | 
                1.6571 | 
                 | 
             
            
                | R3 | 
                1.6729 | 
                1.6674 | 
                1.6543 | 
                 | 
             
            
                | R2 | 
                1.6625 | 
                1.6625 | 
                1.6533 | 
                 | 
             
            
                | R1 | 
                1.6570 | 
                1.6570 | 
                1.6524 | 
                1.6546 | 
             
            
                | PP | 
                1.6521 | 
                1.6521 | 
                1.6521 | 
                1.6509 | 
             
            
                | S1 | 
                1.6466 | 
                1.6466 | 
                1.6504 | 
                1.6442 | 
             
            
                | S2 | 
                1.6417 | 
                1.6417 | 
                1.6495 | 
                 | 
             
            
                | S3 | 
                1.6313 | 
                1.6362 | 
                1.6485 | 
                 | 
             
            
                | S4 | 
                1.6209 | 
                1.6258 | 
                1.6457 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.7019 | 
         
        
            | 
2.618             | 
            1.6849 | 
         
        
            | 
1.618             | 
            1.6745 | 
         
        
            | 
1.000             | 
            1.6681 | 
         
        
            | 
0.618             | 
            1.6641 | 
         
        
            | 
HIGH             | 
            1.6577 | 
         
        
            | 
0.618             | 
            1.6537 | 
         
        
            | 
0.500             | 
            1.6525 | 
         
        
            | 
0.382             | 
            1.6513 | 
         
        
            | 
LOW             | 
            1.6473 | 
         
        
            | 
0.618             | 
            1.6409 | 
         
        
            | 
1.000             | 
            1.6369 | 
         
        
            | 
1.618             | 
            1.6305 | 
         
        
            | 
2.618             | 
            1.6201 | 
         
        
            | 
4.250             | 
            1.6031 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Jul-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.6525 | 
                                1.6492 | 
                             
                            
                                | PP | 
                                1.6521 | 
                                1.6470 | 
                             
                            
                                | S1 | 
                                1.6518 | 
                                1.6449 | 
                             
             
         |