CME British Pound Future December 2009

Trading Metrics calculated at close of trading on 24-Jul-2009

Day Change Summary
	Previous	Current
	23-Jul-2009	24-Jul-2009	Change	Change %	Previous Week
Open	1.6522	1.6493	-0.0029	-0.2%	1.6467
High	1.6577	1.6493	-0.0084	-0.5%	1.6577
Low	1.6473	1.6390	-0.0083	-0.5%	1.6320
Close	1.6514	1.6427	-0.0087	-0.5%	1.6427
Range	0.0104	0.0103	-0.0001	-1.0%	0.0257
ATR	0.0157	0.0154	-0.0002	-1.5%	0.0000
Volume	127	104	-23	-18.1%	592

Daily Pivots for day following 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6746	1.6689	1.6484
R3	1.6643	1.6586	1.6455
R2	1.6540	1.6540	1.6446
R1	1.6483	1.6483	1.6436	1.6460
PP	1.6437	1.6437	1.6437	1.6425
S1	1.6380	1.6380	1.6418	1.6357
S2	1.6334	1.6334	1.6408
S3	1.6231	1.6277	1.6399
S4	1.6128	1.6174	1.6370

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7212	1.7077	1.6568
R3	1.6955	1.6820	1.6498
R2	1.6698	1.6698	1.6474
R1	1.6563	1.6563	1.6451	1.6502
PP	1.6441	1.6441	1.6441	1.6411
S1	1.6306	1.6306	1.6403	1.6245
S2	1.6184	1.6184	1.6380
S3	1.5927	1.6049	1.6356
S4	1.5670	1.5792	1.6286

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6577	1.6320	0.0257	1.6%	0.0113	0.7%	42%	False	False	118
10	1.6577	1.6040	0.0537	3.3%	0.0108	0.7%	72%	False	False	92
20	1.6715	1.6022	0.0693	4.2%	0.0126	0.8%	58%	False	False	69
40	1.6715	1.5800	0.0915	5.6%	0.0127	0.8%	69%	False	False	59

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6931
2.618	1.6763
1.618	1.6660
1.000	1.6596
0.618	1.6557
HIGH	1.6493
0.618	1.6454
0.500	1.6442
0.382	1.6429
LOW	1.6390
0.618	1.6326
1.000	1.6287
1.618	1.6223
2.618	1.6120
4.250	1.5952

Fisher Pivots for day following 24-Jul-2009
Pivot	1 day	3 day
R1	1.6442	1.6449
PP	1.6437	1.6441
S1	1.6432	1.6434

Download as Excel Spreadsheet

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

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