CME British Pound Future December 2009

Trading Metrics calculated at close of trading on 27-Jul-2009

Day Change Summary
	Previous	Current
	24-Jul-2009	27-Jul-2009	Change	Change %	Previous Week
Open	1.6493	1.6492	-0.0001	0.0%	1.6467
High	1.6493	1.6492	-0.0001	0.0%	1.6577
Low	1.6390	1.6483	0.0093	0.6%	1.6320
Close	1.6427	1.6494	0.0067	0.4%	1.6427
Range	0.0103	0.0009	-0.0094	-91.3%	0.0257
ATR	0.0154	0.0148	-0.0006	-4.1%	0.0000
Volume	104	16	-88	-84.6%	592

Daily Pivots for day following 27-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6517	1.6514	1.6499
R3	1.6508	1.6505	1.6496
R2	1.6499	1.6499	1.6496
R1	1.6496	1.6496	1.6495	1.6498
PP	1.6490	1.6490	1.6490	1.6490
S1	1.6487	1.6487	1.6493	1.6489
S2	1.6481	1.6481	1.6492
S3	1.6472	1.6478	1.6492
S4	1.6463	1.6469	1.6489

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%	0.0099	0.6%	68%	False	False	111
10	1.6577	1.6250	0.0327	2.0%	0.0091	0.6%	75%	False	False	87
20	1.6715	1.6022	0.0693	4.2%	0.0121	0.7%	68%	False	False	69
40	1.6715	1.5800	0.0915	5.5%	0.0121	0.7%	76%	False	False	59

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	1.6530
2.618	1.6516
1.618	1.6507
1.000	1.6501
0.618	1.6498
HIGH	1.6492
0.618	1.6489
0.500	1.6488
0.382	1.6486
LOW	1.6483
0.618	1.6477
1.000	1.6474
1.618	1.6468
2.618	1.6459
4.250	1.6445

Fisher Pivots for day following 27-Jul-2009
Pivot	1 day	3 day
R1	1.6492	1.6491
PP	1.6490	1.6487
S1	1.6488	1.6484

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

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