CME British Pound Future December 2009

Trading Metrics calculated at close of trading on 28-Jul-2009

Day Change Summary
	Previous	Current
	27-Jul-2009	28-Jul-2009	Change	Change %	Previous Week
Open	1.6492	1.6530	0.0038	0.2%	1.6467
High	1.6492	1.6530	0.0038	0.2%	1.6577
Low	1.6483	1.6405	-0.0078	-0.5%	1.6320
Close	1.6494	1.6434	-0.0060	-0.4%	1.6427
Range	0.0009	0.0125	0.0116	1,288.9%	0.0257
ATR	0.0148	0.0146	-0.0002	-1.1%	0.0000
Volume	16	18	2	12.5%	592

Daily Pivots for day following 28-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6831	1.6758	1.6503
R3	1.6706	1.6633	1.6468
R2	1.6581	1.6581	1.6457
R1	1.6508	1.6508	1.6445	1.6482
PP	1.6456	1.6456	1.6456	1.6444
S1	1.6383	1.6383	1.6423	1.6357
S2	1.6331	1.6331	1.6411
S3	1.6206	1.6258	1.6400
S4	1.6081	1.6133	1.6365

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%	0.0096	0.6%	44%	False	False	67
10	1.6577	1.6320	0.0257	1.6%	0.0095	0.6%	44%	False	False	74
20	1.6577	1.6022	0.0555	3.4%	0.0113	0.7%	74%	False	False	70
40	1.6715	1.5800	0.0915	5.6%	0.0124	0.8%	69%	False	False	59

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

Fibonacci Retracements and Extensions
4.250	1.7061
2.618	1.6857
1.618	1.6732
1.000	1.6655
0.618	1.6607
HIGH	1.6530
0.618	1.6482
0.500	1.6468
0.382	1.6453
LOW	1.6405
0.618	1.6328
1.000	1.6280
1.618	1.6203
2.618	1.6078
4.250	1.5874

Fisher Pivots for day following 28-Jul-2009
Pivot	1 day	3 day
R1	1.6468	1.6460
PP	1.6456	1.6451
S1	1.6445	1.6443

Download as Excel Spreadsheet

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

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