CME British Pound Future December 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Jul-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Jul-2009 | 
                    29-Jul-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.6530 | 
                        1.6431 | 
                        -0.0099 | 
                        -0.6% | 
                        1.6467 | 
                     
                    
                        | High | 
                        1.6530 | 
                        1.6460 | 
                        -0.0070 | 
                        -0.4% | 
                        1.6577 | 
                     
                    
                        | Low | 
                        1.6405 | 
                        1.6350 | 
                        -0.0055 | 
                        -0.3% | 
                        1.6320 | 
                     
                    
                        | Close | 
                        1.6434 | 
                        1.6354 | 
                        -0.0080 | 
                        -0.5% | 
                        1.6427 | 
                     
                    
                        | Range | 
                        0.0125 | 
                        0.0110 | 
                        -0.0015 | 
                        -12.0% | 
                        0.0257 | 
                     
                    
                        | ATR | 
                        0.0146 | 
                        0.0144 | 
                        -0.0003 | 
                        -1.8% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        18 | 
                        61 | 
                        43 | 
                        238.9% | 
                        592 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Jul-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.6718 | 
                1.6646 | 
                1.6415 | 
                 | 
             
            
                | R3 | 
                1.6608 | 
                1.6536 | 
                1.6384 | 
                 | 
             
            
                | R2 | 
                1.6498 | 
                1.6498 | 
                1.6374 | 
                 | 
             
            
                | R1 | 
                1.6426 | 
                1.6426 | 
                1.6364 | 
                1.6407 | 
             
            
                | PP | 
                1.6388 | 
                1.6388 | 
                1.6388 | 
                1.6379 | 
             
            
                | S1 | 
                1.6316 | 
                1.6316 | 
                1.6344 | 
                1.6297 | 
             
            
                | S2 | 
                1.6278 | 
                1.6278 | 
                1.6334 | 
                 | 
             
            
                | S3 | 
                1.6168 | 
                1.6206 | 
                1.6324 | 
                 | 
             
            
                | S4 | 
                1.6058 | 
                1.6096 | 
                1.6294 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.6928 | 
         
        
            | 
2.618             | 
            1.6748 | 
         
        
            | 
1.618             | 
            1.6638 | 
         
        
            | 
1.000             | 
            1.6570 | 
         
        
            | 
0.618             | 
            1.6528 | 
         
        
            | 
HIGH             | 
            1.6460 | 
         
        
            | 
0.618             | 
            1.6418 | 
         
        
            | 
0.500             | 
            1.6405 | 
         
        
            | 
0.382             | 
            1.6392 | 
         
        
            | 
LOW             | 
            1.6350 | 
         
        
            | 
0.618             | 
            1.6282 | 
         
        
            | 
1.000             | 
            1.6240 | 
         
        
            | 
1.618             | 
            1.6172 | 
         
        
            | 
2.618             | 
            1.6062 | 
         
        
            | 
4.250             | 
            1.5883 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Jul-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.6405 | 
                                1.6440 | 
                             
                            
                                | PP | 
                                1.6388 | 
                                1.6411 | 
                             
                            
                                | S1 | 
                                1.6371 | 
                                1.6383 | 
                             
             
         |