CME British Pound Future December 2009

Trading Metrics calculated at close of trading on 31-Jul-2009

Day Change Summary
	Previous	Current
	30-Jul-2009	31-Jul-2009	Change	Change %	Previous Week
Open	1.6392	1.6503	0.0111	0.7%	1.6492
High	1.6500	1.6720	0.0220	1.3%	1.6720
Low	1.6392	1.6503	0.0111	0.7%	1.6350
Close	1.6487	1.6685	0.0198	1.2%	1.6685
Range	0.0108	0.0217	0.0109	100.9%	0.0370
ATR	0.0144	0.0150	0.0006	4.4%	0.0000
Volume	146	99	-47	-32.2%	340

Daily Pivots for day following 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7287	1.7203	1.6804
R3	1.7070	1.6986	1.6745
R2	1.6853	1.6853	1.6725
R1	1.6769	1.6769	1.6705	1.6811
PP	1.6636	1.6636	1.6636	1.6657
S1	1.6552	1.6552	1.6665	1.6594
S2	1.6419	1.6419	1.6645
S3	1.6202	1.6335	1.6625
S4	1.5985	1.6118	1.6566

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7695	1.7560	1.6889
R3	1.7325	1.7190	1.6787
R2	1.6955	1.6955	1.6753
R1	1.6820	1.6820	1.6719	1.6888
PP	1.6585	1.6585	1.6585	1.6619
S1	1.6450	1.6450	1.6651	1.6518
S2	1.6215	1.6215	1.6617
S3	1.5845	1.6080	1.6583
S4	1.5475	1.5710	1.6482

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6720	1.6350	0.0370	2.2%	0.0114	0.7%	91%	True	False	68
10	1.6720	1.6320	0.0400	2.4%	0.0114	0.7%	91%	True	False	93
20	1.6720	1.6022	0.0698	4.2%	0.0122	0.7%	95%	True	False	82
40	1.6720	1.5800	0.0920	5.5%	0.0127	0.8%	96%	True	False	66

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1.7642
2.618	1.7288
1.618	1.7071
1.000	1.6937
0.618	1.6854
HIGH	1.6720
0.618	1.6637
0.500	1.6612
0.382	1.6586
LOW	1.6503
0.618	1.6369
1.000	1.6286
1.618	1.6152
2.618	1.5935
4.250	1.5581

Fisher Pivots for day following 31-Jul-2009
Pivot	1 day	3 day
R1	1.6661	1.6635
PP	1.6636	1.6585
S1	1.6612	1.6535

Download as Excel Spreadsheet

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

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