CME British Pound Future December 2009

Trading Metrics calculated at close of trading on 01-Dec-2009

Day Change Summary
	Previous	Current
	30-Nov-2009	01-Dec-2009	Change	Change %	Previous Week
Open	1.6518	1.6446	-0.0072	-0.4%	1.6475
High	1.6593	1.6648	0.0055	0.3%	1.6745
Low	1.6378	1.6390	0.0012	0.1%	1.6270
Close	1.6422	1.6639	0.0217	1.3%	1.6491
Range	0.0215	0.0258	0.0043	20.0%	0.0475
ATR	0.0197	0.0201	0.0004	2.2%	0.0000
Volume	172,834	119,873	-52,961	-30.6%	407,947

Daily Pivots for day following 01-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7333	1.7244	1.6781
R3	1.7075	1.6986	1.6710
R2	1.6817	1.6817	1.6686
R1	1.6728	1.6728	1.6663	1.6773
PP	1.6559	1.6559	1.6559	1.6581
S1	1.6470	1.6470	1.6615	1.6515
S2	1.6301	1.6301	1.6592
S3	1.6043	1.6212	1.6568
S4	1.5785	1.5954	1.6497

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7927	1.7684	1.6752
R3	1.7452	1.7209	1.6622
R2	1.6977	1.6977	1.6578
R1	1.6734	1.6734	1.6535	1.6856
PP	1.6502	1.6502	1.6502	1.6563
S1	1.6259	1.6259	1.6447	1.6381
S2	1.6027	1.6027	1.6404
S3	1.5552	1.5784	1.6360
S4	1.5077	1.5309	1.6230

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6745	1.6270	0.0475	2.9%	0.0244	1.5%	78%	False	False	117,245
10	1.6870	1.6270	0.0600	3.6%	0.0202	1.2%	62%	False	False	111,450
20	1.6876	1.6258	0.0618	3.7%	0.0192	1.2%	62%	False	False	118,817
40	1.6876	1.5702	0.1174	7.1%	0.0194	1.2%	80%	False	False	124,872
60	1.6876	1.5702	0.1174	7.1%	0.0189	1.1%	80%	False	False	118,247
80	1.6876	1.5702	0.1174	7.1%	0.0182	1.1%	80%	False	False	89,029
100	1.7028	1.5702	0.1326	8.0%	0.0171	1.0%	71%	False	False	71,244
120	1.7028	1.5702	0.1326	8.0%	0.0167	1.0%	71%	False	False	59,381

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0033
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.7745
2.618	1.7323
1.618	1.7065
1.000	1.6906
0.618	1.6807
HIGH	1.6648
0.618	1.6549
0.500	1.6519
0.382	1.6489
LOW	1.6390
0.618	1.6231
1.000	1.6132
1.618	1.5973
2.618	1.5715
4.250	1.5294

Fisher Pivots for day following 01-Dec-2009
Pivot	1 day	3 day
R1	1.6599	1.6592
PP	1.6559	1.6545
S1	1.6519	1.6499

Download as Excel Spreadsheet

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

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