CME British Pound Future December 2009

Trading Metrics calculated at close of trading on 10-Dec-2009

Day Change Summary
	Previous	Current
	09-Dec-2009	10-Dec-2009	Change	Change %	Previous Week
Open	1.6271	1.6283	0.0012	0.1%	1.6518
High	1.6378	1.6346	-0.0032	-0.2%	1.6722
Low	1.6165	1.6215	0.0050	0.3%	1.6378
Close	1.6244	1.6264	0.0020	0.1%	1.6427
Range	0.0213	0.0131	-0.0082	-38.5%	0.0344
ATR	0.0204	0.0198	-0.0005	-2.5%	0.0000
Volume	147,945	166,612	18,667	12.6%	602,491

Daily Pivots for day following 10-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6668	1.6597	1.6336
R3	1.6537	1.6466	1.6300
R2	1.6406	1.6406	1.6288
R1	1.6335	1.6335	1.6276	1.6305
PP	1.6275	1.6275	1.6275	1.6260
S1	1.6204	1.6204	1.6252	1.6174
S2	1.6144	1.6144	1.6240
S3	1.6013	1.6073	1.6228
S4	1.5882	1.5942	1.6192

Weekly Pivots for week ending 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7541	1.7328	1.6616
R3	1.7197	1.6984	1.6522
R2	1.6853	1.6853	1.6490
R1	1.6640	1.6640	1.6459	1.6575
PP	1.6509	1.6509	1.6509	1.6476
S1	1.6296	1.6296	1.6395	1.6231
S2	1.6165	1.6165	1.6364
S3	1.5821	1.5952	1.6332
S4	1.5477	1.5608	1.6238

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6680	1.6165	0.0515	3.2%	0.0205	1.3%	19%	False	False	132,965
10	1.6727	1.6165	0.0562	3.5%	0.0230	1.4%	18%	False	False	129,065
20	1.6876	1.6165	0.0711	4.4%	0.0192	1.2%	14%	False	False	119,259
40	1.6876	1.5988	0.0888	5.5%	0.0198	1.2%	31%	False	False	128,128
60	1.6876	1.5702	0.1174	7.2%	0.0191	1.2%	48%	False	False	125,376
80	1.6876	1.5702	0.1174	7.2%	0.0185	1.1%	48%	False	False	100,031
100	1.7028	1.5702	0.1326	8.2%	0.0177	1.1%	42%	False	False	80,061
120	1.7028	1.5702	0.1326	8.2%	0.0170	1.0%	42%	False	False	66,730

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0071
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.6903
2.618	1.6689
1.618	1.6558
1.000	1.6477
0.618	1.6427
HIGH	1.6346
0.618	1.6296
0.500	1.6281
0.382	1.6265
LOW	1.6215
0.618	1.6134
1.000	1.6084
1.618	1.6003
2.618	1.5872
4.250	1.5658

Fisher Pivots for day following 10-Dec-2009
Pivot	1 day	3 day
R1	1.6281	1.6321
PP	1.6275	1.6302
S1	1.6270	1.6283

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

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