CME British Pound Future December 2009

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

Day Change Summary
	Previous	Current
	09-Nov-2009	10-Nov-2009	Change	Change %	Previous Week
Open	1.6647	1.6758	0.0111	0.7%	1.6392
High	1.6839	1.6784	-0.0055	-0.3%	1.6633
Low	1.6613	1.6597	-0.0016	-0.1%	1.6258
Close	1.6749	1.6734	-0.0015	-0.1%	1.6597
Range	0.0226	0.0187	-0.0039	-17.3%	0.0375
ATR	0.0191	0.0191	0.0000	-0.2%	0.0000
Volume	106,676	103,151	-3,525	-3.3%	675,519

Daily Pivots for day following 10-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7266	1.7187	1.6837
R3	1.7079	1.7000	1.6785
R2	1.6892	1.6892	1.6768
R1	1.6813	1.6813	1.6751	1.6759
PP	1.6705	1.6705	1.6705	1.6678
S1	1.6626	1.6626	1.6717	1.6572
S2	1.6518	1.6518	1.6700
S3	1.6331	1.6439	1.6683
S4	1.6144	1.6252	1.6631

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7621	1.7484	1.6803
R3	1.7246	1.7109	1.6700
R2	1.6871	1.6871	1.6666
R1	1.6734	1.6734	1.6631	1.6803
PP	1.6496	1.6496	1.6496	1.6530
S1	1.6359	1.6359	1.6563	1.6428
S2	1.6121	1.6121	1.6528
S3	1.5746	1.5984	1.6494
S4	1.5371	1.5609	1.6391

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6839	1.6396	0.0443	2.6%	0.0181	1.1%	76%	False	False	121,482
10	1.6839	1.6258	0.0581	3.5%	0.0187	1.1%	82%	False	False	135,254
20	1.6839	1.5897	0.0942	5.6%	0.0197	1.2%	89%	False	False	136,819
40	1.6839	1.5702	0.1137	6.8%	0.0186	1.1%	91%	False	False	128,245
60	1.6839	1.5702	0.1137	6.8%	0.0183	1.1%	91%	False	False	91,360
80	1.7028	1.5702	0.1326	7.9%	0.0172	1.0%	78%	False	False	68,566
100	1.7028	1.5702	0.1326	7.9%	0.0165	1.0%	78%	False	False	54,867
120	1.7028	1.5702	0.1326	7.9%	0.0153	0.9%	78%	False	False	45,727

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0050
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.7579
2.618	1.7274
1.618	1.7087
1.000	1.6971
0.618	1.6900
HIGH	1.6784
0.618	1.6713
0.500	1.6691
0.382	1.6668
LOW	1.6597
0.618	1.6481
1.000	1.6410
1.618	1.6294
2.618	1.6107
4.250	1.5802

Fisher Pivots for day following 10-Nov-2009
Pivot	1 day	3 day
R1	1.6720	1.6715
PP	1.6705	1.6696
S1	1.6691	1.6677

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

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