CME British Pound Future December 2009

Trading Metrics calculated at close of trading on 23-Nov-2009

Day Change Summary
	Previous	Current
	20-Nov-2009	23-Nov-2009	Change	Change %	Previous Week
Open	1.6653	1.6475	-0.0178	-1.1%	1.6703
High	1.6675	1.6653	-0.0022	-0.1%	1.6876
Low	1.6457	1.6471	0.0014	0.1%	1.6457
Close	1.6480	1.6618	0.0138	0.8%	1.6480
Range	0.0218	0.0182	-0.0036	-16.5%	0.0419
ATR	0.0180	0.0180	0.0000	0.1%	0.0000
Volume	93,949	114,426	20,477	21.8%	525,067

Daily Pivots for day following 23-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7127	1.7054	1.6718
R3	1.6945	1.6872	1.6668
R2	1.6763	1.6763	1.6651
R1	1.6690	1.6690	1.6635	1.6727
PP	1.6581	1.6581	1.6581	1.6599
S1	1.6508	1.6508	1.6601	1.6545
S2	1.6399	1.6399	1.6585
S3	1.6217	1.6326	1.6568
S4	1.6035	1.6144	1.6518

Weekly Pivots for week ending 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7861	1.7590	1.6710
R3	1.7442	1.7171	1.6595
R2	1.7023	1.7023	1.6557
R1	1.6752	1.6752	1.6518	1.6678
PP	1.6604	1.6604	1.6604	1.6568
S1	1.6333	1.6333	1.6442	1.6259
S2	1.6185	1.6185	1.6403
S3	1.5766	1.5914	1.6365
S4	1.5347	1.5495	1.6250

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6870	1.6457	0.0413	2.5%	0.0159	1.0%	39%	False	False	105,655
10	1.6876	1.6457	0.0419	2.5%	0.0170	1.0%	38%	False	False	115,563
20	1.6876	1.6258	0.0618	3.7%	0.0177	1.1%	58%	False	False	126,834
40	1.6876	1.5702	0.1174	7.1%	0.0182	1.1%	78%	False	False	126,734
60	1.6876	1.5702	0.1174	7.1%	0.0183	1.1%	78%	False	False	108,740
80	1.7028	1.5702	0.1326	8.0%	0.0178	1.1%	69%	False	False	81,711
100	1.7028	1.5702	0.1326	8.0%	0.0166	1.0%	69%	False	False	65,385
120	1.7028	1.5702	0.1326	8.0%	0.0161	1.0%	69%	False	False	54,496

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.7427
2.618	1.7129
1.618	1.6947
1.000	1.6835
0.618	1.6765
HIGH	1.6653
0.618	1.6583
0.500	1.6562
0.382	1.6541
LOW	1.6471
0.618	1.6359
1.000	1.6289
1.618	1.6177
2.618	1.5995
4.250	1.5698

Fisher Pivots for day following 23-Nov-2009
Pivot	1 day	3 day
R1	1.6599	1.6613
PP	1.6581	1.6607
S1	1.6562	1.6602

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

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