CME British Pound Future December 2009

Trading Metrics calculated at close of trading on 30-Nov-2009

Day Change Summary
	Previous	Current
	27-Nov-2009	30-Nov-2009	Change	Change %	Previous Week
Open	1.6665	1.6518	-0.0147	-0.9%	1.6475
High	1.6727	1.6593	-0.0134	-0.8%	1.6745
Low	1.6270	1.6378	0.0108	0.7%	1.6270
Close	1.6491	1.6422	-0.0069	-0.4%	1.6491
Range	0.0457	0.0215	-0.0242	-53.0%	0.0475
ATR	0.0195	0.0197	0.0001	0.7%	0.0000
Volume	115,643	172,834	57,191	49.5%	407,947

Daily Pivots for day following 30-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7109	1.6981	1.6540
R3	1.6894	1.6766	1.6481
R2	1.6679	1.6679	1.6461
R1	1.6551	1.6551	1.6442	1.6508
PP	1.6464	1.6464	1.6464	1.6443
S1	1.6336	1.6336	1.6402	1.6293
S2	1.6249	1.6249	1.6383
S3	1.6034	1.6121	1.6363
S4	1.5819	1.5906	1.6304

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%	0.0229	1.4%	32%	False	False	116,156
10	1.6876	1.6270	0.0606	3.7%	0.0197	1.2%	25%	False	False	110,584
20	1.6876	1.6258	0.0618	3.8%	0.0186	1.1%	27%	False	False	120,209
40	1.6876	1.5702	0.1174	7.1%	0.0191	1.2%	61%	False	False	125,031
60	1.6876	1.5702	0.1174	7.1%	0.0186	1.1%	61%	False	False	116,290
80	1.6876	1.5702	0.1174	7.1%	0.0181	1.1%	61%	False	False	87,531
100	1.7028	1.5702	0.1326	8.1%	0.0169	1.0%	54%	False	False	70,046
120	1.7028	1.5702	0.1326	8.1%	0.0165	1.0%	54%	False	False	58,382

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	0.0031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.7507
2.618	1.7156
1.618	1.6941
1.000	1.6808
0.618	1.6726
HIGH	1.6593
0.618	1.6511
0.500	1.6486
0.382	1.6460
LOW	1.6378
0.618	1.6245
1.000	1.6163
1.618	1.6030
2.618	1.5815
4.250	1.5464

Fisher Pivots for day following 30-Nov-2009
Pivot	1 day	3 day
R1	1.6486	1.6508
PP	1.6464	1.6479
S1	1.6443	1.6451

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

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