CME British Pound Future December 2009

Trading Metrics calculated at close of trading on 02-Dec-2009

Day Change Summary
	Previous	Current
	01-Dec-2009	02-Dec-2009	Change	Change %	Previous Week
Open	1.6446	1.6612	0.0166	1.0%	1.6475
High	1.6648	1.6697	0.0049	0.3%	1.6745
Low	1.6390	1.6549	0.0159	1.0%	1.6270
Close	1.6639	1.6640	0.0001	0.0%	1.6491
Range	0.0258	0.0148	-0.0110	-42.6%	0.0475
ATR	0.0201	0.0197	-0.0004	-1.9%	0.0000
Volume	119,873	118,906	-967	-0.8%	407,947

Daily Pivots for day following 02-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7073	1.7004	1.6721
R3	1.6925	1.6856	1.6681
R2	1.6777	1.6777	1.6667
R1	1.6708	1.6708	1.6654	1.6743
PP	1.6629	1.6629	1.6629	1.6646
S1	1.6560	1.6560	1.6626	1.6595
S2	1.6481	1.6481	1.6613
S3	1.6333	1.6412	1.6599
S4	1.6185	1.6264	1.6559

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%	0.0249	1.5%	78%	False	False	125,760
10	1.6844	1.6270	0.0574	3.4%	0.0205	1.2%	64%	False	False	112,009
20	1.6876	1.6270	0.0606	3.6%	0.0189	1.1%	61%	False	False	118,251
40	1.6876	1.5702	0.1174	7.1%	0.0194	1.2%	80%	False	False	125,666
60	1.6876	1.5702	0.1174	7.1%	0.0187	1.1%	80%	False	False	120,142
80	1.6876	1.5702	0.1174	7.1%	0.0181	1.1%	80%	False	False	90,512
100	1.7028	1.5702	0.1326	8.0%	0.0170	1.0%	71%	False	False	72,432
120	1.7028	1.5702	0.1326	8.0%	0.0167	1.0%	71%	False	False	60,372

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0034
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.7326
2.618	1.7084
1.618	1.6936
1.000	1.6845
0.618	1.6788
HIGH	1.6697
0.618	1.6640
0.500	1.6623
0.382	1.6606
LOW	1.6549
0.618	1.6458
1.000	1.6401
1.618	1.6310
2.618	1.6162
4.250	1.5920

Fisher Pivots for day following 02-Dec-2009
Pivot	1 day	3 day
R1	1.6634	1.6606
PP	1.6629	1.6572
S1	1.6623	1.6538

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

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