CME British Pound Future December 2009

Trading Metrics calculated at close of trading on 04-Dec-2009

Day Change Summary
	Previous	Current
	03-Dec-2009	04-Dec-2009	Change	Change %	Previous Week
Open	1.6635	1.6538	-0.0097	-0.6%	1.6518
High	1.6722	1.6680	-0.0042	-0.3%	1.6722
Low	1.6530	1.6420	-0.0110	-0.7%	1.6378
Close	1.6564	1.6427	-0.0137	-0.8%	1.6427
Range	0.0192	0.0260	0.0068	35.4%	0.0344
ATR	0.0197	0.0201	0.0005	2.3%	0.0000
Volume	98,572	92,306	-6,266	-6.4%	602,491

Daily Pivots for day following 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7289	1.7118	1.6570
R3	1.7029	1.6858	1.6499
R2	1.6769	1.6769	1.6475
R1	1.6598	1.6598	1.6451	1.6554
PP	1.6509	1.6509	1.6509	1.6487
S1	1.6338	1.6338	1.6403	1.6294
S2	1.6249	1.6249	1.6379
S3	1.5989	1.6078	1.6356
S4	1.5729	1.5818	1.6284

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	1.6722	1.6378	0.0344	2.1%	0.0215	1.3%	14%	False	False	120,498
10	1.6745	1.6270	0.0475	2.9%	0.0222	1.4%	33%	False	False	110,438
20	1.6876	1.6270	0.0606	3.7%	0.0193	1.2%	26%	False	False	114,908
40	1.6876	1.5702	0.1174	7.1%	0.0197	1.2%	62%	False	False	125,184
60	1.6876	1.5702	0.1174	7.1%	0.0189	1.1%	62%	False	False	122,239
80	1.6876	1.5702	0.1174	7.1%	0.0184	1.1%	62%	False	False	92,896
100	1.7028	1.5702	0.1326	8.1%	0.0173	1.1%	55%	False	False	74,339
120	1.7028	1.5702	0.1326	8.1%	0.0169	1.0%	55%	False	False	61,961

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.7785
2.618	1.7361
1.618	1.7101
1.000	1.6940
0.618	1.6841
HIGH	1.6680
0.618	1.6581
0.500	1.6550
0.382	1.6519
LOW	1.6420
0.618	1.6259
1.000	1.6160
1.618	1.5999
2.618	1.5739
4.250	1.5315

Fisher Pivots for day following 04-Dec-2009
Pivot	1 day	3 day
R1	1.6550	1.6571
PP	1.6509	1.6523
S1	1.6468	1.6475

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

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