CME British Pound Future March 2010

Trading Metrics calculated at close of trading on 27-Nov-2009

Day Change Summary
	Previous	Current
	25-Nov-2009	27-Nov-2009	Change	Change %	Previous Week
Open	1.6581	1.6691	0.0110	0.7%	1.6506
High	1.6731	1.6708	-0.0023	-0.1%	1.6731
Low	1.6581	1.6263	-0.0318	-1.9%	1.6263
Close	1.6702	1.6482	-0.0220	-1.3%	1.6482
Range	0.0150	0.0445	0.0295	196.7%	0.0468
ATR	0.0154	0.0174	0.0021	13.5%	0.0000
Volume	3,093	960	-2,133	-69.0%	5,304

Daily Pivots for day following 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7819	1.7596	1.6727
R3	1.7374	1.7151	1.6604
R2	1.6929	1.6929	1.6564
R1	1.6706	1.6706	1.6523	1.6595
PP	1.6484	1.6484	1.6484	1.6429
S1	1.6261	1.6261	1.6441	1.6150
S2	1.6039	1.6039	1.6400
S3	1.5594	1.5816	1.6360
S4	1.5149	1.5371	1.6237

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7896	1.7657	1.6739
R3	1.7428	1.7189	1.6611
R2	1.6960	1.6960	1.6568
R1	1.6721	1.6721	1.6525	1.6607
PP	1.6492	1.6492	1.6492	1.6435
S1	1.6253	1.6253	1.6439	1.6139
S2	1.6024	1.6024	1.6396
S3	1.5556	1.5785	1.6353
S4	1.5088	1.5317	1.6225

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6731	1.6263	0.0468	2.8%	0.0210	1.3%	47%	False	True	1,152
10	1.6850	1.6263	0.0587	3.6%	0.0159	1.0%	37%	False	True	731
20	1.6850	1.6263	0.0587	3.6%	0.0151	0.9%	37%	False	True	416

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	1.8599
2.618	1.7873
1.618	1.7428
1.000	1.7153
0.618	1.6983
HIGH	1.6708
0.618	1.6538
0.500	1.6486
0.382	1.6433
LOW	1.6263
0.618	1.5988
1.000	1.5818
1.618	1.5543
2.618	1.5098
4.250	1.4372

Fisher Pivots for day following 27-Nov-2009
Pivot	1 day	3 day
R1	1.6486	1.6497
PP	1.6484	1.6492
S1	1.6483	1.6487

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

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