CME British Pound Future March 2010

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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 1.6691 1.6504 -0.0187 -1.1% 1.6506 High 1.6708 1.6578 -0.0130 -0.8% 1.6731 Low 1.6263 1.6372 0.0109 0.7% 1.6263 Close 1.6482 1.6412 -0.0070 -0.4% 1.6482 Range 0.0445 0.0206 -0.0239 -53.7% 0.0468 ATR 0.0174 0.0177 0.0002 1.3% 0.0000 Volume 960 2,809 1,849 192.6% 5,304
Daily Pivots for day following 30-Nov-2009 Classic Woodie Camarilla DeMark R4 1.7072 1.6948 1.6525 R3 1.6866 1.6742 1.6469 R2 1.6660 1.6660 1.6450 R1 1.6536 1.6536 1.6431 1.6495 PP 1.6454 1.6454 1.6454 1.6434 S1 1.6330 1.6330 1.6393 1.6289 S2 1.6248 1.6248 1.6374 S3 1.6042 1.6124 1.6355 S4 1.5836 1.5918 1.6299	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 2.9% 0.0214 1.3% 32% False False 1,622 10 1.6850 1.6263 0.0587 3.6% 0.0171 1.0% 25% False False 1,003 20 1.6850 1.6263 0.0587 3.6% 0.0156 0.9% 25% False False 550
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 0.0019 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.7454 2.618 1.7117 1.618 1.6911 1.000 1.6784 0.618 1.6705 HIGH 1.6578 0.618 1.6499 0.500 1.6475 0.382 1.6451 LOW 1.6372 0.618 1.6245 1.000 1.6166 1.618 1.6039 2.618 1.5833 4.250 1.5497
Fisher Pivots for day following 30-Nov-2009 Pivot 1 day 3 day R1 1.6475 1.6497 PP 1.6454 1.6469 S1 1.6433 1.6440

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