CME British Pound Future March 2010

Trading Metrics calculated at close of trading on 01-Dec-2009

Day Change Summary
	Previous	Current
	30-Nov-2009	01-Dec-2009	Change	Change %	Previous Week
Open	1.6504	1.6432	-0.0072	-0.4%	1.6506
High	1.6578	1.6637	0.0059	0.4%	1.6731
Low	1.6372	1.6386	0.0014	0.1%	1.6263
Close	1.6412	1.6629	0.0217	1.3%	1.6482
Range	0.0206	0.0251	0.0045	21.8%	0.0468
ATR	0.0177	0.0182	0.0005	3.0%	0.0000
Volume	2,809	1,731	-1,078	-38.4%	5,304

Daily Pivots for day following 01-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7304	1.7217	1.6767
R3	1.7053	1.6966	1.6698
R2	1.6802	1.6802	1.6675
R1	1.6715	1.6715	1.6652	1.6759
PP	1.6551	1.6551	1.6551	1.6572
S1	1.6464	1.6464	1.6606	1.6508
S2	1.6300	1.6300	1.6583
S3	1.6049	1.6213	1.6560
S4	1.5798	1.5962	1.6491

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%	0.0238	1.4%	78%	False	False	1,819
10	1.6850	1.6263	0.0587	3.5%	0.0184	1.1%	62%	False	False	1,165
20	1.6850	1.6263	0.0587	3.5%	0.0162	1.0%	62%	False	False	631

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.7704
2.618	1.7294
1.618	1.7043
1.000	1.6888
0.618	1.6792
HIGH	1.6637
0.618	1.6541
0.500	1.6512
0.382	1.6482
LOW	1.6386
0.618	1.6231
1.000	1.6135
1.618	1.5980
2.618	1.5729
4.250	1.5319

Fisher Pivots for day following 01-Dec-2009
Pivot	1 day	3 day
R1	1.6590	1.6581
PP	1.6551	1.6533
S1	1.6512	1.6486

Download as Excel Spreadsheet

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

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