CME British Pound Future March 2010

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	1.6637	1.6526	-0.0111	-0.7%	1.6504
High	1.6710	1.6666	-0.0044	-0.3%	1.6710
Low	1.6523	1.6410	-0.0113	-0.7%	1.6372
Close	1.6554	1.6418	-0.0136	-0.8%	1.6418
Range	0.0187	0.0256	0.0069	36.9%	0.0338
ATR	0.0180	0.0185	0.0005	3.0%	0.0000
Volume	5,971	2,942	-3,029	-50.7%	19,399

Daily Pivots for day following 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7266	1.7098	1.6559
R3	1.7010	1.6842	1.6488
R2	1.6754	1.6754	1.6465
R1	1.6586	1.6586	1.6441	1.6542
PP	1.6498	1.6498	1.6498	1.6476
S1	1.6330	1.6330	1.6395	1.6286
S2	1.6242	1.6242	1.6371
S3	1.5986	1.6074	1.6348
S4	1.5730	1.5818	1.6277

Weekly Pivots for week ending 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7514	1.7304	1.6604
R3	1.7176	1.6966	1.6511
R2	1.6838	1.6838	1.6480
R1	1.6628	1.6628	1.6449	1.6564
PP	1.6500	1.6500	1.6500	1.6468
S1	1.6290	1.6290	1.6387	1.6226
S2	1.6162	1.6162	1.6356
S3	1.5824	1.5952	1.6325
S4	1.5486	1.5614	1.6232

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6710	1.6372	0.0338	2.1%	0.0209	1.3%	14%	False	False	3,879
10	1.6731	1.6263	0.0468	2.9%	0.0210	1.3%	33%	False	False	2,516
20	1.6850	1.6263	0.0587	3.6%	0.0168	1.0%	26%	False	False	1,363
40	1.6850	1.5718	0.1132	6.9%	0.0160	1.0%	62%	False	False	721

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	0.0042
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.7754
2.618	1.7336
1.618	1.7080
1.000	1.6922
0.618	1.6824
HIGH	1.6666
0.618	1.6568
0.500	1.6538
0.382	1.6508
LOW	1.6410
0.618	1.6252
1.000	1.6154
1.618	1.5996
2.618	1.5740
4.250	1.5322

Fisher Pivots for day following 04-Dec-2009
Pivot	1 day	3 day
R1	1.6538	1.6560
PP	1.6498	1.6513
S1	1.6458	1.6465

Download as Excel Spreadsheet

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

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