CME British Pound Future March 2010

Trading Metrics calculated at close of trading on 07-Dec-2009

Day Change Summary
	Previous	Current
	04-Dec-2009	07-Dec-2009	Change	Change %	Previous Week
Open	1.6526	1.6447	-0.0079	-0.5%	1.6504
High	1.6666	1.6503	-0.0163	-1.0%	1.6710
Low	1.6410	1.6305	-0.0105	-0.6%	1.6372
Close	1.6418	1.6429	0.0011	0.1%	1.6418
Range	0.0256	0.0198	-0.0058	-22.7%	0.0338
ATR	0.0185	0.0186	0.0001	0.5%	0.0000
Volume	2,942	4,850	1,908	64.9%	19,399

Daily Pivots for day following 07-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7006	1.6916	1.6538
R3	1.6808	1.6718	1.6483
R2	1.6610	1.6610	1.6465
R1	1.6520	1.6520	1.6447	1.6466
PP	1.6412	1.6412	1.6412	1.6386
S1	1.6322	1.6322	1.6411	1.6268
S2	1.6214	1.6214	1.6393
S3	1.6016	1.6124	1.6375
S4	1.5818	1.5926	1.6320

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	1.6305	0.0405	2.5%	0.0207	1.3%	31%	False	True	4,288
10	1.6731	1.6263	0.0468	2.8%	0.0211	1.3%	35%	False	False	2,955
20	1.6850	1.6263	0.0587	3.6%	0.0173	1.1%	28%	False	False	1,595
40	1.6850	1.5718	0.1132	6.9%	0.0160	1.0%	63%	False	False	842

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0045
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.7345
2.618	1.7021
1.618	1.6823
1.000	1.6701
0.618	1.6625
HIGH	1.6503
0.618	1.6427
0.500	1.6404
0.382	1.6381
LOW	1.6305
0.618	1.6183
1.000	1.6107
1.618	1.5985
2.618	1.5787
4.250	1.5464

Fisher Pivots for day following 07-Dec-2009
Pivot	1 day	3 day
R1	1.6421	1.6508
PP	1.6412	1.6481
S1	1.6404	1.6455

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

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