CME British Pound Future March 2010

Trading Metrics calculated at close of trading on 08-Dec-2009

Day Change Summary
	Previous	Current
	07-Dec-2009	08-Dec-2009	Change	Change %	Previous Week
Open	1.6447	1.6440	-0.0007	0.0%	1.6504
High	1.6503	1.6465	-0.0038	-0.2%	1.6710
Low	1.6305	1.6245	-0.0060	-0.4%	1.6372
Close	1.6429	1.6249	-0.0180	-1.1%	1.6418
Range	0.0198	0.0220	0.0022	11.1%	0.0338
ATR	0.0186	0.0189	0.0002	1.3%	0.0000
Volume	4,850	11,210	6,360	131.1%	19,399

Daily Pivots for day following 08-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6980	1.6834	1.6370
R3	1.6760	1.6614	1.6310
R2	1.6540	1.6540	1.6289
R1	1.6394	1.6394	1.6269	1.6357
PP	1.6320	1.6320	1.6320	1.6301
S1	1.6174	1.6174	1.6229	1.6137
S2	1.6100	1.6100	1.6209
S3	1.5880	1.5954	1.6189
S4	1.5660	1.5734	1.6128

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	1.6245	0.0465	2.9%	0.0201	1.2%	1%	False	True	6,183
10	1.6731	1.6245	0.0486	3.0%	0.0219	1.3%	1%	False	True	4,001
20	1.6850	1.6245	0.0605	3.7%	0.0176	1.1%	1%	False	True	2,153
40	1.6850	1.5718	0.1132	7.0%	0.0163	1.0%	47%	False	False	1,122

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	0.0047
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.7400
2.618	1.7041
1.618	1.6821
1.000	1.6685
0.618	1.6601
HIGH	1.6465
0.618	1.6381
0.500	1.6355
0.382	1.6329
LOW	1.6245
0.618	1.6109
1.000	1.6025
1.618	1.5889
2.618	1.5669
4.250	1.5310

Fisher Pivots for day following 08-Dec-2009
Pivot	1 day	3 day
R1	1.6355	1.6456
PP	1.6320	1.6387
S1	1.6284	1.6318

Download as Excel Spreadsheet

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

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