CME British Pound Future March 2010

Trading Metrics calculated at close of trading on 09-Dec-2009

Day Change Summary
	Previous	Current
	08-Dec-2009	09-Dec-2009	Change	Change %	Previous Week
Open	1.6440	1.6261	-0.0179	-1.1%	1.6504
High	1.6465	1.6366	-0.0099	-0.6%	1.6710
Low	1.6245	1.6157	-0.0088	-0.5%	1.6372
Close	1.6249	1.6235	-0.0014	-0.1%	1.6418
Range	0.0220	0.0209	-0.0011	-5.0%	0.0338
ATR	0.0189	0.0190	0.0001	0.8%	0.0000
Volume	11,210	27,076	15,866	141.5%	19,399

Daily Pivots for day following 09-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6880	1.6766	1.6350
R3	1.6671	1.6557	1.6292
R2	1.6462	1.6462	1.6273
R1	1.6348	1.6348	1.6254	1.6301
PP	1.6253	1.6253	1.6253	1.6229
S1	1.6139	1.6139	1.6216	1.6092
S2	1.6044	1.6044	1.6197
S3	1.5835	1.5930	1.6178
S4	1.5626	1.5721	1.6120

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	1.6157	0.0553	3.4%	0.0214	1.3%	14%	False	True	10,409
10	1.6731	1.6157	0.0574	3.5%	0.0227	1.4%	14%	False	True	6,658
20	1.6850	1.6157	0.0693	4.3%	0.0178	1.1%	11%	False	True	3,500
40	1.6850	1.5912	0.0938	5.8%	0.0163	1.0%	34%	False	False	1,798

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	0.0057
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.7254
2.618	1.6913
1.618	1.6704
1.000	1.6575
0.618	1.6495
HIGH	1.6366
0.618	1.6286
0.500	1.6262
0.382	1.6237
LOW	1.6157
0.618	1.6028
1.000	1.5948
1.618	1.5819
2.618	1.5610
4.250	1.5269

Fisher Pivots for day following 09-Dec-2009
Pivot	1 day	3 day
R1	1.6262	1.6330
PP	1.6253	1.6298
S1	1.6244	1.6267

Download as Excel Spreadsheet

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

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