CME British Pound Future March 2010

Trading Metrics calculated at close of trading on 11-Dec-2009

Day Change Summary
	Previous	Current
	10-Dec-2009	11-Dec-2009	Change	Change %	Previous Week
Open	1.6273	1.6277	0.0004	0.0%	1.6447
High	1.6337	1.6329	-0.0008	0.0%	1.6503
Low	1.6206	1.6187	-0.0019	-0.1%	1.6157
Close	1.6254	1.6231	-0.0023	-0.1%	1.6231
Range	0.0131	0.0142	0.0011	8.4%	0.0346
ATR	0.0186	0.0183	-0.0003	-1.7%	0.0000
Volume	58,096	78,459	20,363	35.1%	179,691

Daily Pivots for day following 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6675	1.6595	1.6309
R3	1.6533	1.6453	1.6270
R2	1.6391	1.6391	1.6257
R1	1.6311	1.6311	1.6244	1.6280
PP	1.6249	1.6249	1.6249	1.6234
S1	1.6169	1.6169	1.6218	1.6138
S2	1.6107	1.6107	1.6205
S3	1.5965	1.6027	1.6192
S4	1.5823	1.5885	1.6153

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7335	1.7129	1.6421
R3	1.6989	1.6783	1.6326
R2	1.6643	1.6643	1.6294
R1	1.6437	1.6437	1.6263	1.6367
PP	1.6297	1.6297	1.6297	1.6262
S1	1.6091	1.6091	1.6199	1.6021
S2	1.5951	1.5951	1.6168
S3	1.5605	1.5745	1.6136
S4	1.5259	1.5399	1.6041

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6503	1.6157	0.0346	2.1%	0.0180	1.1%	21%	False	False	35,938
10	1.6710	1.6157	0.0553	3.4%	0.0194	1.2%	13%	False	False	19,909
20	1.6850	1.6157	0.0693	4.3%	0.0177	1.1%	11%	False	False	10,320
40	1.6850	1.6157	0.0693	4.3%	0.0163	1.0%	11%	False	False	5,209

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	0.0067
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6933
2.618	1.6701
1.618	1.6559
1.000	1.6471
0.618	1.6417
HIGH	1.6329
0.618	1.6275
0.500	1.6258
0.382	1.6241
LOW	1.6187
0.618	1.6099
1.000	1.6045
1.618	1.5957
2.618	1.5815
4.250	1.5584

Fisher Pivots for day following 11-Dec-2009
Pivot	1 day	3 day
R1	1.6258	1.6262
PP	1.6249	1.6251
S1	1.6240	1.6241

Download as Excel Spreadsheet

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

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