CME British Pound Future March 2010

Trading Metrics calculated at close of trading on 16-Dec-2009

Day Change Summary
	Previous	Current
	15-Dec-2009	16-Dec-2009	Change	Change %	Previous Week
Open	1.6297	1.6262	-0.0035	-0.2%	1.6447
High	1.6311	1.6404	0.0093	0.6%	1.6503
Low	1.6196	1.6223	0.0027	0.2%	1.6157
Close	1.6247	1.6301	0.0054	0.3%	1.6231
Range	0.0115	0.0181	0.0066	57.4%	0.0346
ATR	0.0175	0.0175	0.0000	0.3%	0.0000
Volume	71,182	88,457	17,275	24.3%	179,691

Daily Pivots for day following 16-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6852	1.6758	1.6401
R3	1.6671	1.6577	1.6351
R2	1.6490	1.6490	1.6334
R1	1.6396	1.6396	1.6318	1.6443
PP	1.6309	1.6309	1.6309	1.6333
S1	1.6215	1.6215	1.6284	1.6262
S2	1.6128	1.6128	1.6268
S3	1.5947	1.6034	1.6251
S4	1.5766	1.5853	1.6201

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	1.6404	1.6179	0.0225	1.4%	0.0141	0.9%	54%	True	False	77,884
10	1.6710	1.6157	0.0553	3.4%	0.0178	1.1%	26%	False	False	44,147
20	1.6816	1.6157	0.0659	4.0%	0.0183	1.1%	22%	False	False	22,929
40	1.6850	1.6157	0.0693	4.3%	0.0166	1.0%	21%	False	False	11,527

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	0.0058
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.7173
2.618	1.6878
1.618	1.6697
1.000	1.6585
0.618	1.6516
HIGH	1.6404
0.618	1.6335
0.500	1.6314
0.382	1.6292
LOW	1.6223
0.618	1.6111
1.000	1.6042
1.618	1.5930
2.618	1.5749
4.250	1.5454

Fisher Pivots for day following 16-Dec-2009
Pivot	1 day	3 day
R1	1.6314	1.6298
PP	1.6309	1.6295
S1	1.6305	1.6292

Download as Excel Spreadsheet

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

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