CME British Pound Future March 2010

Trading Metrics calculated at close of trading on 17-Dec-2009

Day Change Summary
	Previous	Current
	16-Dec-2009	17-Dec-2009	Change	Change %	Previous Week
Open	1.6262	1.6315	0.0053	0.3%	1.6447
High	1.6404	1.6333	-0.0071	-0.4%	1.6503
Low	1.6223	1.6071	-0.0152	-0.9%	1.6157
Close	1.6301	1.6146	-0.0155	-1.0%	1.6231
Range	0.0181	0.0262	0.0081	44.8%	0.0346
ATR	0.0175	0.0181	0.0006	3.5%	0.0000
Volume	88,457	110,031	21,574	24.4%	179,691

Daily Pivots for day following 17-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6969	1.6820	1.6290
R3	1.6707	1.6558	1.6218
R2	1.6445	1.6445	1.6194
R1	1.6296	1.6296	1.6170	1.6240
PP	1.6183	1.6183	1.6183	1.6155
S1	1.6034	1.6034	1.6122	1.5978
S2	1.5921	1.5921	1.6098
S3	1.5659	1.5772	1.6074
S4	1.5397	1.5510	1.6002

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	1.6071	0.0333	2.1%	0.0167	1.0%	23%	False	True	88,271
10	1.6666	1.6071	0.0595	3.7%	0.0185	1.1%	13%	False	True	54,553
20	1.6731	1.6071	0.0660	4.1%	0.0191	1.2%	11%	False	True	28,413
40	1.6850	1.6071	0.0779	4.8%	0.0168	1.0%	10%	False	True	14,272

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0052
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.7447
2.618	1.7019
1.618	1.6757
1.000	1.6595
0.618	1.6495
HIGH	1.6333
0.618	1.6233
0.500	1.6202
0.382	1.6171
LOW	1.6071
0.618	1.5909
1.000	1.5809
1.618	1.5647
2.618	1.5385
4.250	1.4958

Fisher Pivots for day following 17-Dec-2009
Pivot	1 day	3 day
R1	1.6202	1.6238
PP	1.6183	1.6207
S1	1.6165	1.6177

Download as Excel Spreadsheet

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

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