CME British Pound Future March 2010

Trading Metrics calculated at close of trading on 21-Dec-2009

Day Change Summary
	Previous	Current
	18-Dec-2009	21-Dec-2009	Change	Change %	Previous Week
Open	1.6154	1.6116	-0.0038	-0.2%	1.6214
High	1.6242	1.6156	-0.0086	-0.5%	1.6404
Low	1.6043	1.6020	-0.0023	-0.1%	1.6043
Close	1.6111	1.6045	-0.0066	-0.4%	1.6111
Range	0.0199	0.0136	-0.0063	-31.7%	0.0361
ATR	0.0183	0.0179	-0.0003	-1.8%	0.0000
Volume	128,429	108,876	-19,553	-15.2%	491,326

Daily Pivots for day following 21-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6482	1.6399	1.6120
R3	1.6346	1.6263	1.6082
R2	1.6210	1.6210	1.6070
R1	1.6127	1.6127	1.6057	1.6101
PP	1.6074	1.6074	1.6074	1.6060
S1	1.5991	1.5991	1.6033	1.5965
S2	1.5938	1.5938	1.6020
S3	1.5802	1.5855	1.6008
S4	1.5666	1.5719	1.5970

Weekly Pivots for week ending 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7269	1.7051	1.6310
R3	1.6908	1.6690	1.6210
R2	1.6547	1.6547	1.6177
R1	1.6329	1.6329	1.6144	1.6258
PP	1.6186	1.6186	1.6186	1.6150
S1	1.5968	1.5968	1.6078	1.5897
S2	1.5825	1.5825	1.6045
S3	1.5464	1.5607	1.6012
S4	1.5103	1.5246	1.5912

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6404	1.6020	0.0384	2.4%	0.0179	1.1%	7%	False	True	101,395
10	1.6465	1.6020	0.0445	2.8%	0.0173	1.1%	6%	False	True	77,504
20	1.6731	1.6020	0.0711	4.4%	0.0192	1.2%	4%	False	True	40,229
40	1.6850	1.6020	0.0830	5.2%	0.0164	1.0%	3%	False	True	20,197

Crabel Price Patterns
NR	True
NR4	True
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	0.0048
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6734
2.618	1.6512
1.618	1.6376
1.000	1.6292
0.618	1.6240
HIGH	1.6156
0.618	1.6104
0.500	1.6088
0.382	1.6072
LOW	1.6020
0.618	1.5936
1.000	1.5884
1.618	1.5800
2.618	1.5664
4.250	1.5442

Fisher Pivots for day following 21-Dec-2009
Pivot	1 day	3 day
R1	1.6088	1.6177
PP	1.6074	1.6133
S1	1.6059	1.6089

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

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