CME British Pound Future March 2010

Trading Metrics calculated at close of trading on 22-Dec-2009

Day Change Summary
	Previous	Current
	21-Dec-2009	22-Dec-2009	Change	Change %	Previous Week
Open	1.6116	1.6032	-0.0084	-0.5%	1.6214
High	1.6156	1.6093	-0.0063	-0.4%	1.6404
Low	1.6020	1.5912	-0.0108	-0.7%	1.6043
Close	1.6045	1.5960	-0.0085	-0.5%	1.6111
Range	0.0136	0.0181	0.0045	33.1%	0.0361
ATR	0.0179	0.0180	0.0000	0.1%	0.0000
Volume	108,876	60,964	-47,912	-44.0%	491,326

Daily Pivots for day following 22-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6531	1.6427	1.6060
R3	1.6350	1.6246	1.6010
R2	1.6169	1.6169	1.5993
R1	1.6065	1.6065	1.5977	1.6027
PP	1.5988	1.5988	1.5988	1.5969
S1	1.5884	1.5884	1.5943	1.5846
S2	1.5807	1.5807	1.5927
S3	1.5626	1.5703	1.5910
S4	1.5445	1.5522	1.5860

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	1.5912	0.0492	3.1%	0.0192	1.2%	10%	False	True	99,351
10	1.6404	1.5912	0.0492	3.1%	0.0169	1.1%	10%	False	True	82,479
20	1.6731	1.5912	0.0819	5.1%	0.0194	1.2%	6%	False	True	43,240
40	1.6850	1.5912	0.0938	5.9%	0.0166	1.0%	5%	False	True	21,718

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	0.0052
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6862
2.618	1.6567
1.618	1.6386
1.000	1.6274
0.618	1.6205
HIGH	1.6093
0.618	1.6024
0.500	1.6003
0.382	1.5981
LOW	1.5912
0.618	1.5800
1.000	1.5731
1.618	1.5619
2.618	1.5438
4.250	1.5143

Fisher Pivots for day following 22-Dec-2009
Pivot	1 day	3 day
R1	1.6003	1.6077
PP	1.5988	1.6038
S1	1.5974	1.5999

Download as Excel Spreadsheet

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

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