CME British Pound Future March 2010

Trading Metrics calculated at close of trading on 23-Dec-2009

Day Change Summary
	Previous	Current
	22-Dec-2009	23-Dec-2009	Change	Change %	Previous Week
Open	1.6032	1.5956	-0.0076	-0.5%	1.6214
High	1.6093	1.5989	-0.0104	-0.6%	1.6404
Low	1.5912	1.5917	0.0005	0.0%	1.6043
Close	1.5960	1.5944	-0.0016	-0.1%	1.6111
Range	0.0181	0.0072	-0.0109	-60.2%	0.0361
ATR	0.0180	0.0172	-0.0008	-4.3%	0.0000
Volume	60,964	72,694	11,730	19.2%	491,326

Daily Pivots for day following 23-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6166	1.6127	1.5984
R3	1.6094	1.6055	1.5964
R2	1.6022	1.6022	1.5957
R1	1.5983	1.5983	1.5951	1.5967
PP	1.5950	1.5950	1.5950	1.5942
S1	1.5911	1.5911	1.5937	1.5895
S2	1.5878	1.5878	1.5931
S3	1.5806	1.5839	1.5924
S4	1.5734	1.5767	1.5904

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	1.6333	1.5912	0.0421	2.6%	0.0170	1.1%	8%	False	False	96,198
10	1.6404	1.5912	0.0492	3.1%	0.0156	1.0%	7%	False	False	87,041
20	1.6731	1.5912	0.0819	5.1%	0.0191	1.2%	4%	False	False	46,850
40	1.6850	1.5912	0.0938	5.9%	0.0165	1.0%	3%	False	False	23,534

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0044
Narrowest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	1.6295
2.618	1.6177
1.618	1.6105
1.000	1.6061
0.618	1.6033
HIGH	1.5989
0.618	1.5961
0.500	1.5953
0.382	1.5945
LOW	1.5917
0.618	1.5873
1.000	1.5845
1.618	1.5801
2.618	1.5729
4.250	1.5611

Fisher Pivots for day following 23-Dec-2009
Pivot	1 day	3 day
R1	1.5953	1.6034
PP	1.5950	1.6004
S1	1.5947	1.5974

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

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