CME British Pound Future March 2010

Trading Metrics calculated at close of trading on 24-Dec-2009

Day Change Summary
	Previous	Current
	23-Dec-2009	24-Dec-2009	Change	Change %	Previous Week
Open	1.5956	1.5951	-0.0005	0.0%	1.6214
High	1.5989	1.6016	0.0027	0.2%	1.6404
Low	1.5917	1.5919	0.0002	0.0%	1.6043
Close	1.5944	1.5938	-0.0006	0.0%	1.6111
Range	0.0072	0.0097	0.0025	34.7%	0.0361
ATR	0.0172	0.0166	-0.0005	-3.1%	0.0000
Volume	72,694	54,171	-18,523	-25.5%	491,326

Daily Pivots for day following 24-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6249	1.6190	1.5991
R3	1.6152	1.6093	1.5965
R2	1.6055	1.6055	1.5956
R1	1.5996	1.5996	1.5947	1.5977
PP	1.5958	1.5958	1.5958	1.5948
S1	1.5899	1.5899	1.5929	1.5880
S2	1.5861	1.5861	1.5920
S3	1.5764	1.5802	1.5911
S4	1.5667	1.5705	1.5885

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	1.6242	1.5912	0.0330	2.1%	0.0137	0.9%	8%	False	False	85,026
10	1.6404	1.5912	0.0492	3.1%	0.0152	1.0%	5%	False	False	86,649
20	1.6710	1.5912	0.0798	5.0%	0.0188	1.2%	3%	False	False	49,404
40	1.6850	1.5912	0.0938	5.9%	0.0164	1.0%	3%	False	False	24,887

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0041
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6428
2.618	1.6270
1.618	1.6173
1.000	1.6113
0.618	1.6076
HIGH	1.6016
0.618	1.5979
0.500	1.5968
0.382	1.5956
LOW	1.5919
0.618	1.5859
1.000	1.5822
1.618	1.5762
2.618	1.5665
4.250	1.5507

Fisher Pivots for day following 24-Dec-2009
Pivot	1 day	3 day
R1	1.5968	1.6003
PP	1.5958	1.5981
S1	1.5948	1.5960

Download as Excel Spreadsheet

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

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