CME British Pound Future March 2010

Trading Metrics calculated at close of trading on 28-Dec-2009

Day Change Summary
	Previous	Current
	24-Dec-2009	28-Dec-2009	Change	Change %	Previous Week
Open	1.5951	1.5939	-0.0012	-0.1%	1.6116
High	1.6016	1.6009	-0.0007	0.0%	1.6156
Low	1.5919	1.5924	0.0005	0.0%	1.5912
Close	1.5938	1.5994	0.0056	0.4%	1.5938
Range	0.0097	0.0085	-0.0012	-12.4%	0.0244
ATR	0.0166	0.0161	-0.0006	-3.5%	0.0000
Volume	54,171	23,530	-30,641	-56.6%	296,705

Daily Pivots for day following 28-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6231	1.6197	1.6041
R3	1.6146	1.6112	1.6017
R2	1.6061	1.6061	1.6010
R1	1.6027	1.6027	1.6002	1.6044
PP	1.5976	1.5976	1.5976	1.5984
S1	1.5942	1.5942	1.5986	1.5959
S2	1.5891	1.5891	1.5978
S3	1.5806	1.5857	1.5971
S4	1.5721	1.5772	1.5947

Weekly Pivots for week ending 25-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6734	1.6580	1.6072
R3	1.6490	1.6336	1.6005
R2	1.6246	1.6246	1.5983
R1	1.6092	1.6092	1.5960	1.6047
PP	1.6002	1.6002	1.6002	1.5980
S1	1.5848	1.5848	1.5916	1.5803
S2	1.5758	1.5758	1.5893
S3	1.5514	1.5604	1.5871
S4	1.5270	1.5360	1.5804

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6156	1.5912	0.0244	1.5%	0.0114	0.7%	34%	False	False	64,047
10	1.6404	1.5912	0.0492	3.1%	0.0147	0.9%	17%	False	False	81,156
20	1.6710	1.5912	0.0798	5.0%	0.0170	1.1%	10%	False	False	50,532
40	1.6850	1.5912	0.0938	5.9%	0.0161	1.0%	9%	False	False	25,474

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0038
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6370
2.618	1.6232
1.618	1.6147
1.000	1.6094
0.618	1.6062
HIGH	1.6009
0.618	1.5977
0.500	1.5967
0.382	1.5956
LOW	1.5924
0.618	1.5871
1.000	1.5839
1.618	1.5786
2.618	1.5701
4.250	1.5563

Fisher Pivots for day following 28-Dec-2009
Pivot	1 day	3 day
R1	1.5985	1.5985
PP	1.5976	1.5976
S1	1.5967	1.5967

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

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