CME British Pound Future March 2010

Trading Metrics calculated at close of trading on 29-Dec-2009

Day Change Summary
	Previous	Current
	28-Dec-2009	29-Dec-2009	Change	Change %	Previous Week
Open	1.5939	1.5992	0.0053	0.3%	1.6116
High	1.6009	1.6062	0.0053	0.3%	1.6156
Low	1.5924	1.5859	-0.0065	-0.4%	1.5912
Close	1.5994	1.5897	-0.0097	-0.6%	1.5938
Range	0.0085	0.0203	0.0118	138.8%	0.0244
ATR	0.0161	0.0164	0.0003	1.9%	0.0000
Volume	23,530	21,508	-2,022	-8.6%	296,705

Daily Pivots for day following 29-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6548	1.6426	1.6009
R3	1.6345	1.6223	1.5953
R2	1.6142	1.6142	1.5934
R1	1.6020	1.6020	1.5916	1.5980
PP	1.5939	1.5939	1.5939	1.5919
S1	1.5817	1.5817	1.5878	1.5777
S2	1.5736	1.5736	1.5860
S3	1.5533	1.5614	1.5841
S4	1.5330	1.5411	1.5785

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	1.6093	1.5859	0.0234	1.5%	0.0128	0.8%	16%	False	True	46,573
10	1.6404	1.5859	0.0545	3.4%	0.0153	1.0%	7%	False	True	73,984
20	1.6710	1.5859	0.0851	5.4%	0.0170	1.1%	4%	False	True	51,467
40	1.6850	1.5859	0.0991	6.2%	0.0163	1.0%	4%	False	True	26,008

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0041
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.6925
2.618	1.6593
1.618	1.6390
1.000	1.6265
0.618	1.6187
HIGH	1.6062
0.618	1.5984
0.500	1.5961
0.382	1.5937
LOW	1.5859
0.618	1.5734
1.000	1.5656
1.618	1.5531
2.618	1.5328
4.250	1.4996

Fisher Pivots for day following 29-Dec-2009
Pivot	1 day	3 day
R1	1.5961	1.5961
PP	1.5939	1.5939
S1	1.5918	1.5918

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

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