CME British Pound Future March 2010

Trading Metrics calculated at close of trading on 31-Dec-2009

Day Change Summary
	Previous	Current
	30-Dec-2009	31-Dec-2009	Change	Change %	Previous Week
Open	1.5897	1.6073	0.0176	1.1%	1.6116
High	1.6088	1.6229	0.0141	0.9%	1.6156
Low	1.5825	1.6041	0.0216	1.4%	1.5912
Close	1.6061	1.6146	0.0085	0.5%	1.5938
Range	0.0263	0.0188	-0.0075	-28.5%	0.0244
ATR	0.0171	0.0172	0.0001	0.7%	0.0000
Volume	71,172	76,598	5,426	7.6%	296,705

Daily Pivots for day following 31-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6703	1.6612	1.6249
R3	1.6515	1.6424	1.6198
R2	1.6327	1.6327	1.6180
R1	1.6236	1.6236	1.6163	1.6282
PP	1.6139	1.6139	1.6139	1.6161
S1	1.6048	1.6048	1.6129	1.6094
S2	1.5951	1.5951	1.6112
S3	1.5763	1.5860	1.6094
S4	1.5575	1.5672	1.6043

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	1.6229	1.5825	0.0404	2.5%	0.0167	1.0%	79%	True	False	49,395
10	1.6333	1.5825	0.0508	3.1%	0.0169	1.0%	63%	False	False	72,797
20	1.6710	1.5825	0.0885	5.5%	0.0173	1.1%	36%	False	False	58,472
40	1.6850	1.5825	0.1025	6.3%	0.0167	1.0%	31%	False	False	29,698

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0046
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.7028
2.618	1.6721
1.618	1.6533
1.000	1.6417
0.618	1.6345
HIGH	1.6229
0.618	1.6157
0.500	1.6135
0.382	1.6113
LOW	1.6041
0.618	1.5925
1.000	1.5853
1.618	1.5737
2.618	1.5549
4.250	1.5242

Fisher Pivots for day following 31-Dec-2009
Pivot	1 day	3 day
R1	1.6142	1.6106
PP	1.6139	1.6067
S1	1.6135	1.6027

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

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