CME British Pound Future March 2010

Trading Metrics calculated at close of trading on 04-Jan-2010

Day Change Summary
	Previous	Current
	31-Dec-2009	04-Jan-2010	Change	Change %	Previous Week
Open	1.6073	1.6118	0.0045	0.3%	1.5939
High	1.6229	1.6235	0.0006	0.0%	1.6229
Low	1.6041	1.6052	0.0011	0.1%	1.5825
Close	1.6146	1.6085	-0.0061	-0.4%	1.6146
Range	0.0188	0.0183	-0.0005	-2.7%	0.0404
ATR	0.0172	0.0173	0.0001	0.5%	0.0000
Volume	76,598	54,286	-22,312	-29.1%	192,808

Daily Pivots for day following 04-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6673	1.6562	1.6186
R3	1.6490	1.6379	1.6135
R2	1.6307	1.6307	1.6119
R1	1.6196	1.6196	1.6102	1.6160
PP	1.6124	1.6124	1.6124	1.6106
S1	1.6013	1.6013	1.6068	1.5977
S2	1.5941	1.5941	1.6051
S3	1.5758	1.5830	1.6035
S4	1.5575	1.5647	1.5984

Weekly Pivots for week ending 01-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.7279	1.7116	1.6368
R3	1.6875	1.6712	1.6257
R2	1.6471	1.6471	1.6220
R1	1.6308	1.6308	1.6183	1.6390
PP	1.6067	1.6067	1.6067	1.6107
S1	1.5904	1.5904	1.6109	1.5986
S2	1.5663	1.5663	1.6072
S3	1.5259	1.5500	1.6035
S4	1.4855	1.5096	1.5924

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6235	1.5825	0.0410	2.5%	0.0184	1.1%	63%	True	False	49,418
10	1.6242	1.5825	0.0417	2.6%	0.0161	1.0%	62%	False	False	67,222
20	1.6666	1.5825	0.0841	5.2%	0.0173	1.1%	31%	False	False	60,887
40	1.6850	1.5825	0.1025	6.4%	0.0167	1.0%	25%	False	False	31,053

Crabel Price Patterns
NR	True
NR4	True
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	0.0051
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.7013
2.618	1.6714
1.618	1.6531
1.000	1.6418
0.618	1.6348
HIGH	1.6235
0.618	1.6165
0.500	1.6144
0.382	1.6122
LOW	1.6052
0.618	1.5939
1.000	1.5869
1.618	1.5756
2.618	1.5573
4.250	1.5274

Fisher Pivots for day following 04-Jan-2010
Pivot	1 day	3 day
R1	1.6144	1.6067
PP	1.6124	1.6048
S1	1.6105	1.6030

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

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