CME British Pound Future December 2010

Trading Metrics calculated at close of trading on 13-Dec-2010

Day Change Summary
	Previous	Current
	10-Dec-2010	13-Dec-2010	Change	Change %	Previous Week
Open	1.5770	1.5798	0.0028	0.2%	1.5774
High	1.5864	1.5801	-0.0063	-0.4%	1.5864
Low	1.5748	1.5720	-0.0028	-0.2%	1.5653
Close	1.5801	1.5787	-0.0014	-0.1%	1.5801
Range	0.0116	0.0081	-0.0035	-30.2%	0.0211
ATR	0.0149	0.0144	-0.0005	-3.3%	0.0000
Volume	29,990	2,150	-27,840	-92.8%	422,108

Daily Pivots for day following 13-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6012	1.5981	1.5832
R3	1.5931	1.5900	1.5809
R2	1.5850	1.5850	1.5802
R1	1.5819	1.5819	1.5794	1.5794
PP	1.5769	1.5769	1.5769	1.5757
S1	1.5738	1.5738	1.5780	1.5713
S2	1.5688	1.5688	1.5772
S3	1.5607	1.5657	1.5765
S4	1.5526	1.5576	1.5742

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6406	1.6314	1.5917
R3	1.6195	1.6103	1.5859
R2	1.5984	1.5984	1.5840
R1	1.5892	1.5892	1.5820	1.5938
PP	1.5773	1.5773	1.5773	1.5796
S1	1.5681	1.5681	1.5782	1.5727
S2	1.5562	1.5562	1.5762
S3	1.5351	1.5470	1.5743
S4	1.5140	1.5259	1.5685

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5864	1.5668	0.0196	1.2%	0.0123	0.8%	61%	False	False	68,101
10	1.5864	1.5483	0.0381	2.4%	0.0132	0.8%	80%	False	False	94,253
20	1.6151	1.5483	0.0668	4.2%	0.0146	0.9%	46%	False	False	96,943
40	1.6295	1.5483	0.0812	5.1%	0.0156	1.0%	37%	False	False	104,713
60	1.6295	1.5483	0.0812	5.1%	0.0154	1.0%	37%	False	False	105,070
80	1.6295	1.5284	0.1011	6.4%	0.0150	0.9%	50%	False	False	88,402
100	1.6295	1.5284	0.1011	6.4%	0.0146	0.9%	50%	False	False	70,786
120	1.6295	1.4861	0.1434	9.1%	0.0146	0.9%	65%	False	False	59,009

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Narrowest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	1.6145
2.618	1.6013
1.618	1.5932
1.000	1.5882
0.618	1.5851
HIGH	1.5801
0.618	1.5770
0.500	1.5761
0.382	1.5751
LOW	1.5720
0.618	1.5670
1.000	1.5639
1.618	1.5589
2.618	1.5508
4.250	1.5376

Fisher Pivots for day following 13-Dec-2010
Pivot	1 day	3 day
R1	1.5778	1.5788
PP	1.5769	1.5787
S1	1.5761	1.5787

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

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