CME British Pound Future December 2008

Trading Metrics calculated at close of trading on 04-Aug-2008

Day Change Summary
	Previous	Current
	01-Aug-2008	04-Aug-2008	Change	Change %	Previous Week
Open	1.9640	1.9563	-0.0077	-0.4%	1.9674
High	1.9640	1.9563	-0.0077	-0.4%	1.9755
Low	1.9538	1.9424	-0.0114	-0.6%	1.9538
Close	1.9541	1.9439	-0.0102	-0.5%	1.9541
Range	0.0102	0.0139	0.0037	36.3%	0.0217
ATR	0.0100	0.0103	0.0003	2.8%	0.0000
Volume	49	14	-35	-71.4%	402

Daily Pivots for day following 04-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.9892	1.9805	1.9515
R3	1.9753	1.9666	1.9477
R2	1.9614	1.9614	1.9464
R1	1.9527	1.9527	1.9452	1.9501
PP	1.9475	1.9475	1.9475	1.9463
S1	1.9388	1.9388	1.9426	1.9362
S2	1.9336	1.9336	1.9414
S3	1.9197	1.9249	1.9401
S4	1.9058	1.9110	1.9363

Weekly Pivots for week ending 01-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.0262	2.0119	1.9660
R3	2.0045	1.9902	1.9601
R2	1.9828	1.9828	1.9581
R1	1.9685	1.9685	1.9561	1.9648
PP	1.9611	1.9611	1.9611	1.9593
S1	1.9468	1.9468	1.9521	1.9431
S2	1.9394	1.9394	1.9501
S3	1.9177	1.9251	1.9481
S4	1.8960	1.9034	1.9422

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.9746	1.9424	0.0322	1.7%	0.0109	0.6%	5%	False	True	80
10	1.9817	1.9424	0.0393	2.0%	0.0100	0.5%	4%	False	True	47
20	1.9923	1.9424	0.0499	2.6%	0.0089	0.5%	3%	False	True	33
40	1.9923	1.9150	0.0773	4.0%	0.0076	0.4%	37%	False	False	47

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0007
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2.0154
2.618	1.9927
1.618	1.9788
1.000	1.9702
0.618	1.9649
HIGH	1.9563
0.618	1.9510
0.500	1.9494
0.382	1.9477
LOW	1.9424
0.618	1.9338
1.000	1.9285
1.618	1.9199
2.618	1.9060
4.250	1.8833

Fisher Pivots for day following 04-Aug-2008
Pivot	1 day	3 day
R1	1.9494	1.9563
PP	1.9475	1.9521
S1	1.9457	1.9480

Download as Excel Spreadsheet

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

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