CME British Pound Future March 2009

Trading Metrics calculated at close of trading on 03-Nov-2008

Day Change Summary
	Previous	Current
	31-Oct-2008	03-Nov-2008	Change	Change %	Previous Week
Open	1.6117	1.6170	0.0053	0.3%	1.5604
High	1.6169	1.6170	0.0001	0.0%	1.6565
Low	1.5984	1.5701	-0.0283	-1.8%	1.5330
Close	1.6049	1.5731	-0.0318	-2.0%	1.6049
Range	0.0185	0.0469	0.0284	153.5%	0.1235
ATR	0.0352	0.0360	0.0008	2.4%	0.0000
Volume	15	75	60	400.0%	1,118

Daily Pivots for day following 03-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.7274	1.6972	1.5989
R3	1.6805	1.6503	1.5860
R2	1.6336	1.6336	1.5817
R1	1.6034	1.6034	1.5774	1.5951
PP	1.5867	1.5867	1.5867	1.5826
S1	1.5565	1.5565	1.5688	1.5482
S2	1.5398	1.5398	1.5645
S3	1.4929	1.5096	1.5602
S4	1.4460	1.4627	1.5473

Weekly Pivots for week ending 31-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.9686	1.9103	1.6728
R3	1.8451	1.7868	1.6389
R2	1.7216	1.7216	1.6275
R1	1.6633	1.6633	1.6162	1.6925
PP	1.5981	1.5981	1.5981	1.6127
S1	1.5398	1.5398	1.5936	1.5690
S2	1.4746	1.4746	1.5823
S3	1.3511	1.4163	1.5709
S4	1.2276	1.2928	1.5370

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6565	1.5350	0.1215	7.7%	0.0343	2.2%	31%	False	False	234
10	1.6780	1.5330	0.1450	9.2%	0.0315	2.0%	28%	False	False	208
20	1.7600	1.5330	0.2270	14.4%	0.0249	1.6%	18%	False	False	213
40	1.8480	1.5330	0.3150	20.0%	0.0198	1.3%	13%	False	False	145

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0029
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.8163
2.618	1.7398
1.618	1.6929
1.000	1.6639
0.618	1.6460
HIGH	1.6170
0.618	1.5991
0.500	1.5936
0.382	1.5880
LOW	1.5701
0.618	1.5411
1.000	1.5232
1.618	1.4942
2.618	1.4473
4.250	1.3708

Fisher Pivots for day following 03-Nov-2008
Pivot	1 day	3 day
R1	1.5936	1.6133
PP	1.5867	1.5999
S1	1.5799	1.5865

Download as Excel Spreadsheet

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

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