CME British Pound Future September 2008

Trading Metrics calculated at close of trading on 25-Apr-2008

Day Change Summary
	Previous	Current
	24-Apr-2008	25-Apr-2008	Change	Change %	Previous Week
Open	1.9612	1.9489	-0.0123	-0.6%	1.9820
High	1.9612	1.9672	0.0060	0.3%	1.9820
Low	1.9491	1.9486	-0.0005	0.0%	1.9486
Close	1.9559	1.9622	0.0063	0.3%	1.9622
Range	0.0121	0.0186	0.0065	53.7%	0.0334
ATR	0.0128	0.0132	0.0004	3.2%	0.0000
Volume	78	42	-36	-46.2%	201

Daily Pivots for day following 25-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.0151	2.0073	1.9724
R3	1.9965	1.9887	1.9673
R2	1.9779	1.9779	1.9656
R1	1.9701	1.9701	1.9639	1.9740
PP	1.9593	1.9593	1.9593	1.9613
S1	1.9515	1.9515	1.9605	1.9554
S2	1.9407	1.9407	1.9588
S3	1.9221	1.9329	1.9571
S4	1.9035	1.9143	1.9520

Weekly Pivots for week ending 25-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.0645	2.0467	1.9806
R3	2.0311	2.0133	1.9714
R2	1.9977	1.9977	1.9683
R1	1.9799	1.9799	1.9653	1.9721
PP	1.9643	1.9643	1.9643	1.9604
S1	1.9465	1.9465	1.9591	1.9387
S2	1.9309	1.9309	1.9561
S3	1.8975	1.9131	1.9530
S4	1.8641	1.8797	1.9438

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.9820	1.9486	0.0334	1.7%	0.0179	0.9%	41%	False	True	40
10	1.9820	1.9400	0.0420	2.1%	0.0158	0.8%	53%	False	False	50
20	1.9820	1.9400	0.0420	2.1%	0.0113	0.6%	53%	False	False	31
40	2.0000	1.9400	0.0600	3.1%	0.0093	0.5%	37%	False	False	46

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.0463
2.618	2.0159
1.618	1.9973
1.000	1.9858
0.618	1.9787
HIGH	1.9672
0.618	1.9601
0.500	1.9579
0.382	1.9557
LOW	1.9486
0.618	1.9371
1.000	1.9300
1.618	1.9185
2.618	1.8999
4.250	1.8696

Fisher Pivots for day following 25-Apr-2008
Pivot	1 day	3 day
R1	1.9608	1.9620
PP	1.9593	1.9619
S1	1.9579	1.9617

Download as Excel Spreadsheet

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

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