CME British Pound Future September 2008

Trading Metrics calculated at close of trading on 13-May-2008

Day Change Summary
	Previous	Current
	12-May-2008	13-May-2008	Change	Change %	Previous Week
Open	1.9332	1.9382	0.0050	0.3%	1.9571
High	1.9438	1.9420	-0.0018	-0.1%	1.9582
Low	1.9275	1.9235	-0.0040	-0.2%	1.9282
Close	1.9382	1.9273	-0.0109	-0.6%	1.9337
Range	0.0163	0.0185	0.0022	13.5%	0.0300
ATR	0.0140	0.0143	0.0003	2.3%	0.0000
Volume	35	96	61	174.3%	463

Daily Pivots for day following 13-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.9864	1.9754	1.9375
R3	1.9679	1.9569	1.9324
R2	1.9494	1.9494	1.9307
R1	1.9384	1.9384	1.9290	1.9347
PP	1.9309	1.9309	1.9309	1.9291
S1	1.9199	1.9199	1.9256	1.9162
S2	1.9124	1.9124	1.9239
S3	1.8939	1.9014	1.9222
S4	1.8754	1.8829	1.9171

Weekly Pivots for week ending 09-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.0300	2.0119	1.9502
R3	2.0000	1.9819	1.9420
R2	1.9700	1.9700	1.9392
R1	1.9519	1.9519	1.9365	1.9460
PP	1.9400	1.9400	1.9400	1.9371
S1	1.9219	1.9219	1.9310	1.9160
S2	1.9100	1.9100	1.9282
S3	1.8800	1.8919	1.9255
S4	1.8500	1.8619	1.9172

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.9513	1.9235	0.0278	1.4%	0.0138	0.7%	14%	False	True	90
10	1.9715	1.9235	0.0480	2.5%	0.0146	0.8%	8%	False	True	134
20	1.9820	1.9235	0.0585	3.0%	0.0152	0.8%	6%	False	True	113
40	1.9903	1.9235	0.0668	3.5%	0.0121	0.6%	6%	False	True	87

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	0.0020
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2.0206
2.618	1.9904
1.618	1.9719
1.000	1.9605
0.618	1.9534
HIGH	1.9420
0.618	1.9349
0.500	1.9328
0.382	1.9306
LOW	1.9235
0.618	1.9121
1.000	1.9050
1.618	1.8936
2.618	1.8751
4.250	1.8449

Fisher Pivots for day following 13-May-2008
Pivot	1 day	3 day
R1	1.9328	1.9337
PP	1.9309	1.9315
S1	1.9291	1.9294

Download as Excel Spreadsheet

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

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