CME British Pound Future December 2008

Trading Metrics calculated at close of trading on 10-Jul-2008

Day Change Summary
	Previous	Current
	09-Jul-2008	10-Jul-2008	Change	Change %	Previous Week
Open	1.9507	1.9507	0.0000	0.0%	1.9695
High	1.9596	1.9519	-0.0077	-0.4%	1.9709
Low	1.9507	1.9497	-0.0010	-0.1%	1.9575
Close	1.9583	1.9583	0.0000	0.0%	1.9576
Range	0.0089	0.0022	-0.0067	-75.3%	0.0134
ATR	0.0099	0.0098	-0.0001	-0.9%	0.0000
Volume	22	5	-17	-77.3%	467

Daily Pivots for day following 10-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.9599	1.9613	1.9595
R3	1.9577	1.9591	1.9589
R2	1.9555	1.9555	1.9587
R1	1.9569	1.9569	1.9585	1.9562
PP	1.9533	1.9533	1.9533	1.9530
S1	1.9547	1.9547	1.9581	1.9540
S2	1.9511	1.9511	1.9579
S3	1.9489	1.9525	1.9577
S4	1.9467	1.9503	1.9571

Weekly Pivots for week ending 04-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.0022	1.9933	1.9650
R3	1.9888	1.9799	1.9613
R2	1.9754	1.9754	1.9601
R1	1.9665	1.9665	1.9588	1.9643
PP	1.9620	1.9620	1.9620	1.9609
S1	1.9531	1.9531	1.9564	1.9509
S2	1.9486	1.9486	1.9551
S3	1.9352	1.9397	1.9539
S4	1.9218	1.9263	1.9502

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.9596	1.9432	0.0164	0.8%	0.0067	0.3%	92%	False	False	21
10	1.9709	1.9432	0.0277	1.4%	0.0060	0.3%	55%	False	False	60
20	1.9709	1.9192	0.0517	2.6%	0.0064	0.3%	76%	False	False	64

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

Fibonacci Retracements and Extensions
4.250	1.9613
2.618	1.9577
1.618	1.9555
1.000	1.9541
0.618	1.9533
HIGH	1.9519
0.618	1.9511
0.500	1.9508
0.382	1.9505
LOW	1.9497
0.618	1.9483
1.000	1.9475
1.618	1.9461
2.618	1.9439
4.250	1.9404

Fisher Pivots for day following 10-Jul-2008
Pivot	1 day	3 day
R1	1.9558	1.9560
PP	1.9533	1.9537
S1	1.9508	1.9515

Download as Excel Spreadsheet

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

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