CME British Pound Future December 2008

Trading Metrics calculated at close of trading on 17-Jul-2008

Day Change Summary
	Previous	Current
	16-Jul-2008	17-Jul-2008	Change	Change %	Previous Week
Open	1.9800	1.9831	0.0031	0.2%	1.9492
High	1.9807	1.9831	0.0024	0.1%	1.9714
Low	1.9740	1.9735	-0.0005	0.0%	1.9432
Close	1.9765	1.9769	0.0004	0.0%	1.9633
Range	0.0067	0.0096	0.0029	43.3%	0.0282
ATR	0.0107	0.0106	-0.0001	-0.7%	0.0000
Volume	44	13	-31	-70.5%	102

Daily Pivots for day following 17-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.0066	2.0014	1.9822
R3	1.9970	1.9918	1.9795
R2	1.9874	1.9874	1.9787
R1	1.9822	1.9822	1.9778	1.9800
PP	1.9778	1.9778	1.9778	1.9768
S1	1.9726	1.9726	1.9760	1.9704
S2	1.9682	1.9682	1.9751
S3	1.9586	1.9630	1.9743
S4	1.9490	1.9534	1.9716

Weekly Pivots for week ending 11-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.0439	2.0318	1.9788
R3	2.0157	2.0036	1.9711
R2	1.9875	1.9875	1.9685
R1	1.9754	1.9754	1.9659	1.9815
PP	1.9593	1.9593	1.9593	1.9623
S1	1.9472	1.9472	1.9607	1.9533
S2	1.9311	1.9311	1.9581
S3	1.9029	1.9190	1.9555
S4	1.8747	1.8908	1.9478

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.9923	1.9547	0.0376	1.9%	0.0113	0.6%	59%	False	False	20
10	1.9923	1.9432	0.0491	2.5%	0.0090	0.5%	69%	False	False	20
20	1.9923	1.9385	0.0538	2.7%	0.0070	0.4%	71%	False	False	60

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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.0239
2.618	2.0082
1.618	1.9986
1.000	1.9927
0.618	1.9890
HIGH	1.9831
0.618	1.9794
0.500	1.9783
0.382	1.9772
LOW	1.9735
0.618	1.9676
1.000	1.9639
1.618	1.9580
2.618	1.9484
4.250	1.9327

Fisher Pivots for day following 17-Jul-2008
Pivot	1 day	3 day
R1	1.9783	1.9829
PP	1.9778	1.9809
S1	1.9774	1.9789

Download as Excel Spreadsheet

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

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