CME British Pound Future December 2008

Trading Metrics calculated at close of trading on 07-Aug-2008

Day Change Summary
	Previous	Current
	06-Aug-2008	07-Aug-2008	Change	Change %	Previous Week
Open	1.9374	1.9300	-0.0074	-0.4%	1.9674
High	1.9381	1.9363	-0.0018	-0.1%	1.9755
Low	1.9284	1.9258	-0.0026	-0.1%	1.9538
Close	1.9289	1.9256	-0.0033	-0.2%	1.9541
Range	0.0097	0.0105	0.0008	8.2%	0.0217
ATR	0.0103	0.0103	0.0000	0.1%	0.0000
Volume	40	39	-1	-2.5%	402

Daily Pivots for day following 07-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.9607	1.9537	1.9314
R3	1.9502	1.9432	1.9285
R2	1.9397	1.9397	1.9275
R1	1.9327	1.9327	1.9266	1.9310
PP	1.9292	1.9292	1.9292	1.9284
S1	1.9222	1.9222	1.9246	1.9205
S2	1.9187	1.9187	1.9237
S3	1.9082	1.9117	1.9227
S4	1.8977	1.9012	1.9198

Weekly Pivots for week ending 01-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.0262	2.0119	1.9660
R3	2.0045	1.9902	1.9601
R2	1.9828	1.9828	1.9581
R1	1.9685	1.9685	1.9561	1.9648
PP	1.9611	1.9611	1.9611	1.9593
S1	1.9468	1.9468	1.9521	1.9431
S2	1.9394	1.9394	1.9501
S3	1.9177	1.9251	1.9481
S4	1.8960	1.9034	1.9422

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.9640	1.9258	0.0382	2.0%	0.0111	0.6%	-1%	False	True	39
10	1.9756	1.9258	0.0498	2.6%	0.0104	0.5%	0%	False	True	57
20	1.9923	1.9258	0.0665	3.5%	0.0094	0.5%	0%	False	True	36
40	1.9923	1.9192	0.0731	3.8%	0.0079	0.4%	9%	False	False	50

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.9809
2.618	1.9638
1.618	1.9533
1.000	1.9468
0.618	1.9428
HIGH	1.9363
0.618	1.9323
0.500	1.9311
0.382	1.9298
LOW	1.9258
0.618	1.9193
1.000	1.9153
1.618	1.9088
2.618	1.8983
4.250	1.8812

Fisher Pivots for day following 07-Aug-2008
Pivot	1 day	3 day
R1	1.9311	1.9351
PP	1.9292	1.9319
S1	1.9274	1.9288

Download as Excel Spreadsheet

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

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