CME British Pound Future December 2008

Trading Metrics calculated at close of trading on 19-Aug-2008

Day Change Summary
	Previous	Current
	18-Aug-2008	19-Aug-2008	Change	Change %	Previous Week
Open	1.8474	1.8470	-0.0004	0.0%	1.9000
High	1.8554	1.8515	-0.0039	-0.2%	1.9065
Low	1.8459	1.8383	-0.0076	-0.4%	1.8361
Close	1.8481	1.8501	0.0020	0.1%	1.8465
Range	0.0095	0.0132	0.0037	38.9%	0.0704
ATR	0.0137	0.0137	0.0000	-0.3%	0.0000
Volume	307	572	265	86.3%	1,107

Daily Pivots for day following 19-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.8862	1.8814	1.8574
R3	1.8730	1.8682	1.8537
R2	1.8598	1.8598	1.8525
R1	1.8550	1.8550	1.8513	1.8574
PP	1.8466	1.8466	1.8466	1.8479
S1	1.8418	1.8418	1.8489	1.8442
S2	1.8334	1.8334	1.8477
S3	1.8202	1.8286	1.8465
S4	1.8070	1.8154	1.8428

Weekly Pivots for week ending 15-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.0742	2.0308	1.8852
R3	2.0038	1.9604	1.8659
R2	1.9334	1.9334	1.8594
R1	1.8900	1.8900	1.8530	1.8765
PP	1.8630	1.8630	1.8630	1.8563
S1	1.8196	1.8196	1.8400	1.8061
S2	1.7926	1.7926	1.8336
S3	1.7222	1.7492	1.8271
S4	1.6518	1.6788	1.8078

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.8859	1.8361	0.0498	2.7%	0.0177	1.0%	28%	False	False	336
10	1.9381	1.8361	0.1020	5.5%	0.0162	0.9%	14%	False	False	209
20	1.9817	1.8361	0.1456	7.9%	0.0130	0.7%	10%	False	False	130
40	1.9923	1.8361	0.1562	8.4%	0.0102	0.5%	9%	False	False	83

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	0.0028
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.9076
2.618	1.8861
1.618	1.8729
1.000	1.8647
0.618	1.8597
HIGH	1.8515
0.618	1.8465
0.500	1.8449
0.382	1.8433
LOW	1.8383
0.618	1.8301
1.000	1.8251
1.618	1.8169
2.618	1.8037
4.250	1.7822

Fisher Pivots for day following 19-Aug-2008
Pivot	1 day	3 day
R1	1.8484	1.8487
PP	1.8466	1.8472
S1	1.8449	1.8458

Download as Excel Spreadsheet

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

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