CME British Pound Future December 2008

Trading Metrics calculated at close of trading on 21-Aug-2008

Day Change Summary
	Previous	Current
	20-Aug-2008	21-Aug-2008	Change	Change %	Previous Week
Open	1.8499	1.8486	-0.0013	-0.1%	1.9000
High	1.8501	1.8635	0.0134	0.7%	1.9065
Low	1.8400	1.8479	0.0079	0.4%	1.8361
Close	1.8461	1.8602	0.0141	0.8%	1.8465
Range	0.0101	0.0156	0.0055	54.5%	0.0704
ATR	0.0134	0.0137	0.0003	2.1%	0.0000
Volume	201	418	217	108.0%	1,107

Daily Pivots for day following 21-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.9040	1.8977	1.8688
R3	1.8884	1.8821	1.8645
R2	1.8728	1.8728	1.8631
R1	1.8665	1.8665	1.8616	1.8697
PP	1.8572	1.8572	1.8572	1.8588
S1	1.8509	1.8509	1.8588	1.8541
S2	1.8416	1.8416	1.8573
S3	1.8260	1.8353	1.8559
S4	1.8104	1.8197	1.8516

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	1.8635	1.8361	0.0274	1.5%	0.0127	0.7%	88%	True	False	329
10	1.9259	1.8361	0.0898	4.8%	0.0167	0.9%	27%	False	False	263
20	1.9756	1.8361	0.1395	7.5%	0.0136	0.7%	17%	False	False	160
40	1.9923	1.8361	0.1562	8.4%	0.0104	0.6%	15%	False	False	99

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.9298
2.618	1.9043
1.618	1.8887
1.000	1.8791
0.618	1.8731
HIGH	1.8635
0.618	1.8575
0.500	1.8557
0.382	1.8539
LOW	1.8479
0.618	1.8383
1.000	1.8323
1.618	1.8227
2.618	1.8071
4.250	1.7816

Fisher Pivots for day following 21-Aug-2008
Pivot	1 day	3 day
R1	1.8587	1.8571
PP	1.8572	1.8540
S1	1.8557	1.8509

Download as Excel Spreadsheet

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

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