CME British Pound Future December 2008

Trading Metrics calculated at close of trading on 22-Aug-2008

Day Change Summary
	Previous	Current
	21-Aug-2008	22-Aug-2008	Change	Change %	Previous Week
Open	1.8486	1.8636	0.0150	0.8%	1.8474
High	1.8635	1.8636	0.0001	0.0%	1.8636
Low	1.8479	1.8358	-0.0121	-0.7%	1.8358
Close	1.8602	1.8370	-0.0232	-1.2%	1.8370
Range	0.0156	0.0278	0.0122	78.2%	0.0278
ATR	0.0137	0.0147	0.0010	7.4%	0.0000
Volume	418	331	-87	-20.8%	1,829

Daily Pivots for day following 22-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.9289	1.9107	1.8523
R3	1.9011	1.8829	1.8446
R2	1.8733	1.8733	1.8421
R1	1.8551	1.8551	1.8395	1.8503
PP	1.8455	1.8455	1.8455	1.8431
S1	1.8273	1.8273	1.8345	1.8225
S2	1.8177	1.8177	1.8319
S3	1.7899	1.7995	1.8294
S4	1.7621	1.7717	1.8217

Weekly Pivots for week ending 22-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.9289	1.9107	1.8523
R3	1.9011	1.8829	1.8446
R2	1.8733	1.8733	1.8421
R1	1.8551	1.8551	1.8395	1.8503
PP	1.8455	1.8455	1.8455	1.8431
S1	1.8273	1.8273	1.8345	1.8225
S2	1.8177	1.8177	1.8319
S3	1.7899	1.7995	1.8294
S4	1.7621	1.7717	1.8217

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.8636	1.8358	0.0278	1.5%	0.0152	0.8%	4%	True	True	365
10	1.9065	1.8358	0.0707	3.8%	0.0167	0.9%	2%	False	True	293
20	1.9755	1.8358	0.1397	7.6%	0.0145	0.8%	1%	False	True	175
40	1.9923	1.8358	0.1565	8.5%	0.0109	0.6%	1%	False	True	106

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.9818
2.618	1.9364
1.618	1.9086
1.000	1.8914
0.618	1.8808
HIGH	1.8636
0.618	1.8530
0.500	1.8497
0.382	1.8464
LOW	1.8358
0.618	1.8186
1.000	1.8080
1.618	1.7908
2.618	1.7630
4.250	1.7177

Fisher Pivots for day following 22-Aug-2008
Pivot	1 day	3 day
R1	1.8497	1.8497
PP	1.8455	1.8455
S1	1.8412	1.8412

Download as Excel Spreadsheet

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

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