CME British Pound Future December 2008

Trading Metrics calculated at close of trading on 02-Sep-2008

Day Change Summary
	Previous	Current
	29-Aug-2008	02-Sep-2008	Change	Change %	Previous Week
Open	1.8150	1.8039	-0.0111	-0.6%	1.8382
High	1.8204	1.8039	-0.0165	-0.9%	1.8442
Low	1.8038	1.7655	-0.0383	-2.1%	1.8038
Close	1.8039	1.7693	-0.0346	-1.9%	1.8039
Range	0.0166	0.0384	0.0218	131.3%	0.0404
ATR	0.0155	0.0171	0.0016	10.6%	0.0000
Volume	1,575	1,366	-209	-13.3%	3,406

Daily Pivots for day following 02-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.8948	1.8704	1.7904
R3	1.8564	1.8320	1.7799
R2	1.8180	1.8180	1.7763
R1	1.7936	1.7936	1.7728	1.7866
PP	1.7796	1.7796	1.7796	1.7761
S1	1.7552	1.7552	1.7658	1.7482
S2	1.7412	1.7412	1.7623
S3	1.7028	1.7168	1.7587
S4	1.6644	1.6784	1.7482

Weekly Pivots for week ending 29-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.9385	1.9116	1.8261
R3	1.8981	1.8712	1.8150
R2	1.8577	1.8577	1.8113
R1	1.8308	1.8308	1.8076	1.8241
PP	1.8173	1.8173	1.8173	1.8139
S1	1.7904	1.7904	1.8002	1.7837
S2	1.7769	1.7769	1.7965
S3	1.7365	1.7500	1.7928
S4	1.6961	1.7096	1.7817

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.8372	1.7655	0.0717	4.1%	0.0215	1.2%	5%	False	True	810
10	1.8636	1.7655	0.0981	5.5%	0.0192	1.1%	4%	False	True	629
20	1.9443	1.7655	0.1788	10.1%	0.0176	1.0%	2%	False	True	393
40	1.9923	1.7655	0.2268	12.8%	0.0132	0.7%	2%	False	True	213
60	1.9923	1.7655	0.2268	12.8%	0.0109	0.6%	2%	False	True	162

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 62 trading days

Fibonacci Retracements and Extensions
4.250	1.9671
2.618	1.9044
1.618	1.8660
1.000	1.8423
0.618	1.8276
HIGH	1.8039
0.618	1.7892
0.500	1.7847
0.382	1.7802
LOW	1.7655
0.618	1.7418
1.000	1.7271
1.618	1.7034
2.618	1.6650
4.250	1.6023

Fisher Pivots for day following 02-Sep-2008
Pivot	1 day	3 day
R1	1.7847	1.7956
PP	1.7796	1.7868
S1	1.7744	1.7781

Download as Excel Spreadsheet

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

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