CME British Pound Future December 2008

Trading Metrics calculated at close of trading on 10-Oct-2008

Day Change Summary
	Previous	Current
	09-Oct-2008	10-Oct-2008	Change	Change %	Previous Week
Open	1.7291	1.7110	-0.0181	-1.0%	1.7702
High	1.7399	1.7182	-0.0217	-1.2%	1.7895
Low	1.7061	1.6785	-0.0276	-1.6%	1.6785
Close	1.7199	1.6973	-0.0226	-1.3%	1.6973
Range	0.0338	0.0397	0.0059	17.5%	0.1110
ATR	0.0312	0.0319	0.0007	2.3%	0.0000
Volume	81,368	61,720	-19,648	-24.1%	366,632

Daily Pivots for day following 10-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.8171	1.7969	1.7191
R3	1.7774	1.7572	1.7082
R2	1.7377	1.7377	1.7046
R1	1.7175	1.7175	1.7009	1.7078
PP	1.6980	1.6980	1.6980	1.6931
S1	1.6778	1.6778	1.6937	1.6681
S2	1.6583	1.6583	1.6900
S3	1.6186	1.6381	1.6864
S4	1.5789	1.5984	1.6755

Weekly Pivots for week ending 10-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.0548	1.9870	1.7584
R3	1.9438	1.8760	1.7278
R2	1.8328	1.8328	1.7177
R1	1.7650	1.7650	1.7075	1.7434
PP	1.7218	1.7218	1.7218	1.7110
S1	1.6540	1.6540	1.6871	1.6324
S2	1.6108	1.6108	1.6770
S3	1.4998	1.5430	1.6668
S4	1.3888	1.4320	1.6363

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.7895	1.6785	0.1110	6.5%	0.0421	2.5%	17%	False	True	73,326
10	1.8384	1.6785	0.1599	9.4%	0.0367	2.2%	12%	False	True	72,753
20	1.8624	1.6785	0.1839	10.8%	0.0333	2.0%	10%	False	True	73,567
40	1.8636	1.6785	0.1851	10.9%	0.0271	1.6%	10%	False	True	41,309
60	1.9817	1.6785	0.3032	17.9%	0.0220	1.3%	6%	False	True	27,566
80	1.9923	1.6785	0.3138	18.5%	0.0182	1.1%	6%	False	True	20,690

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	0.0079
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.8869
2.618	1.8221
1.618	1.7824
1.000	1.7579
0.618	1.7427
HIGH	1.7182
0.618	1.7030
0.500	1.6984
0.382	1.6937
LOW	1.6785
0.618	1.6540
1.000	1.6388
1.618	1.6143
2.618	1.5746
4.250	1.5098

Fisher Pivots for day following 10-Oct-2008
Pivot	1 day	3 day
R1	1.6984	1.7340
PP	1.6980	1.7218
S1	1.6977	1.7095

Download as Excel Spreadsheet

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

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