CME British Pound Future December 2008

Trading Metrics calculated at close of trading on 06-Nov-2008

Day Change Summary
	Previous	Current
	05-Nov-2008	06-Nov-2008	Change	Change %	Previous Week
Open	1.5916	1.5855	-0.0061	-0.4%	1.5824
High	1.6166	1.6018	-0.0148	-0.9%	1.6634
Low	1.5713	1.5542	-0.0171	-1.1%	1.5248
Close	1.5931	1.5727	-0.0204	-1.3%	1.6106
Range	0.0453	0.0476	0.0023	5.1%	0.1386
ATR	0.0474	0.0474	0.0000	0.0%	0.0000
Volume	63,409	74,535	11,126	17.5%	384,304

Daily Pivots for day following 06-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.7190	1.6935	1.5989
R3	1.6714	1.6459	1.5858
R2	1.6238	1.6238	1.5814
R1	1.5983	1.5983	1.5771	1.5873
PP	1.5762	1.5762	1.5762	1.5707
S1	1.5507	1.5507	1.5683	1.5397
S2	1.5286	1.5286	1.5640
S3	1.4810	1.5031	1.5596
S4	1.4334	1.4555	1.5465

Weekly Pivots for week ending 31-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.0154	1.9516	1.6868
R3	1.8768	1.8130	1.6487
R2	1.7382	1.7382	1.6360
R1	1.6744	1.6744	1.6233	1.7063
PP	1.5996	1.5996	1.5996	1.6156
S1	1.5358	1.5358	1.5979	1.5677
S2	1.4610	1.4610	1.5852
S3	1.3224	1.3972	1.5725
S4	1.1838	1.2586	1.5344

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6464	1.5542	0.0922	5.9%	0.0511	3.3%	20%	False	True	71,858
10	1.6634	1.5224	0.1410	9.0%	0.0577	3.7%	36%	False	False	73,731
20	1.7590	1.5224	0.2366	15.0%	0.0477	3.0%	21%	False	False	66,163
40	1.8624	1.5224	0.3400	21.6%	0.0406	2.6%	15%	False	False	70,030
60	1.8636	1.5224	0.3412	21.7%	0.0335	2.1%	15%	False	False	48,574
80	1.9831	1.5224	0.4607	29.3%	0.0280	1.8%	11%	False	False	36,444
100	1.9923	1.5224	0.4699	29.9%	0.0238	1.5%	11%	False	False	29,168

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	0.0126
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.8041
2.618	1.7264
1.618	1.6788
1.000	1.6494
0.618	1.6312
HIGH	1.6018
0.618	1.5836
0.500	1.5780
0.382	1.5724
LOW	1.5542
0.618	1.5248
1.000	1.5066
1.618	1.4772
2.618	1.4296
4.250	1.3519

Fisher Pivots for day following 06-Nov-2008
Pivot	1 day	3 day
R1	1.5780	1.5854
PP	1.5762	1.5812
S1	1.5745	1.5769

Download as Excel Spreadsheet

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

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