CME British Pound Future March 2009

Trading Metrics calculated at close of trading on 08-Oct-2008

Day Change Summary
	Previous	Current
	07-Oct-2008	08-Oct-2008	Change	Change %	Previous Week
Open	1.7344	1.7557	0.0213	1.2%	1.8089
High	1.7560	1.7600	0.0040	0.2%	1.8089
Low	1.7344	1.7274	-0.0070	-0.4%	1.7500
Close	1.7436	1.7254	-0.0182	-1.0%	1.7661
Range	0.0216	0.0326	0.0110	50.9%	0.0589
ATR	0.0201	0.0210	0.0009	4.4%	0.0000
Volume	186	13	-173	-93.0%	861

Daily Pivots for day following 08-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.8354	1.8130	1.7433
R3	1.8028	1.7804	1.7344
R2	1.7702	1.7702	1.7314
R1	1.7478	1.7478	1.7284	1.7427
PP	1.7376	1.7376	1.7376	1.7351
S1	1.7152	1.7152	1.7224	1.7101
S2	1.7050	1.7050	1.7194
S3	1.6724	1.6826	1.7164
S4	1.6398	1.6500	1.7075

Weekly Pivots for week ending 03-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.9517	1.9178	1.7985
R3	1.8928	1.8589	1.7823
R2	1.8339	1.8339	1.7769
R1	1.8000	1.8000	1.7715	1.7875
PP	1.7750	1.7750	1.7750	1.7688
S1	1.7411	1.7411	1.7607	1.7286
S2	1.7161	1.7161	1.7553
S3	1.6572	1.6822	1.7499
S4	1.5983	1.6233	1.7337

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.7706	1.7270	0.0436	2.5%	0.0211	1.2%	-4%	False	False	141
10	1.8480	1.7270	0.1210	7.0%	0.0202	1.2%	-1%	False	False	152
20	1.8480	1.7270	0.1210	7.0%	0.0173	1.0%	-1%	False	False	86

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	0.0025
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1.8986
2.618	1.8453
1.618	1.8127
1.000	1.7926
0.618	1.7801
HIGH	1.7600
0.618	1.7475
0.500	1.7437
0.382	1.7399
LOW	1.7274
0.618	1.7073
1.000	1.6948
1.618	1.6747
2.618	1.6421
4.250	1.5889

Fisher Pivots for day following 08-Oct-2008
Pivot	1 day	3 day
R1	1.7437	1.7435
PP	1.7376	1.7375
S1	1.7315	1.7314

Download as Excel Spreadsheet

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

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