CME British Pound Future March 2009

Trading Metrics calculated at close of trading on 21-Oct-2008

Day Change Summary
	Previous	Current
	20-Oct-2008	21-Oct-2008	Change	Change %	Previous Week
Open	1.7219	1.6780	-0.0439	-2.5%	1.7297
High	1.7219	1.6780	-0.0439	-2.5%	1.7520
Low	1.6987	1.6522	-0.0465	-2.7%	1.7103
Close	1.7014	1.6822	-0.0192	-1.1%	1.7219
Range	0.0232	0.0258	0.0026	11.2%	0.0417
ATR	0.0221	0.0240	0.0019	8.8%	0.0000
Volume	636	176	-460	-72.3%	1,206

Daily Pivots for day following 21-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.7482	1.7410	1.6964
R3	1.7224	1.7152	1.6893
R2	1.6966	1.6966	1.6869
R1	1.6894	1.6894	1.6846	1.6930
PP	1.6708	1.6708	1.6708	1.6726
S1	1.6636	1.6636	1.6798	1.6672
S2	1.6450	1.6450	1.6775
S3	1.6192	1.6378	1.6751
S4	1.5934	1.6120	1.6680

Weekly Pivots for week ending 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.8532	1.8292	1.7448
R3	1.8115	1.7875	1.7334
R2	1.7698	1.7698	1.7295
R1	1.7458	1.7458	1.7257	1.7370
PP	1.7281	1.7281	1.7281	1.7236
S1	1.7041	1.7041	1.7181	1.6953
S2	1.6864	1.6864	1.7143
S3	1.6447	1.6624	1.7104
S4	1.6030	1.6207	1.6990

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.7464	1.6522	0.0942	5.6%	0.0190	1.1%	32%	False	True	387
10	1.7600	1.6522	0.1078	6.4%	0.0188	1.1%	28%	False	True	217
20	1.8480	1.6522	0.1958	11.6%	0.0179	1.1%	15%	False	True	187

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	0.0021
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.7877
2.618	1.7455
1.618	1.7197
1.000	1.7038
0.618	1.6939
HIGH	1.6780
0.618	1.6681
0.500	1.6651
0.382	1.6621
LOW	1.6522
0.618	1.6363
1.000	1.6264
1.618	1.6105
2.618	1.5847
4.250	1.5426

Fisher Pivots for day following 21-Oct-2008
Pivot	1 day	3 day
R1	1.6765	1.6874
PP	1.6708	1.6856
S1	1.6651	1.6839

Download as Excel Spreadsheet

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

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