CME British Pound Future March 2009

Trading Metrics calculated at close of trading on 12-Nov-2008

Day Change Summary
	Previous	Current
	11-Nov-2008	12-Nov-2008	Change	Change %	Previous Week
Open	1.5570	1.5275	-0.0295	-1.9%	1.6170
High	1.5570	1.5304	-0.0266	-1.7%	1.6170
Low	1.5447	1.4867	-0.0580	-3.8%	1.5495
Close	1.5355	1.4932	-0.0423	-2.8%	1.5629
Range	0.0123	0.0437	0.0314	255.3%	0.0675
ATR	0.0317	0.0329	0.0012	3.9%	0.0000
Volume	60	11	-49	-81.7%	270

Daily Pivots for day following 12-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.6345	1.6076	1.5172
R3	1.5908	1.5639	1.5052
R2	1.5471	1.5471	1.5012
R1	1.5202	1.5202	1.4972	1.5118
PP	1.5034	1.5034	1.5034	1.4993
S1	1.4765	1.4765	1.4892	1.4681
S2	1.4597	1.4597	1.4852
S3	1.4160	1.4328	1.4812
S4	1.3723	1.3891	1.4692

Weekly Pivots for week ending 07-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.7790	1.7384	1.6000
R3	1.7115	1.6709	1.5815
R2	1.6440	1.6440	1.5753
R1	1.6034	1.6034	1.5691	1.5900
PP	1.5765	1.5765	1.5765	1.5697
S1	1.5359	1.5359	1.5567	1.5225
S2	1.5090	1.5090	1.5505
S3	1.4415	1.4684	1.5443
S4	1.3740	1.4009	1.5258

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5839	1.4867	0.0972	6.5%	0.0241	1.6%	7%	False	True	50
10	1.6565	1.4867	0.1698	11.4%	0.0272	1.8%	4%	False	True	53
20	1.7225	1.4867	0.2358	15.8%	0.0275	1.8%	3%	False	True	183
40	1.8480	1.4867	0.3613	24.2%	0.0221	1.5%	2%	False	True	149

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	0.0039
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.7161
2.618	1.6448
1.618	1.6011
1.000	1.5741
0.618	1.5574
HIGH	1.5304
0.618	1.5137
0.500	1.5086
0.382	1.5034
LOW	1.4867
0.618	1.4597
1.000	1.4430
1.618	1.4160
2.618	1.3723
4.250	1.3010

Fisher Pivots for day following 12-Nov-2008
Pivot	1 day	3 day
R1	1.5086	1.5297
PP	1.5034	1.5175
S1	1.4983	1.5054

Download as Excel Spreadsheet

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

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