CME British Pound Future March 2009

Trading Metrics calculated at close of trading on 19-Nov-2008

Day Change Summary
	Previous	Current
	18-Nov-2008	19-Nov-2008	Change	Change %	Previous Week
Open	1.4995	1.4926	-0.0069	-0.5%	1.5725
High	1.5013	1.5239	0.0226	1.5%	1.5726
Low	1.4898	1.4926	0.0028	0.2%	1.4635
Close	1.4902	1.5021	0.0119	0.8%	1.4939
Range	0.0115	0.0313	0.0198	172.2%	0.1091
ATR	0.0306	0.0308	0.0002	0.7%	0.0000
Volume	94	43	-51	-54.3%	482

Daily Pivots for day following 19-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.6001	1.5824	1.5193
R3	1.5688	1.5511	1.5107
R2	1.5375	1.5375	1.5078
R1	1.5198	1.5198	1.5050	1.5287
PP	1.5062	1.5062	1.5062	1.5106
S1	1.4885	1.4885	1.4992	1.4974
S2	1.4749	1.4749	1.4964
S3	1.4436	1.4572	1.4935
S4	1.4123	1.4259	1.4849

Weekly Pivots for week ending 14-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.8373	1.7747	1.5539
R3	1.7282	1.6656	1.5239
R2	1.6191	1.6191	1.5139
R1	1.5565	1.5565	1.5039	1.5333
PP	1.5100	1.5100	1.5100	1.4984
S1	1.4474	1.4474	1.4839	1.4242
S2	1.4009	1.4009	1.4739
S3	1.2918	1.3383	1.4639
S4	1.1827	1.2292	1.4339

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5239	1.4635	0.0604	4.0%	0.0246	1.6%	64%	True	False	178
10	1.5839	1.4635	0.1204	8.0%	0.0243	1.6%	32%	False	False	114
20	1.6565	1.4635	0.1930	12.8%	0.0287	1.9%	20%	False	False	155
40	1.8480	1.4635	0.3845	25.6%	0.0240	1.6%	10%	False	False	169

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0028
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.6569
2.618	1.6058
1.618	1.5745
1.000	1.5552
0.618	1.5432
HIGH	1.5239
0.618	1.5119
0.500	1.5083
0.382	1.5046
LOW	1.4926
0.618	1.4733
1.000	1.4613
1.618	1.4420
2.618	1.4107
4.250	1.3596

Fisher Pivots for day following 19-Nov-2008
Pivot	1 day	3 day
R1	1.5083	1.5010
PP	1.5062	1.4999
S1	1.5042	1.4988

Download as Excel Spreadsheet

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

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