CME British Pound Future March 2009

Trading Metrics calculated at close of trading on 25-Nov-2008

Day Change Summary
	Previous	Current
	24-Nov-2008	25-Nov-2008	Change	Change %	Previous Week
Open	1.4909	1.5149	0.0240	1.6%	1.4736
High	1.5189	1.5544	0.0355	2.3%	1.5239
Low	1.4901	1.5000	0.0099	0.7%	1.4724
Close	1.5133	1.5454	0.0321	2.1%	1.4790
Range	0.0288	0.0544	0.0256	88.9%	0.0515
ATR	0.0314	0.0331	0.0016	5.2%	0.0000
Volume	2,878	452	-2,426	-84.3%	5,081

Daily Pivots for day following 25-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.6965	1.6753	1.5753
R3	1.6421	1.6209	1.5604
R2	1.5877	1.5877	1.5554
R1	1.5665	1.5665	1.5504	1.5771
PP	1.5333	1.5333	1.5333	1.5386
S1	1.5121	1.5121	1.5404	1.5227
S2	1.4789	1.4789	1.5354
S3	1.4245	1.4577	1.5304
S4	1.3701	1.4033	1.5155

Weekly Pivots for week ending 21-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.6463	1.6141	1.5073
R3	1.5948	1.5626	1.4932
R2	1.5433	1.5433	1.4884
R1	1.5111	1.5111	1.4837	1.5272
PP	1.4918	1.4918	1.4918	1.4998
S1	1.4596	1.4596	1.4743	1.4757
S2	1.4403	1.4403	1.4696
S3	1.3888	1.4081	1.4648
S4	1.3373	1.3566	1.4507

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5544	1.4724	0.0820	5.3%	0.0342	2.2%	89%	True	False	1,586
10	1.5544	1.4635	0.0909	5.9%	0.0307	2.0%	90%	True	False	879
20	1.6565	1.4635	0.1930	12.5%	0.0288	1.9%	42%	False	False	509
40	1.7842	1.4635	0.3207	20.8%	0.0256	1.7%	26%	False	False	348

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	0.0034
Widest range in 60 trading days

Fibonacci Retracements and Extensions
4.250	1.7856
2.618	1.6968
1.618	1.6424
1.000	1.6088
0.618	1.5880
HIGH	1.5544
0.618	1.5336
0.500	1.5272
0.382	1.5208
LOW	1.5000
0.618	1.4664
1.000	1.4456
1.618	1.4120
2.618	1.3576
4.250	1.2688

Fisher Pivots for day following 25-Nov-2008
Pivot	1 day	3 day
R1	1.5393	1.5348
PP	1.5333	1.5242
S1	1.5272	1.5136

Download as Excel Spreadsheet

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

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