CME British Pound Future June 2007

Trading Metrics calculated at close of trading on 10-Nov-2006

Day Change Summary
	Previous	Current
	09-Nov-2006	10-Nov-2006	Change	Change %	Previous Week
Open	1.9061	1.9176	0.0115	0.6%	1.8974
High	1.9061	1.9176	0.0115	0.6%	1.9176
Low	1.9061	1.9120	0.0059	0.3%	1.8980
Close	1.9061	1.9119	0.0058	0.3%	1.9119
Range	0.0000	0.0056	0.0056		0.0196
ATR	0.0050	0.0055	0.0005	9.3%	0.0000
Volume	0	2	2		3

Daily Pivots for day following 10-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.9306	1.9269	1.9150
R3	1.9250	1.9213	1.9134
R2	1.9194	1.9194	1.9129
R1	1.9157	1.9157	1.9124	1.9148
PP	1.9138	1.9138	1.9138	1.9134
S1	1.9101	1.9101	1.9114	1.9092
S2	1.9082	1.9082	1.9109
S3	1.9026	1.9045	1.9104
S4	1.8970	1.8989	1.9088

Weekly Pivots for week ending 10-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.9680	1.9595	1.9227
R3	1.9484	1.9399	1.9173
R2	1.9288	1.9288	1.9155
R1	1.9203	1.9203	1.9137	1.9246
PP	1.9092	1.9092	1.9092	1.9113
S1	1.9007	1.9007	1.9101	1.9050
S2	1.8896	1.8896	1.9083
S3	1.8700	1.8811	1.9065
S4	1.8504	1.8615	1.9011

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.9176	1.8980	0.0196	1.0%	0.0011	0.1%	71%	True	False
10	1.9176	1.8980	0.0196	1.0%	0.0006	0.0%	71%	True	False	1
20	1.9176	1.8623	0.0553	2.9%	0.0003	0.0%	90%	True	False	1

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	-0.0001
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	1.9414
2.618	1.9323
1.618	1.9267
1.000	1.9232
0.618	1.9211
HIGH	1.9176
0.618	1.9155
0.500	1.9148
0.382	1.9141
LOW	1.9120
0.618	1.9085
1.000	1.9064
1.618	1.9029
2.618	1.8973
4.250	1.8882

Fisher Pivots for day following 10-Nov-2006
Pivot	1 day	3 day
R1	1.9148	1.9119
PP	1.9138	1.9119
S1	1.9129	1.9119

Download as Excel Spreadsheet

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

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