CME British Pound Future June 2007

Trading Metrics calculated at close of trading on 14-Nov-2006

Day Change Summary
	Previous	Current
	13-Nov-2006	14-Nov-2006	Change	Change %	Previous Week
Open	1.9017	1.8970	-0.0047	-0.2%	1.8974
High	1.9017	1.8980	-0.0037	-0.2%	1.9176
Low	1.9017	1.8920	-0.0097	-0.5%	1.8980
Close	1.9017	1.8977	-0.0040	-0.2%	1.9119
Range	0.0000	0.0060	0.0060		0.0196
ATR	0.0058	0.0061	0.0003	4.8%	0.0000
Volume	1	0	-1	-100.0%	3

Daily Pivots for day following 14-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.9139	1.9118	1.9010
R3	1.9079	1.9058	1.8994
R2	1.9019	1.9019	1.8988
R1	1.8998	1.8998	1.8983	1.9009
PP	1.8959	1.8959	1.8959	1.8964
S1	1.8938	1.8938	1.8972	1.8949
S2	1.8899	1.8899	1.8966
S3	1.8839	1.8878	1.8961
S4	1.8779	1.8818	1.8944

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	1.8920	0.0256	1.3%	0.0023	0.1%	22%	False	True
10	1.9176	1.8920	0.0256	1.3%	0.0012	0.1%	22%	False	True	1
20	1.9176	1.8696	0.0480	2.5%	0.0006	0.0%	59%	False	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	0.0000
Widest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	1.9235
2.618	1.9137
1.618	1.9077
1.000	1.9040
0.618	1.9017
HIGH	1.8980
0.618	1.8957
0.500	1.8950
0.382	1.8943
LOW	1.8920
0.618	1.8883
1.000	1.8860
1.618	1.8823
2.618	1.8763
4.250	1.8665

Fisher Pivots for day following 14-Nov-2006
Pivot	1 day	3 day
R1	1.8968	1.9048
PP	1.8959	1.9024
S1	1.8950	1.9001

Download as Excel Spreadsheet

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

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