CME British Pound Future September 2007

Trading Metrics calculated at close of trading on 28-Dec-2006

Day Change Summary
	Previous	Current
	27-Dec-2006	28-Dec-2006	Change	Change %	Previous Week
Open	1.9559	1.9623	0.0064	0.3%	1.9488
High	1.9559	1.9623	0.0064	0.3%	1.9677
Low	1.9559	1.9623	0.0064	0.3%	1.9488
Close	1.9559	1.9623	0.0064	0.3%	1.9560
Range
ATR	0.0000	0.0052	0.0052		0.0000
Volume	2	0	-2	-100.0%	4

Daily Pivots for day following 28-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.9623	1.9623	1.9623
R3	1.9623	1.9623	1.9623
R2	1.9623	1.9623	1.9623
R1	1.9623	1.9623	1.9623	1.9623
PP	1.9623	1.9623	1.9623	1.9623
S1	1.9623	1.9623	1.9623	1.9623
S2	1.9623	1.9623	1.9623
S3	1.9623	1.9623	1.9623
S4	1.9623	1.9623	1.9623

Weekly Pivots for week ending 22-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	2.0142	2.0040	1.9664
R3	1.9953	1.9851	1.9612
R2	1.9764	1.9764	1.9595
R1	1.9662	1.9662	1.9577	1.9713
PP	1.9575	1.9575	1.9575	1.9601
S1	1.9473	1.9473	1.9543	1.9524
S2	1.9386	1.9386	1.9525
S3	1.9197	1.9284	1.9508
S4	1.9008	1.9095	1.9456

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.9623	1.9535	0.0088	0.4%	0.0000	0.0%	100%	True	False	1
10	1.9677	1.9486	0.0191	1.0%	0.0000	0.0%	72%	False	False	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000

Fibonacci Retracements and Extensions
4.250	1.9623
2.618	1.9623
1.618	1.9623
1.000	1.9623
0.618	1.9623
HIGH	1.9623
0.618	1.9623
0.500	1.9623
0.382	1.9623
LOW	1.9623
0.618	1.9623
1.000	1.9623
1.618	1.9623
2.618	1.9623
4.250	1.9623

Fisher Pivots for day following 28-Dec-2006
Pivot	1 day	3 day
R1	1.9623	1.9608
PP	1.9623	1.9594
S1	1.9623	1.9579

Download as Excel Spreadsheet

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

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