CME British Pound Future September 2007

Trading Metrics calculated at close of trading on 29-Dec-2006

Day Change Summary
	Previous	Current
	28-Dec-2006	29-Dec-2006	Change	Change %	Previous Week
Open	1.9623	1.9562	-0.0061	-0.3%	1.9535
High	1.9623	1.9562	-0.0061	-0.3%	1.9623
Low	1.9623	1.9562	-0.0061	-0.3%	1.9535
Close	1.9623	1.9562	-0.0061	-0.3%	1.9562
Range
ATR	0.0052	0.0053	0.0001	1.2%	0.0000
Volume

Daily Pivots for day following 29-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.9562	1.9562	1.9562
R3	1.9562	1.9562	1.9562
R2	1.9562	1.9562	1.9562
R1	1.9562	1.9562	1.9562	1.9562
PP	1.9562	1.9562	1.9562	1.9562
S1	1.9562	1.9562	1.9562	1.9562
S2	1.9562	1.9562	1.9562
S3	1.9562	1.9562	1.9562
S4	1.9562	1.9562	1.9562

Weekly Pivots for week ending 29-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.9837	1.9788	1.9610
R3	1.9749	1.9700	1.9586
R2	1.9661	1.9661	1.9578
R1	1.9612	1.9612	1.9570	1.9637
PP	1.9573	1.9573	1.9573	1.9586
S1	1.9524	1.9524	1.9554	1.9549
S2	1.9485	1.9485	1.9546
S3	1.9397	1.9436	1.9538
S4	1.9309	1.9348	1.9514

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%	31%	False	False	1
10	1.9677	1.9486	0.0191	1.0%	0.0000	0.0%	40%	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	1.9562
2.618	1.9562
1.618	1.9562
1.000	1.9562
0.618	1.9562
HIGH	1.9562
0.618	1.9562
0.500	1.9562
0.382	1.9562
LOW	1.9562
0.618	1.9562
1.000	1.9562
1.618	1.9562
2.618	1.9562
4.250	1.9562

Fisher Pivots for day following 29-Dec-2006
Pivot	1 day	3 day
R1	1.9562	1.9591
PP	1.9562	1.9581
S1	1.9562	1.9572

Download as Excel Spreadsheet

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

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