CME British Pound Future September 2007

Trading Metrics calculated at close of trading on 05-Jan-2007

Day Change Summary
	Previous	Current
	04-Jan-2007	05-Jan-2007	Change	Change %	Previous Week
Open	1.9438	1.9298	-0.0140	-0.7%	1.9732
High	1.9438	1.9298	-0.0140	-0.7%	1.9732
Low	1.9438	1.9298	-0.0140	-0.7%	1.9298
Close	1.9438	1.9298	-0.0140	-0.7%	1.9298
Range
ATR	0.0072	0.0077	0.0005	6.7%	0.0000
Volume	17	1	-16	-94.1%	19

Daily Pivots for day following 05-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.9298	1.9298	1.9298
R3	1.9298	1.9298	1.9298
R2	1.9298	1.9298	1.9298
R1	1.9298	1.9298	1.9298	1.9298
PP	1.9298	1.9298	1.9298	1.9298
S1	1.9298	1.9298	1.9298	1.9298
S2	1.9298	1.9298	1.9298
S3	1.9298	1.9298	1.9298
S4	1.9298	1.9298	1.9298

Weekly Pivots for week ending 05-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0745	2.0455	1.9537
R3	2.0311	2.0021	1.9417
R2	1.9877	1.9877	1.9378
R1	1.9587	1.9587	1.9338	1.9515
PP	1.9443	1.9443	1.9443	1.9407
S1	1.9153	1.9153	1.9258	1.9081
S2	1.9009	1.9009	1.9218
S3	1.8575	1.8719	1.9179
S4	1.8141	1.8285	1.9059

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.9732	1.9298	0.0434	2.2%	0.0000	0.0%	0%	False	True	3
10	1.9732	1.9298	0.0434	2.2%	0.0000	0.0%	0%	False	True	2

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	1.9298
2.618	1.9298
1.618	1.9298
1.000	1.9298
0.618	1.9298
HIGH	1.9298
0.618	1.9298
0.500	1.9298
0.382	1.9298
LOW	1.9298
0.618	1.9298
1.000	1.9298
1.618	1.9298
2.618	1.9298
4.250	1.9298

Fisher Pivots for day following 05-Jan-2007
Pivot	1 day	3 day
R1	1.9298	1.9400
PP	1.9298	1.9366
S1	1.9298	1.9332

Download as Excel Spreadsheet

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

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