CME British Pound Future December 2007

Trading Metrics calculated at close of trading on 31-Jul-2007

Day Change Summary
	Previous	Current
	30-Jul-2007	31-Jul-2007	Change	Change %	Previous Week
Open	2.0175	2.0295	0.0120	0.6%	2.0527
High	2.0175	2.0295	0.0120	0.6%	2.0585
Low	2.0175	2.0295	0.0120	0.6%	2.0216
Close	2.0175	2.0295	0.0120	0.6%	2.0217
Range
ATR	0.0000	0.0069	0.0069		0.0000
Volume	376	72	-304	-80.9%	559

Daily Pivots for day following 31-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0295	2.0295	2.0295
R3	2.0295	2.0295	2.0295
R2	2.0295	2.0295	2.0295
R1	2.0295	2.0295	2.0295	2.0295
PP	2.0295	2.0295	2.0295	2.0295
S1	2.0295	2.0295	2.0295	2.0295
S2	2.0295	2.0295	2.0295
S3	2.0295	2.0295	2.0295
S4	2.0295	2.0295	2.0295

Weekly Pivots for week ending 27-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.1446	2.1201	2.0420
R3	2.1077	2.0832	2.0318
R2	2.0708	2.0708	2.0285
R1	2.0463	2.0463	2.0251	2.0401
PP	2.0339	2.0339	2.0339	2.0309
S1	2.0094	2.0094	2.0183	2.0032
S2	1.9970	1.9970	2.0149
S3	1.9601	1.9725	2.0116
S4	1.9232	1.9356	2.0014

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.0460	2.0175	0.0285	1.4%	0.0000	0.0%	42%	False	False	167
10	2.0585	2.0175	0.0410	2.0%	0.0000	0.0%	29%	False	False	135

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	2.0295
2.618	2.0295
1.618	2.0295
1.000	2.0295
0.618	2.0295
HIGH	2.0295
0.618	2.0295
0.500	2.0295
0.382	2.0295
LOW	2.0295
0.618	2.0295
1.000	2.0295
1.618	2.0295
2.618	2.0295
4.250	2.0295

Fisher Pivots for day following 31-Jul-2007
Pivot	1 day	3 day
R1	2.0295	2.0275
PP	2.0295	2.0255
S1	2.0295	2.0235

Download as Excel Spreadsheet

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

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