CME British Pound Future December 2007

Trading Metrics calculated at close of trading on 08-Aug-2007

Day Change Summary
	Previous	Current
	07-Aug-2007	08-Aug-2007	Change	Change %	Previous Week
Open	2.0172	2.0312	0.0140	0.7%	2.0175
High	2.0172	2.0312	0.0140	0.7%	2.0396
Low	2.0172	2.0312	0.0140	0.7%	2.0175
Close	2.0187	2.0312	0.0125	0.6%	2.0396
Range
ATR	0.0076	0.0079	0.0004	4.6%	0.0000
Volume	268	515	247	92.2%	598

Daily Pivots for day following 08-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0312	2.0312	2.0312
R3	2.0312	2.0312	2.0312
R2	2.0312	2.0312	2.0312
R1	2.0312	2.0312	2.0312	2.0312
PP	2.0312	2.0312	2.0312	2.0312
S1	2.0312	2.0312	2.0312	2.0312
S2	2.0312	2.0312	2.0312
S3	2.0312	2.0312	2.0312
S4	2.0312	2.0312	2.0312

Weekly Pivots for week ending 03-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0985	2.0912	2.0518
R3	2.0764	2.0691	2.0457
R2	2.0543	2.0543	2.0437
R1	2.0470	2.0470	2.0416	2.0507
PP	2.0322	2.0322	2.0322	2.0341
S1	2.0249	2.0249	2.0376	2.0286
S2	2.0101	2.0101	2.0355
S3	1.9880	2.0028	2.0335
S4	1.9659	1.9807	2.0274

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.0396	2.0172	0.0224	1.1%	0.0000	0.0%	63%	False	False	213
10	2.0440	2.0172	0.0268	1.3%	0.0000	0.0%	52%	False	False	188

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	2.0312
2.618	2.0312
1.618	2.0312
1.000	2.0312
0.618	2.0312
HIGH	2.0312
0.618	2.0312
0.500	2.0312
0.382	2.0312
LOW	2.0312
0.618	2.0312
1.000	2.0312
1.618	2.0312
2.618	2.0312
4.250	2.0312

Fisher Pivots for day following 08-Aug-2007
Pivot	1 day	3 day
R1	2.0312	2.0289
PP	2.0312	2.0265
S1	2.0312	2.0242

Download as Excel Spreadsheet

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

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