CME British Pound Future December 2007

Trading Metrics calculated at close of trading on 17-Sep-2007

Day Change Summary
	Previous	Current
	14-Sep-2007	17-Sep-2007	Change	Change %	Previous Week
Open	2.0071	1.9942	-0.0129	-0.6%	2.0261
High	2.0115	1.9980	-0.0135	-0.7%	2.0303
Low	2.0010	1.9864	-0.0146	-0.7%	2.0010
Close	2.0049	1.9891	-0.0158	-0.8%	2.0049
Range	0.0105	0.0116	0.0011	10.5%	0.0293
ATR	0.0097	0.0103	0.0006	6.5%	0.0000
Volume	81,943	111,493	29,550	36.1%	185,875

Daily Pivots for day following 17-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0260	2.0191	1.9955
R3	2.0144	2.0075	1.9923
R2	2.0028	2.0028	1.9912
R1	1.9959	1.9959	1.9902	1.9936
PP	1.9912	1.9912	1.9912	1.9900
S1	1.9843	1.9843	1.9880	1.9820
S2	1.9796	1.9796	1.9870
S3	1.9680	1.9727	1.9859
S4	1.9564	1.9611	1.9827

Weekly Pivots for week ending 14-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.1000	2.0817	2.0210
R3	2.0707	2.0524	2.0130
R2	2.0414	2.0414	2.0103
R1	2.0231	2.0231	2.0076	2.0176
PP	2.0121	2.0121	2.0121	2.0093
S1	1.9938	1.9938	2.0022	1.9883
S2	1.9828	1.9828	1.9995
S3	1.9535	1.9645	1.9968
S4	1.9242	1.9352	1.9888

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.0303	1.9864	0.0439	2.2%	0.0084	0.4%	6%	False	True	56,150
10	2.0303	1.9864	0.0439	2.2%	0.0089	0.4%	6%	False	True	32,635
20	2.0303	1.9757	0.0546	2.7%	0.0058	0.3%	25%	False	False	16,571
40	2.0585	1.9727	0.0858	4.3%	0.0029	0.1%	19%	False	False	8,368

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	2.0473
2.618	2.0284
1.618	2.0168
1.000	2.0096
0.618	2.0052
HIGH	1.9980
0.618	1.9936
0.500	1.9922
0.382	1.9908
LOW	1.9864
0.618	1.9792
1.000	1.9748
1.618	1.9676
2.618	1.9560
4.250	1.9371

Fisher Pivots for day following 17-Sep-2007
Pivot	1 day	3 day
R1	1.9922	2.0084
PP	1.9912	2.0019
S1	1.9901	1.9955

Download as Excel Spreadsheet

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

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