CME British Pound Future March 2008

Trading Metrics calculated at close of trading on 20-Sep-2007

Day Change Summary
	Previous	Current
	19-Sep-2007	20-Sep-2007	Change	Change %	Previous Week
Open	1.9917	1.9994	0.0077	0.4%	2.0159
High	1.9917	1.9994	0.0077	0.4%	2.0209
Low	1.9917	1.9994	0.0077	0.4%	1.9997
Close	1.9917	1.9994	0.0077	0.4%	1.9997
Range
ATR
Volume	95	150	55	57.9%	6

Daily Pivots for day following 20-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.9994	1.9994	1.9994
R3	1.9994	1.9994	1.9994
R2	1.9994	1.9994	1.9994
R1	1.9994	1.9994	1.9994	1.9994
PP	1.9994	1.9994	1.9994	1.9994
S1	1.9994	1.9994	1.9994	1.9994
S2	1.9994	1.9994	1.9994
S3	1.9994	1.9994	1.9994
S4	1.9994	1.9994	1.9994

Weekly Pivots for week ending 14-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0704	2.0562	2.0114
R3	2.0492	2.0350	2.0055
R2	2.0280	2.0280	2.0036
R1	2.0138	2.0138	2.0016	2.0103
PP	2.0068	2.0068	2.0068	2.0050
S1	1.9926	1.9926	1.9978	1.9891
S2	1.9856	1.9856	1.9958
S3	1.9644	1.9714	1.9939
S4	1.9432	1.9502	1.9880

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.0026	1.9839	0.0187	0.9%	0.0000	0.0%	83%	False	False	57
10	2.0209	1.9839	0.0370	1.9%	0.0000	0.0%	42%	False	False	29

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	1.9994
2.618	1.9994
1.618	1.9994
1.000	1.9994
0.618	1.9994
HIGH	1.9994
0.618	1.9994
0.500	1.9994
0.382	1.9994
LOW	1.9994
0.618	1.9994
1.000	1.9994
1.618	1.9994
2.618	1.9994
4.250	1.9994

Fisher Pivots for day following 20-Sep-2007
Pivot	1 day	3 day
R1	1.9994	1.9987
PP	1.9994	1.9979
S1	1.9994	1.9972

Download as Excel Spreadsheet

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

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