CME British Pound Future March 2008

Trading Metrics calculated at close of trading on 21-Sep-2007

Day Change Summary
	Previous	Current
	20-Sep-2007	21-Sep-2007	Change	Change %	Previous Week
Open	1.9994	2.0096	0.0102	0.5%	1.9839
High	1.9994	2.0096	0.0102	0.5%	2.0096
Low	1.9994	2.0096	0.0102	0.5%	1.9839
Close	1.9994	2.0096	0.0102	0.5%	2.0096
Range
ATR
Volume	150	38	-112	-74.7%	322

Daily Pivots for day following 21-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0096	2.0096	2.0096
R3	2.0096	2.0096	2.0096
R2	2.0096	2.0096	2.0096
R1	2.0096	2.0096	2.0096	2.0096
PP	2.0096	2.0096	2.0096	2.0096
S1	2.0096	2.0096	2.0096	2.0096
S2	2.0096	2.0096	2.0096
S3	2.0096	2.0096	2.0096
S4	2.0096	2.0096	2.0096

Weekly Pivots for week ending 21-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0781	2.0696	2.0237
R3	2.0524	2.0439	2.0167
R2	2.0267	2.0267	2.0143
R1	2.0182	2.0182	2.0120	2.0225
PP	2.0010	2.0010	2.0010	2.0032
S1	1.9925	1.9925	2.0072	1.9968
S2	1.9753	1.9753	2.0049
S3	1.9496	1.9668	2.0025
S4	1.9239	1.9411	1.9955

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.0096	1.9839	0.0257	1.3%	0.0000	0.0%	100%	True	False	64
10	2.0209	1.9839	0.0370	1.8%	0.0000	0.0%	69%	False	False	32

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	2.0096
2.618	2.0096
1.618	2.0096
1.000	2.0096
0.618	2.0096
HIGH	2.0096
0.618	2.0096
0.500	2.0096
0.382	2.0096
LOW	2.0096
0.618	2.0096
1.000	2.0096
1.618	2.0096
2.618	2.0096
4.250	2.0096

Fisher Pivots for day following 21-Sep-2007
Pivot	1 day	3 day
R1	2.0096	2.0066
PP	2.0096	2.0036
S1	2.0096	2.0007

Download as Excel Spreadsheet

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

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