CME British Pound Future March 2008

Trading Metrics calculated at close of trading on 25-Sep-2007

Day Change Summary
	Previous	Current
	24-Sep-2007	25-Sep-2007	Change	Change %	Previous Week
Open	2.0110	2.0077	-0.0033	-0.2%	1.9839
High	2.0110	2.0077	-0.0033	-0.2%	2.0096
Low	2.0110	2.0077	-0.0033	-0.2%	1.9839
Close	2.0110	2.0077	-0.0033	-0.2%	2.0096
Range
ATR	0.0000	0.0072	0.0072		0.0000
Volume	7	207	200	2,857.1%	322

Daily Pivots for day following 25-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0077	2.0077	2.0077
R3	2.0077	2.0077	2.0077
R2	2.0077	2.0077	2.0077
R1	2.0077	2.0077	2.0077	2.0077
PP	2.0077	2.0077	2.0077	2.0077
S1	2.0077	2.0077	2.0077	2.0077
S2	2.0077	2.0077	2.0077
S3	2.0077	2.0077	2.0077
S4	2.0077	2.0077	2.0077

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	2.0110	1.9917	0.0193	1.0%	0.0000	0.0%	83%	False	False	99
10	2.0209	1.9839	0.0370	1.8%	0.0000	0.0%	64%	False	False	53

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	2.0077
2.618	2.0077
1.618	2.0077
1.000	2.0077
0.618	2.0077
HIGH	2.0077
0.618	2.0077
0.500	2.0077
0.382	2.0077
LOW	2.0077
0.618	2.0077
1.000	2.0077
1.618	2.0077
2.618	2.0077
4.250	2.0077

Fisher Pivots for day following 25-Sep-2007
Pivot	1 day	3 day
R1	2.0077	2.0094
PP	2.0077	2.0088
S1	2.0077	2.0083

Download as Excel Spreadsheet

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

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