CME British Pound Future March 2008

Trading Metrics calculated at close of trading on 28-Sep-2007

Day Change Summary
	Previous	Current
	27-Sep-2007	28-Sep-2007	Change	Change %	Previous Week
Open	2.0172	2.0320	0.0148	0.7%	2.0110
High	2.0172	2.0360	0.0188	0.9%	2.0360
Low	2.0172	2.0360	0.0188	0.9%	2.0057
Close	2.0172	2.0363	0.0191	0.9%	2.0363
Range
ATR	0.0071	0.0080	0.0008	11.7%	0.0000
Volume	40	76	36	90.0%	349

Daily Pivots for day following 28-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0361	2.0362	2.0363
R3	2.0361	2.0362	2.0363
R2	2.0361	2.0361	2.0363
R1	2.0362	2.0362	2.0363	2.0362
PP	2.0361	2.0361	2.0361	2.0361
S1	2.0362	2.0362	2.0363	2.0362
S2	2.0361	2.0361	2.0363
S3	2.0361	2.0362	2.0363
S4	2.0361	2.0362	2.0363

Weekly Pivots for week ending 28-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.1169	2.1069	2.0530
R3	2.0866	2.0766	2.0446
R2	2.0563	2.0563	2.0419
R1	2.0463	2.0463	2.0391	2.0513
PP	2.0260	2.0260	2.0260	2.0285
S1	2.0160	2.0160	2.0335	2.0210
S2	1.9957	1.9957	2.0307
S3	1.9654	1.9857	2.0280
S4	1.9351	1.9554	2.0196

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.0360	2.0057	0.0303	1.5%	0.0000	0.0%	101%	True	False	69
10	2.0360	1.9839	0.0521	2.6%	0.0000	0.0%	101%	True	False	67

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	-0.0004

Fibonacci Retracements and Extensions
4.250	2.0360
2.618	2.0360
1.618	2.0360
1.000	2.0360
0.618	2.0360
HIGH	2.0360
0.618	2.0360
0.500	2.0360
0.382	2.0360
LOW	2.0360
0.618	2.0360
1.000	2.0360
1.618	2.0360
2.618	2.0360
4.250	2.0360

Fisher Pivots for day following 28-Sep-2007
Pivot	1 day	3 day
R1	2.0362	2.0312
PP	2.0361	2.0260
S1	2.0360	2.0209

Download as Excel Spreadsheet

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

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