CME British Pound Future March 2008

Trading Metrics calculated at close of trading on 01-Oct-2007

Day Change Summary
	Previous	Current
	28-Sep-2007	01-Oct-2007	Change	Change %	Previous Week
Open	2.0320	2.0356	0.0036	0.2%	2.0110
High	2.0360	2.0356	-0.0004	0.0%	2.0360
Low	2.0360	2.0356	-0.0004	0.0%	2.0057
Close	2.0363	2.0356	-0.0007	0.0%	2.0363
Range
ATR	0.0080	0.0074	-0.0005	-6.5%	0.0000
Volume	76	94	18	23.7%	349

Daily Pivots for day following 01-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0356	2.0356	2.0356
R3	2.0356	2.0356	2.0356
R2	2.0356	2.0356	2.0356
R1	2.0356	2.0356	2.0356	2.0356
PP	2.0356	2.0356	2.0356	2.0356
S1	2.0356	2.0356	2.0356	2.0356
S2	2.0356	2.0356	2.0356
S3	2.0356	2.0356	2.0356
S4	2.0356	2.0356	2.0356

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%	99%	False	False	87
10	2.0360	1.9917	0.0443	2.2%	0.0000	0.0%	99%	False	False	75

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	2.0356
2.618	2.0356
1.618	2.0356
1.000	2.0356
0.618	2.0356
HIGH	2.0356
0.618	2.0356
0.500	2.0356
0.382	2.0356
LOW	2.0356
0.618	2.0356
1.000	2.0356
1.618	2.0356
2.618	2.0356
4.250	2.0356

Fisher Pivots for day following 01-Oct-2007
Pivot	1 day	3 day
R1	2.0356	2.0326
PP	2.0356	2.0296
S1	2.0356	2.0266

Download as Excel Spreadsheet

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

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