CME British Pound Future March 2008

Trading Metrics calculated at close of trading on 03-Oct-2007

Day Change Summary
	Previous	Current
	02-Oct-2007	03-Oct-2007	Change	Change %	Previous Week
Open	2.0327	2.0238	-0.0089	-0.4%	2.0110
High	2.0327	2.0238	-0.0089	-0.4%	2.0360
Low	2.0327	2.0238	-0.0089	-0.4%	2.0057
Close	2.0327	2.0238	-0.0089	-0.4%	2.0363
Range
ATR	0.0071	0.0072	0.0001	1.8%	0.0000
Volume	132	538	406	307.6%	349

Daily Pivots for day following 03-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0238	2.0238	2.0238
R3	2.0238	2.0238	2.0238
R2	2.0238	2.0238	2.0238
R1	2.0238	2.0238	2.0238	2.0238
PP	2.0238	2.0238	2.0238	2.0238
S1	2.0238	2.0238	2.0238	2.0238
S2	2.0238	2.0238	2.0238
S3	2.0238	2.0238	2.0238
S4	2.0238	2.0238	2.0238

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	2.0172	0.0188	0.9%	0.0000	0.0%	35%	False	False	176
10	2.0360	1.9994	0.0366	1.8%	0.0000	0.0%	67%	False	False	130

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	2.0238
2.618	2.0238
1.618	2.0238
1.000	2.0238
0.618	2.0238
HIGH	2.0238
0.618	2.0238
0.500	2.0238
0.382	2.0238
LOW	2.0238
0.618	2.0238
1.000	2.0238
1.618	2.0238
2.618	2.0238
4.250	2.0238

Fisher Pivots for day following 03-Oct-2007
Pivot	1 day	3 day
R1	2.0238	2.0297
PP	2.0238	2.0277
S1	2.0238	2.0258

Download as Excel Spreadsheet

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

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