CME British Pound Future March 2008

Trading Metrics calculated at close of trading on 03-Jan-2008

Day Change Summary
	Previous	Current
	02-Jan-2008	03-Jan-2008	Change	Change %	Previous Week
Open	1.9774	1.9773	-0.0001	0.0%	1.9754
High	1.9800	1.9773	-0.0027	-0.1%	1.9935
Low	1.9730	1.9665	-0.0065	-0.3%	1.9715
Close	1.9763	1.9694	-0.0069	-0.3%	1.9885
Range	0.0070	0.0108	0.0038	54.3%	0.0220
ATR	0.0128	0.0127	-0.0001	-1.1%	0.0000
Volume	30,262	50,197	19,935	65.9%	109,372

Daily Pivots for day following 03-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.0035	1.9972	1.9753
R3	1.9927	1.9864	1.9724
R2	1.9819	1.9819	1.9714
R1	1.9756	1.9756	1.9704	1.9734
PP	1.9711	1.9711	1.9711	1.9699
S1	1.9648	1.9648	1.9684	1.9626
S2	1.9603	1.9603	1.9674
S3	1.9495	1.9540	1.9664
S4	1.9387	1.9432	1.9635

Weekly Pivots for week ending 28-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0505	2.0415	2.0006
R3	2.0285	2.0195	1.9946
R2	2.0065	2.0065	1.9925
R1	1.9975	1.9975	1.9905	2.0020
PP	1.9845	1.9845	1.9845	1.9868
S1	1.9755	1.9755	1.9865	1.9800
S2	1.9625	1.9625	1.9845
S3	1.9405	1.9535	1.9825
S4	1.9185	1.9315	1.9764

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.0055	1.9665	0.0390	2.0%	0.0126	0.6%	7%	False	True	34,655
10	2.0055	1.9665	0.0390	2.0%	0.0102	0.5%	7%	False	True	38,376
20	2.0580	1.9665	0.0915	4.6%	0.0103	0.5%	3%	False	True	37,146
40	2.1002	1.9665	0.1337	6.8%	0.0064	0.3%	2%	False	True	18,919
60	2.1002	1.9665	0.1337	6.8%	0.0043	0.2%	2%	False	True	12,640
80	2.1002	1.9665	0.1337	6.8%	0.0032	0.2%	2%	False	True	9,498

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.0232
2.618	2.0056
1.618	1.9948
1.000	1.9881
0.618	1.9840
HIGH	1.9773
0.618	1.9732
0.500	1.9719
0.382	1.9706
LOW	1.9665
0.618	1.9598
1.000	1.9557
1.618	1.9490
2.618	1.9382
4.250	1.9206

Fisher Pivots for day following 03-Jan-2008
Pivot	1 day	3 day
R1	1.9719	1.9860
PP	1.9711	1.9805
S1	1.9702	1.9749

Download as Excel Spreadsheet

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

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