CME British Pound Future March 2008

Trading Metrics calculated at close of trading on 11-Mar-2008

Day Change Summary
	Previous	Current
	10-Mar-2008	11-Mar-2008	Change	Change %	Previous Week
Open	2.0193	2.0154	-0.0039	-0.2%	1.9840
High	2.0193	2.0154	-0.0039	-0.2%	2.0200
Low	2.0080	1.9995	-0.0085	-0.4%	1.9755
Close	2.0085	2.0021	-0.0064	-0.3%	2.0137
Range	0.0113	0.0159	0.0046	40.7%	0.0445
ATR	0.0126	0.0129	0.0002	1.9%	0.0000
Volume	87,191	75,255	-11,936	-13.7%	395,271

Daily Pivots for day following 11-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.0534	2.0436	2.0108
R3	2.0375	2.0277	2.0065
R2	2.0216	2.0216	2.0050
R1	2.0118	2.0118	2.0036	2.0088
PP	2.0057	2.0057	2.0057	2.0041
S1	1.9959	1.9959	2.0006	1.9929
S2	1.9898	1.9898	1.9992
S3	1.9739	1.9800	1.9977
S4	1.9580	1.9641	1.9934

Weekly Pivots for week ending 07-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.1366	2.1196	2.0382
R3	2.0921	2.0751	2.0259
R2	2.0476	2.0476	2.0219
R1	2.0306	2.0306	2.0178	2.0391
PP	2.0031	2.0031	2.0031	2.0073
S1	1.9861	1.9861	2.0096	1.9946
S2	1.9586	1.9586	2.0055
S3	1.9141	1.9416	2.0015
S4	1.8696	1.8971	1.9892

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.0200	1.9755	0.0445	2.2%	0.0133	0.7%	60%	False	False	82,741
10	2.0200	1.9755	0.0445	2.2%	0.0117	0.6%	60%	False	False	79,489
20	2.0200	1.9330	0.0870	4.3%	0.0099	0.5%	79%	False	False	73,635
40	2.0200	1.9330	0.0870	4.3%	0.0100	0.5%	79%	False	False	74,740
60	2.0350	1.9330	0.1020	5.1%	0.0098	0.5%	68%	False	False	67,124
80	2.0650	1.9330	0.1320	6.6%	0.0087	0.4%	52%	False	False	51,978
100	2.1002	1.9330	0.1672	8.4%	0.0071	0.4%	41%	False	False	41,615
120	2.1002	1.9330	0.1672	8.4%	0.0059	0.3%	41%	False	False	34,694

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0018
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2.0830
2.618	2.0570
1.618	2.0411
1.000	2.0313
0.618	2.0252
HIGH	2.0154
0.618	2.0093
0.500	2.0075
0.382	2.0056
LOW	1.9995
0.618	1.9897
1.000	1.9836
1.618	1.9738
2.618	1.9579
4.250	1.9319

Fisher Pivots for day following 11-Mar-2008
Pivot	1 day	3 day
R1	2.0075	2.0098
PP	2.0057	2.0072
S1	2.0039	2.0047

Download as Excel Spreadsheet

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

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