CME British Pound Future June 2008

Trading Metrics calculated at close of trading on 27-Dec-2007

Day Change Summary
	Previous	Current
	26-Dec-2007	27-Dec-2007	Change	Change %	Previous Week
Open	1.9743	1.9863	0.0120	0.6%	2.0101
High	1.9743	1.9863	0.0120	0.6%	2.0101
Low	1.9743	1.9863	0.0120	0.6%	1.9710
Close	1.9743	1.9863	0.0120	0.6%	1.9736
Range
ATR
Volume	5	3	-2	-40.0%	80

Daily Pivots for day following 27-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.9863	1.9863	1.9863
R3	1.9863	1.9863	1.9863
R2	1.9863	1.9863	1.9863
R1	1.9863	1.9863	1.9863	1.9863
PP	1.9863	1.9863	1.9863	1.9863
S1	1.9863	1.9863	1.9863	1.9863
S2	1.9863	1.9863	1.9863
S3	1.9863	1.9863	1.9863
S4	1.9863	1.9863	1.9863

Weekly Pivots for week ending 21-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.1022	2.0770	1.9951
R3	2.0631	2.0379	1.9844
R2	2.0240	2.0240	1.9808
R1	1.9988	1.9988	1.9772	1.9919
PP	1.9849	1.9849	1.9849	1.9814
S1	1.9597	1.9597	1.9700	1.9528
S2	1.9458	1.9458	1.9664
S3	1.9067	1.9206	1.9628
S4	1.8676	1.8815	1.9521

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.9863	1.9671	0.0192	1.0%	0.0000	0.0%	100%	True	False	16
10	2.0263	1.9671	0.0592	3.0%	0.0002	0.0%	32%	False	False	24

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	0.0000

Fibonacci Retracements and Extensions
4.250	1.9863
2.618	1.9863
1.618	1.9863
1.000	1.9863
0.618	1.9863
HIGH	1.9863
0.618	1.9863
0.500	1.9863
0.382	1.9863
LOW	1.9863
0.618	1.9863
1.000	1.9863
1.618	1.9863
2.618	1.9863
4.250	1.9863

Fisher Pivots for day following 27-Dec-2007
Pivot	1 day	3 day
R1	1.9863	1.9831
PP	1.9863	1.9799
S1	1.9863	1.9767

Download as Excel Spreadsheet

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

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