CME British Pound Future June 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	1.9703	1.9625	-0.0078	-0.4%	1.9671
High	1.9703	1.9625	-0.0078	-0.4%	1.9863
Low	1.9703	1.9625	-0.0078	-0.4%	1.9671
Close	1.9703	1.9632	-0.0071	-0.4%	1.9830
Range
ATR	0.0084	0.0084	0.0000	-0.5%	0.0000
Volume	1	59	58	5,800.0%	39

Daily Pivots for day following 03-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.9627	1.9630	1.9632
R3	1.9627	1.9630	1.9632
R2	1.9627	1.9627	1.9632
R1	1.9630	1.9630	1.9632	1.9629
PP	1.9627	1.9627	1.9627	1.9627
S1	1.9630	1.9630	1.9632	1.9629
S2	1.9627	1.9627	1.9632
S3	1.9627	1.9630	1.9632
S4	1.9627	1.9630	1.9632

Weekly Pivots for week ending 28-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0364	2.0289	1.9936
R3	2.0172	2.0097	1.9883
R2	1.9980	1.9980	1.9865
R1	1.9905	1.9905	1.9848	1.9943
PP	1.9788	1.9788	1.9788	1.9807
S1	1.9713	1.9713	1.9812	1.9751
S2	1.9596	1.9596	1.9795
S3	1.9404	1.9521	1.9777
S4	1.9212	1.9329	1.9724

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.9863	1.9625	0.0238	1.2%	0.0000	0.0%	3%	False	True	16
10	1.9863	1.9625	0.0238	1.2%	0.0000	0.0%	3%	False	True	16

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	1.9625
2.618	1.9625
1.618	1.9625
1.000	1.9625
0.618	1.9625
HIGH	1.9625
0.618	1.9625
0.500	1.9625
0.382	1.9625
LOW	1.9625
0.618	1.9625
1.000	1.9625
1.618	1.9625
2.618	1.9625
4.250	1.9625

Fisher Pivots for day following 03-Jan-2008
Pivot	1 day	3 day
R1	1.9630	1.9678
PP	1.9627	1.9662
S1	1.9625	1.9647

Download as Excel Spreadsheet

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

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