CME British Pound Future June 2008

Trading Metrics calculated at close of trading on 04-Jan-2008

Day Change Summary
	Previous	Current
	03-Jan-2008	04-Jan-2008	Change	Change %	Previous Week
Open	1.9625	1.9622	-0.0003	0.0%	1.9730
High	1.9625	1.9620	-0.0005	0.0%	1.9730
Low	1.9625	1.9620	-0.0005	0.0%	1.9620
Close	1.9632	1.9622	-0.0010	-0.1%	1.9622
Range
ATR	0.0084	0.0079	-0.0005	-6.1%	0.0000
Volume	59	46	-13	-22.0%	109

Daily Pivots for day following 04-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.9621	1.9621	1.9622
R3	1.9621	1.9621	1.9622
R2	1.9621	1.9621	1.9622
R1	1.9621	1.9621	1.9622	1.9622
PP	1.9621	1.9621	1.9621	1.9621
S1	1.9621	1.9621	1.9622	1.9622
S2	1.9621	1.9621	1.9622
S3	1.9621	1.9621	1.9622
S4	1.9621	1.9621	1.9622

Weekly Pivots for week ending 04-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.9987	1.9915	1.9683
R3	1.9877	1.9805	1.9652
R2	1.9767	1.9767	1.9642
R1	1.9695	1.9695	1.9632	1.9676
PP	1.9657	1.9657	1.9657	1.9648
S1	1.9585	1.9585	1.9612	1.9566
S2	1.9547	1.9547	1.9602
S3	1.9437	1.9475	1.9592
S4	1.9327	1.9365	1.9562

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.9830	1.9620	0.0210	1.1%	0.0000	0.0%	1%	False	True	24
10	1.9863	1.9620	0.0243	1.2%	0.0000	0.0%	1%	False	True	20

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	1.9620
2.618	1.9620
1.618	1.9620
1.000	1.9620
0.618	1.9620
HIGH	1.9620
0.618	1.9620
0.500	1.9620
0.382	1.9620
LOW	1.9620
0.618	1.9620
1.000	1.9620
1.618	1.9620
2.618	1.9620
4.250	1.9620

Fisher Pivots for day following 04-Jan-2008
Pivot	1 day	3 day
R1	1.9621	1.9662
PP	1.9621	1.9648
S1	1.9620	1.9635

Download as Excel Spreadsheet

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

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