CME British Pound Future June 2008

Trading Metrics calculated at close of trading on 09-Jan-2008

Day Change Summary
	Previous	Current
	08-Jan-2008	09-Jan-2008	Change	Change %	Previous Week
Open	1.9604	1.9460	-0.0144	-0.7%	1.9730
High	1.9630	1.9460	-0.0170	-0.9%	1.9730
Low	1.9630	1.9460	-0.0170	-0.9%	1.9620
Close	1.9604	1.9460	-0.0144	-0.7%	1.9622
Range
ATR	0.0073	0.0078	0.0005	7.0%	0.0000
Volume	20	23	3	15.0%	109

Daily Pivots for day following 09-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.9460	1.9460	1.9460
R3	1.9460	1.9460	1.9460
R2	1.9460	1.9460	1.9460
R1	1.9460	1.9460	1.9460	1.9460
PP	1.9460	1.9460	1.9460	1.9460
S1	1.9460	1.9460	1.9460	1.9460
S2	1.9460	1.9460	1.9460
S3	1.9460	1.9460	1.9460
S4	1.9460	1.9460	1.9460

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	1.9630	1.9460	0.0170	0.9%	0.0000	0.0%	0%	False	True	122
10	1.9863	1.9460	0.0403	2.1%	0.0000	0.0%	0%	False	True	63

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	-0.0003

Fibonacci Retracements and Extensions
4.250	1.9460
2.618	1.9460
1.618	1.9460
1.000	1.9460
0.618	1.9460
HIGH	1.9460
0.618	1.9460
0.500	1.9460
0.382	1.9460
LOW	1.9460
0.618	1.9460
1.000	1.9460
1.618	1.9460
2.618	1.9460
4.250	1.9460

Fisher Pivots for day following 09-Jan-2008
Pivot	1 day	3 day
R1	1.9460	1.9545
PP	1.9460	1.9517
S1	1.9460	1.9488

Download as Excel Spreadsheet

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

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