CME British Pound Future June 2008

Trading Metrics calculated at close of trading on 12-Feb-2008

Day Change Summary
	Previous	Current
	11-Feb-2008	12-Feb-2008	Change	Change %	Previous Week
Open	1.9285	1.9436	0.0151	0.8%	1.9574
High	1.9305	1.9436	0.0131	0.7%	1.9574
Low	1.9283	1.9436	0.0153	0.8%	1.9235
Close	1.9332	1.9454	0.0122	0.6%	1.9290
Range	0.0022	0.0000	-0.0022	-100.0%	0.0339
ATR	0.0079	0.0081	0.0002	2.2%	0.0000
Volume	67	104	37	55.2%	906

Daily Pivots for day following 12-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.9442	1.9448	1.9454
R3	1.9442	1.9448	1.9454
R2	1.9442	1.9442	1.9454
R1	1.9448	1.9448	1.9454	1.9445
PP	1.9442	1.9442	1.9442	1.9441
S1	1.9448	1.9448	1.9454	1.9445
S2	1.9442	1.9442	1.9454
S3	1.9442	1.9448	1.9454
S4	1.9442	1.9448	1.9454

Weekly Pivots for week ending 08-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.0383	2.0176	1.9476
R3	2.0044	1.9837	1.9383
R2	1.9705	1.9705	1.9352
R1	1.9498	1.9498	1.9321	1.9432
PP	1.9366	1.9366	1.9366	1.9334
S1	1.9159	1.9159	1.9259	1.9093
S2	1.9027	1.9027	1.9228
S3	1.8688	1.8820	1.9197
S4	1.8349	1.8481	1.9104

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.9436	1.9235	0.0201	1.0%	0.0007	0.0%	109%	True	False	184
10	1.9768	1.9235	0.0533	2.7%	0.0011	0.1%	41%	False	False	141
20	1.9768	1.9235	0.0533	2.7%	0.0008	0.0%	41%	False	False	289
40	2.0101	1.9235	0.0866	4.5%	0.0005	0.0%	25%	False	False	169

Crabel Price Patterns
NR	True
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.9436
2.618	1.9436
1.618	1.9436
1.000	1.9436
0.618	1.9436
HIGH	1.9436
0.618	1.9436
0.500	1.9436
0.382	1.9436
LOW	1.9436
0.618	1.9436
1.000	1.9436
1.618	1.9436
2.618	1.9436
4.250	1.9436

Fisher Pivots for day following 12-Feb-2008
Pivot	1 day	3 day
R1	1.9448	1.9423
PP	1.9442	1.9391
S1	1.9436	1.9360

Download as Excel Spreadsheet

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

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