CME British Pound Future June 2008

Trading Metrics calculated at close of trading on 07-Mar-2008

Day Change Summary
	Previous	Current
	06-Mar-2008	07-Mar-2008	Change	Change %	Previous Week
Open	1.9890	2.0035	0.0145	0.7%	1.9693
High	1.9942	2.0050	0.0108	0.5%	2.0050
Low	1.9890	1.9970	0.0080	0.4%	1.9619
Close	1.9942	1.9996	0.0054	0.3%	1.9996
Range	0.0052	0.0080	0.0028	53.8%	0.0431
ATR	0.0098	0.0099	0.0001	0.7%	0.0000
Volume	2,077	3,726	1,649	79.4%	9,248

Daily Pivots for day following 07-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.0245	2.0201	2.0040
R3	2.0165	2.0121	2.0018
R2	2.0085	2.0085	2.0011
R1	2.0041	2.0041	2.0003	2.0023
PP	2.0005	2.0005	2.0005	1.9997
S1	1.9961	1.9961	1.9989	1.9943
S2	1.9925	1.9925	1.9981
S3	1.9845	1.9881	1.9974
S4	1.9765	1.9801	1.9952

Weekly Pivots for week ending 07-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.1181	2.1020	2.0233
R3	2.0750	2.0589	2.0115
R2	2.0319	2.0319	2.0075
R1	2.0158	2.0158	2.0036	2.0239
PP	1.9888	1.9888	1.9888	1.9929
S1	1.9727	1.9727	1.9956	1.9808
S2	1.9457	1.9457	1.9917
S3	1.9026	1.9296	1.9877
S4	1.8595	1.8865	1.9759

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.0050	1.9619	0.0431	2.2%	0.0105	0.5%	87%	True	False	1,849
10	2.0050	1.9510	0.0540	2.7%	0.0055	0.3%	90%	True	False	1,299
20	2.0050	1.9275	0.0775	3.9%	0.0032	0.2%	93%	True	False	788
40	2.0050	1.9235	0.0815	4.1%	0.0019	0.1%	93%	True	False	538

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.0390
2.618	2.0259
1.618	2.0179
1.000	2.0130
0.618	2.0099
HIGH	2.0050
0.618	2.0019
0.500	2.0010
0.382	2.0001
LOW	1.9970
0.618	1.9921
1.000	1.9890
1.618	1.9841
2.618	1.9761
4.250	1.9630

Fisher Pivots for day following 07-Mar-2008
Pivot	1 day	3 day
R1	2.0010	1.9942
PP	2.0005	1.9888
S1	2.0001	1.9835

Download as Excel Spreadsheet

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

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