CME British Pound Future September 2008

Trading Metrics calculated at close of trading on 14-Apr-2008

Day Change Summary
	Previous	Current
	11-Apr-2008	14-Apr-2008	Change	Change %	Previous Week
Open	1.9510	1.9432	-0.0078	-0.4%	1.9652
High	1.9512	1.9631	0.0119	0.6%	1.9660
Low	1.9451	1.9432	-0.0019	-0.1%	1.9429
Close	1.9484	1.9509	0.0025	0.1%	1.9484
Range	0.0061	0.0199	0.0138	226.2%	0.0231
ATR	0.0093	0.0101	0.0008	8.1%	0.0000
Volume	33	11	-22	-66.7%	77

Daily Pivots for day following 14-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.0121	2.0014	1.9618
R3	1.9922	1.9815	1.9564
R2	1.9723	1.9723	1.9545
R1	1.9616	1.9616	1.9527	1.9670
PP	1.9524	1.9524	1.9524	1.9551
S1	1.9417	1.9417	1.9491	1.9471
S2	1.9325	1.9325	1.9473
S3	1.9126	1.9218	1.9454
S4	1.8927	1.9019	1.9400

Weekly Pivots for week ending 11-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.0217	2.0082	1.9611
R3	1.9986	1.9851	1.9548
R2	1.9755	1.9755	1.9526
R1	1.9620	1.9620	1.9505	1.9572
PP	1.9524	1.9524	1.9524	1.9501
S1	1.9389	1.9389	1.9463	1.9341
S2	1.9293	1.9293	1.9442
S3	1.9062	1.9158	1.9420
S4	1.8831	1.8927	1.9357

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.9631	1.9429	0.0202	1.0%	0.0125	0.6%	40%	True	False	17
10	1.9717	1.9429	0.0288	1.5%	0.0087	0.4%	28%	False	False	13
20	1.9903	1.9429	0.0474	2.4%	0.0095	0.5%	17%	False	False	61

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	2.0477
2.618	2.0152
1.618	1.9953
1.000	1.9830
0.618	1.9754
HIGH	1.9631
0.618	1.9555
0.500	1.9532
0.382	1.9508
LOW	1.9432
0.618	1.9309
1.000	1.9233
1.618	1.9110
2.618	1.8911
4.250	1.8586

Fisher Pivots for day following 14-Apr-2008
Pivot	1 day	3 day
R1	1.9532	1.9532
PP	1.9524	1.9524
S1	1.9517	1.9517

Download as Excel Spreadsheet

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

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