CME British Pound Future September 2008

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

Day Change Summary
	Previous	Current
	08-May-2008	09-May-2008	Change	Change %	Previous Week
Open	1.9414	1.9339	-0.0075	-0.4%	1.9571
High	1.9415	1.9366	-0.0049	-0.3%	1.9582
Low	1.9344	1.9282	-0.0062	-0.3%	1.9282
Close	1.9351	1.9337	-0.0014	-0.1%	1.9337
Range	0.0071	0.0084	0.0013	18.3%	0.0300
ATR	0.0142	0.0138	-0.0004	-2.9%	0.0000
Volume	159	83	-76	-47.8%	463

Daily Pivots for day following 09-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.9580	1.9543	1.9383
R3	1.9496	1.9459	1.9360
R2	1.9412	1.9412	1.9352
R1	1.9375	1.9375	1.9345	1.9352
PP	1.9328	1.9328	1.9328	1.9317
S1	1.9291	1.9291	1.9329	1.9268
S2	1.9244	1.9244	1.9322
S3	1.9160	1.9207	1.9314
S4	1.9076	1.9123	1.9291

Weekly Pivots for week ending 09-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.0300	2.0119	1.9502
R3	2.0000	1.9819	1.9420
R2	1.9700	1.9700	1.9392
R1	1.9519	1.9519	1.9365	1.9460
PP	1.9400	1.9400	1.9400	1.9371
S1	1.9219	1.9219	1.9310	1.9160
S2	1.9100	1.9100	1.9282
S3	1.8800	1.8919	1.9255
S4	1.8500	1.8619	1.9172

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.9582	1.9282	0.0300	1.6%	0.0104	0.5%	18%	False	True	92
10	1.9740	1.9282	0.0458	2.4%	0.0143	0.7%	12%	False	True	164
20	1.9820	1.9282	0.0538	2.8%	0.0151	0.8%	10%	False	True	107
40	2.0000	1.9282	0.0718	3.7%	0.0119	0.6%	8%	False	True	84

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.9723
2.618	1.9586
1.618	1.9502
1.000	1.9450
0.618	1.9418
HIGH	1.9366
0.618	1.9334
0.500	1.9324
0.382	1.9314
LOW	1.9282
0.618	1.9230
1.000	1.9198
1.618	1.9146
2.618	1.9062
4.250	1.8925

Fisher Pivots for day following 09-May-2008
Pivot	1 day	3 day
R1	1.9333	1.9398
PP	1.9328	1.9377
S1	1.9324	1.9357

Download as Excel Spreadsheet

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

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