CME British Pound Future March 2008


Trading Metrics calculated at close of trading on 05-Oct-2007
Day Change Summary
Previous Current
04-Oct-2007 05-Oct-2007 Change Change % Previous Week
Open 2.0296 2.0341 0.0045 0.2% 2.0356
High 2.0296 2.0341 0.0045 0.2% 2.0356
Low 2.0296 2.0341 0.0045 0.2% 2.0238
Close 2.0296 2.0341 0.0045 0.2% 2.0341
Range
ATR 0.0071 0.0069 -0.0002 -2.6% 0.0000
Volume 37 4 -33 -89.2% 805
Daily Pivots for day following 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 2.0341 2.0341 2.0341
R3 2.0341 2.0341 2.0341
R2 2.0341 2.0341 2.0341
R1 2.0341 2.0341 2.0341 2.0341
PP 2.0341 2.0341 2.0341 2.0341
S1 2.0341 2.0341 2.0341 2.0341
S2 2.0341 2.0341 2.0341
S3 2.0341 2.0341 2.0341
S4 2.0341 2.0341 2.0341
Weekly Pivots for week ending 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 2.0666 2.0621 2.0406
R3 2.0548 2.0503 2.0373
R2 2.0430 2.0430 2.0363
R1 2.0385 2.0385 2.0352 2.0349
PP 2.0312 2.0312 2.0312 2.0293
S1 2.0267 2.0267 2.0330 2.0231
S2 2.0194 2.0194 2.0319
S3 2.0076 2.0149 2.0309
S4 1.9958 2.0031 2.0276
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0356 2.0238 0.0118 0.6% 0.0000 0.0% 87% False False 161
10 2.0360 2.0057 0.0303 1.5% 0.0000 0.0% 94% False False 115
20 2.0360 1.9839 0.0521 2.6% 0.0000 0.0% 96% False False 74
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 -0.0004
Fibonacci Retracements and Extensions
4.250 2.0341
2.618 2.0341
1.618 2.0341
1.000 2.0341
0.618 2.0341
HIGH 2.0341
0.618 2.0341
0.500 2.0341
0.382 2.0341
LOW 2.0341
0.618 2.0341
1.000 2.0341
1.618 2.0341
2.618 2.0341
4.250 2.0341
Fisher Pivots for day following 05-Oct-2007
Pivot 1 day 3 day
R1 2.0341 2.0324
PP 2.0341 2.0307
S1 2.0341 2.0290

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

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