CME British Pound Future March 2008


Trading Metrics calculated at close of trading on 12-Oct-2007
Day Change Summary
Previous Current
11-Oct-2007 12-Oct-2007 Change Change % Previous Week
Open 2.0252 2.0256 0.0004 0.0% 2.0341
High 2.0252 2.0256 0.0004 0.0% 2.0341
Low 2.0252 2.0256 0.0004 0.0% 2.0252
Close 2.0252 2.0256 0.0004 0.0% 2.0256
Range
ATR 0.0066 0.0062 -0.0004 -6.7% 0.0000
Volume 176 85 -91 -51.7% 309
Daily Pivots for day following 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 2.0256 2.0256 2.0256
R3 2.0256 2.0256 2.0256
R2 2.0256 2.0256 2.0256
R1 2.0256 2.0256 2.0256 2.0256
PP 2.0256 2.0256 2.0256 2.0256
S1 2.0256 2.0256 2.0256 2.0256
S2 2.0256 2.0256 2.0256
S3 2.0256 2.0256 2.0256
S4 2.0256 2.0256 2.0256
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 2.0550 2.0492 2.0305
R3 2.0461 2.0403 2.0280
R2 2.0372 2.0372 2.0272
R1 2.0314 2.0314 2.0264 2.0299
PP 2.0283 2.0283 2.0283 2.0275
S1 2.0225 2.0225 2.0248 2.0210
S2 2.0194 2.0194 2.0240
S3 2.0105 2.0136 2.0232
S4 2.0016 2.0047 2.0207
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0341 2.0252 0.0089 0.4% 0.0000 0.0% 4% False False 61
10 2.0356 2.0238 0.0118 0.6% 0.0000 0.0% 15% False False 111
20 2.0360 1.9839 0.0521 2.6% 0.0000 0.0% 80% False False 89
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 0.0000
Fibonacci Retracements and Extensions
4.250 2.0256
2.618 2.0256
1.618 2.0256
1.000 2.0256
0.618 2.0256
HIGH 2.0256
0.618 2.0256
0.500 2.0256
0.382 2.0256
LOW 2.0256
0.618 2.0256
1.000 2.0256
1.618 2.0256
2.618 2.0256
4.250 2.0256
Fisher Pivots for day following 12-Oct-2007
Pivot 1 day 3 day
R1 2.0256 2.0293
PP 2.0256 2.0281
S1 2.0256 2.0268

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

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