CME British Pound Future March 2008


Trading Metrics calculated at close of trading on 29-Oct-2007
Day Change Summary
Previous Current
26-Oct-2007 29-Oct-2007 Change Change % Previous Week
Open 2.0410 2.0522 0.0112 0.5% 2.0193
High 2.0410 2.0522 0.0112 0.5% 2.0430
Low 2.0410 2.0522 0.0112 0.5% 2.0175
Close 2.0424 2.0522 0.0098 0.5% 2.0424
Range
ATR 0.0074 0.0075 0.0002 2.4% 0.0000
Volume 108 56 -52 -48.1% 456
Daily Pivots for day following 29-Oct-2007
Classic Woodie Camarilla DeMark
R4 2.0522 2.0522 2.0522
R3 2.0522 2.0522 2.0522
R2 2.0522 2.0522 2.0522
R1 2.0522 2.0522 2.0522 2.0522
PP 2.0522 2.0522 2.0522 2.0522
S1 2.0522 2.0522 2.0522 2.0522
S2 2.0522 2.0522 2.0522
S3 2.0522 2.0522 2.0522
S4 2.0522 2.0522 2.0522
Weekly Pivots for week ending 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 2.1108 2.1021 2.0564
R3 2.0853 2.0766 2.0494
R2 2.0598 2.0598 2.0471
R1 2.0511 2.0511 2.0447 2.0555
PP 2.0343 2.0343 2.0343 2.0365
S1 2.0256 2.0256 2.0401 2.0300
S2 2.0088 2.0088 2.0377
S3 1.9833 2.0001 2.0354
S4 1.9578 1.9746 2.0284
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0522 2.0391 0.0131 0.6% 0.0006 0.0% 100% True False 89
10 2.0522 2.0175 0.0347 1.7% 0.0003 0.0% 100% True False 60
20 2.0522 2.0175 0.0347 1.7% 0.0002 0.0% 100% True False 81
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 -0.0001
Fibonacci Retracements and Extensions
4.250 2.0522
2.618 2.0522
1.618 2.0522
1.000 2.0522
0.618 2.0522
HIGH 2.0522
0.618 2.0522
0.500 2.0522
0.382 2.0522
LOW 2.0522
0.618 2.0522
1.000 2.0522
1.618 2.0522
2.618 2.0522
4.250 2.0522
Fisher Pivots for day following 29-Oct-2007
Pivot 1 day 3 day
R1 2.0522 2.0502
PP 2.0522 2.0481
S1 2.0522 2.0461

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

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