CME British Pound Future March 2008


Trading Metrics calculated at close of trading on 01-Nov-2007
Day Change Summary
Previous Current
31-Oct-2007 01-Nov-2007 Change Change % Previous Week
Open 2.0721 2.0746 0.0025 0.1% 2.0193
High 2.0721 2.0746 0.0025 0.1% 2.0430
Low 2.0721 2.0746 0.0025 0.1% 2.0175
Close 2.0721 2.0746 0.0025 0.1% 2.0424
Range
ATR 0.0079 0.0075 -0.0004 -4.9% 0.0000
Volume 278 125 -153 -55.0% 456
Daily Pivots for day following 01-Nov-2007
Classic Woodie Camarilla DeMark
R4 2.0746 2.0746 2.0746
R3 2.0746 2.0746 2.0746
R2 2.0746 2.0746 2.0746
R1 2.0746 2.0746 2.0746 2.0746
PP 2.0746 2.0746 2.0746 2.0746
S1 2.0746 2.0746 2.0746 2.0746
S2 2.0746 2.0746 2.0746
S3 2.0746 2.0746 2.0746
S4 2.0746 2.0746 2.0746
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 2.0746 2.0410 0.0336 1.6% 0.0000 0.0% 100% True False 119
10 2.0746 2.0175 0.0571 2.8% 0.0003 0.0% 100% True False 96
20 2.0746 2.0175 0.0571 2.8% 0.0002 0.0% 100% True False 68
40 2.0746 1.9839 0.0907 4.4% 0.0001 0.0% 100% True False 71
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 2.0746
2.618 2.0746
1.618 2.0746
1.000 2.0746
0.618 2.0746
HIGH 2.0746
0.618 2.0746
0.500 2.0746
0.382 2.0746
LOW 2.0746
0.618 2.0746
1.000 2.0746
1.618 2.0746
2.618 2.0746
4.250 2.0746
Fisher Pivots for day following 01-Nov-2007
Pivot 1 day 3 day
R1 2.0746 2.0719
PP 2.0746 2.0692
S1 2.0746 2.0666

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

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