CME British Pound Future March 2008


Trading Metrics calculated at close of trading on 05-Nov-2007
Day Change Summary
Previous Current
02-Nov-2007 05-Nov-2007 Change Change % Previous Week
Open 2.0796 2.0712 -0.0084 -0.4% 2.0522
High 2.0796 2.0725 -0.0071 -0.3% 2.0796
Low 2.0796 2.0700 -0.0096 -0.5% 2.0522
Close 2.0796 2.0712 -0.0084 -0.4% 2.0796
Range 0.0000 0.0025 0.0025 0.0274
ATR 0.0073 0.0075 0.0002 2.2% 0.0000
Volume 304 134 -170 -55.9% 792
Daily Pivots for day following 05-Nov-2007
Classic Woodie Camarilla DeMark
R4 2.0787 2.0775 2.0726
R3 2.0762 2.0750 2.0719
R2 2.0737 2.0737 2.0717
R1 2.0725 2.0725 2.0714 2.0725
PP 2.0712 2.0712 2.0712 2.0712
S1 2.0700 2.0700 2.0710 2.0700
S2 2.0687 2.0687 2.0707
S3 2.0662 2.0675 2.0705
S4 2.0637 2.0650 2.0698
Weekly Pivots for week ending 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 2.1527 2.1435 2.0947
R3 2.1253 2.1161 2.0871
R2 2.0979 2.0979 2.0846
R1 2.0887 2.0887 2.0821 2.0933
PP 2.0705 2.0705 2.0705 2.0728
S1 2.0613 2.0613 2.0771 2.0659
S2 2.0431 2.0431 2.0746
S3 2.0157 2.0339 2.0721
S4 1.9883 2.0065 2.0645
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0796 2.0585 0.0211 1.0% 0.0005 0.0% 60% False False 174
10 2.0796 2.0391 0.0405 2.0% 0.0006 0.0% 79% False False 131
20 2.0796 2.0175 0.0621 3.0% 0.0003 0.0% 86% False False 89
40 2.0796 1.9839 0.0957 4.6% 0.0001 0.0% 91% False False 82
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2.0831
2.618 2.0790
1.618 2.0765
1.000 2.0750
0.618 2.0740
HIGH 2.0725
0.618 2.0715
0.500 2.0713
0.382 2.0710
LOW 2.0700
0.618 2.0685
1.000 2.0675
1.618 2.0660
2.618 2.0635
4.250 2.0594
Fisher Pivots for day following 05-Nov-2007
Pivot 1 day 3 day
R1 2.0713 2.0748
PP 2.0712 2.0736
S1 2.0712 2.0724

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

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