CME British Pound Future March 2008


Trading Metrics calculated at close of trading on 09-Nov-2007
Day Change Summary
Previous Current
08-Nov-2007 09-Nov-2007 Change Change % Previous Week
Open 2.1002 2.0813 -0.0189 -0.9% 2.0712
High 2.1002 2.0813 -0.0189 -0.9% 2.1002
Low 2.0980 2.0813 -0.0167 -0.8% 2.0700
Close 2.1001 2.0813 -0.0188 -0.9% 2.0813
Range 0.0022 0.0000 -0.0022 -100.0% 0.0302
ATR 0.0079 0.0087 0.0008 9.9% 0.0000
Volume 666 416 -250 -37.5% 1,737
Daily Pivots for day following 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 2.0813 2.0813 2.0813
R3 2.0813 2.0813 2.0813
R2 2.0813 2.0813 2.0813
R1 2.0813 2.0813 2.0813 2.0813
PP 2.0813 2.0813 2.0813 2.0813
S1 2.0813 2.0813 2.0813 2.0813
S2 2.0813 2.0813 2.0813
S3 2.0813 2.0813 2.0813
S4 2.0813 2.0813 2.0813
Weekly Pivots for week ending 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 2.1744 2.1581 2.0979
R3 2.1442 2.1279 2.0896
R2 2.1140 2.1140 2.0868
R1 2.0977 2.0977 2.0841 2.1059
PP 2.0838 2.0838 2.0838 2.0879
S1 2.0675 2.0675 2.0785 2.0757
S2 2.0536 2.0536 2.0758
S3 2.0234 2.0373 2.0730
S4 1.9932 2.0071 2.0647
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.1002 2.0700 0.0302 1.5% 0.0009 0.0% 37% False False 347
10 2.1002 2.0522 0.0480 2.3% 0.0005 0.0% 61% False False 252
20 2.1002 2.0175 0.0827 4.0% 0.0004 0.0% 77% False False 154
40 2.1002 1.9839 0.1163 5.6% 0.0002 0.0% 84% False False 121
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.0813
2.618 2.0813
1.618 2.0813
1.000 2.0813
0.618 2.0813
HIGH 2.0813
0.618 2.0813
0.500 2.0813
0.382 2.0813
LOW 2.0813
0.618 2.0813
1.000 2.0813
1.618 2.0813
2.618 2.0813
4.250 2.0813
Fisher Pivots for day following 09-Nov-2007
Pivot 1 day 3 day
R1 2.0813 2.0908
PP 2.0813 2.0876
S1 2.0813 2.0845

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

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