CME British Pound Future March 2008


Trading Metrics calculated at close of trading on 16-Nov-2007
Day Change Summary
Previous Current
15-Nov-2007 16-Nov-2007 Change Change % Previous Week
Open 2.0402 2.0431 0.0029 0.1% 2.0595
High 2.0402 2.0431 0.0029 0.1% 2.0620
Low 2.0360 2.0431 0.0071 0.3% 2.0360
Close 2.0350 2.0431 0.0081 0.4% 2.0431
Range 0.0042 0.0000 -0.0042 -100.0% 0.0260
ATR 0.0098 0.0096 -0.0001 -1.2% 0.0000
Volume 731 780 49 6.7% 2,161
Daily Pivots for day following 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 2.0431 2.0431 2.0431
R3 2.0431 2.0431 2.0431
R2 2.0431 2.0431 2.0431
R1 2.0431 2.0431 2.0431 2.0431
PP 2.0431 2.0431 2.0431 2.0431
S1 2.0431 2.0431 2.0431 2.0431
S2 2.0431 2.0431 2.0431
S3 2.0431 2.0431 2.0431
S4 2.0431 2.0431 2.0431
Weekly Pivots for week ending 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 2.1250 2.1101 2.0574
R3 2.0990 2.0841 2.0503
R2 2.0730 2.0730 2.0479
R1 2.0581 2.0581 2.0455 2.0526
PP 2.0470 2.0470 2.0470 2.0443
S1 2.0321 2.0321 2.0407 2.0266
S2 2.0210 2.0210 2.0383
S3 1.9950 2.0061 2.0360
S4 1.9690 1.9801 2.0288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0813 2.0360 0.0453 2.2% 0.0008 0.0% 16% False False 515
10 2.1002 2.0360 0.0642 3.1% 0.0009 0.0% 11% False False 420
20 2.1002 2.0175 0.0827 4.0% 0.0006 0.0% 31% False False 258
40 2.1002 2.0057 0.0945 4.6% 0.0003 0.0% 40% False False 168
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 2.0431
2.618 2.0431
1.618 2.0431
1.000 2.0431
0.618 2.0431
HIGH 2.0431
0.618 2.0431
0.500 2.0431
0.382 2.0431
LOW 2.0431
0.618 2.0431
1.000 2.0431
1.618 2.0431
2.618 2.0431
4.250 2.0431
Fisher Pivots for day following 16-Nov-2007
Pivot 1 day 3 day
R1 2.0431 2.0427
PP 2.0431 2.0422
S1 2.0431 2.0418

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

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