CME British Pound Future March 2008


Trading Metrics calculated at close of trading on 20-Nov-2007
Day Change Summary
Previous Current
19-Nov-2007 20-Nov-2007 Change Change % Previous Week
Open 2.0413 2.0584 0.0171 0.8% 2.0595
High 2.0413 2.0584 0.0171 0.8% 2.0620
Low 2.0413 2.0584 0.0171 0.8% 2.0360
Close 2.0413 2.0584 0.0171 0.8% 2.0431
Range
ATR 0.0091 0.0097 0.0006 6.3% 0.0000
Volume 488 272 -216 -44.3% 2,161
Daily Pivots for day following 20-Nov-2007
Classic Woodie Camarilla DeMark
R4 2.0584 2.0584 2.0584
R3 2.0584 2.0584 2.0584
R2 2.0584 2.0584 2.0584
R1 2.0584 2.0584 2.0584 2.0584
PP 2.0584 2.0584 2.0584 2.0584
S1 2.0584 2.0584 2.0584 2.0584
S2 2.0584 2.0584 2.0584
S3 2.0584 2.0584 2.0584
S4 2.0584 2.0584 2.0584
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 2.0584 2.0360 0.0224 1.1% 0.0008 0.0% 100% True False 553
10 2.1002 2.0360 0.0642 3.1% 0.0006 0.0% 35% False False 452
20 2.1002 2.0360 0.0642 3.1% 0.0006 0.0% 35% False False 292
40 2.1002 2.0057 0.0945 4.6% 0.0003 0.0% 56% False False 186
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 -0.0003
Fibonacci Retracements and Extensions
4.250 2.0584
2.618 2.0584
1.618 2.0584
1.000 2.0584
0.618 2.0584
HIGH 2.0584
0.618 2.0584
0.500 2.0584
0.382 2.0584
LOW 2.0584
0.618 2.0584
1.000 2.0584
1.618 2.0584
2.618 2.0584
4.250 2.0584
Fisher Pivots for day following 20-Nov-2007
Pivot 1 day 3 day
R1 2.0584 2.0556
PP 2.0584 2.0527
S1 2.0584 2.0499

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

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