CME British Pound Future March 2008


Trading Metrics calculated at close of trading on 29-Nov-2007
Day Change Summary
Previous Current
28-Nov-2007 29-Nov-2007 Change Change % Previous Week
Open 2.0621 2.0567 -0.0054 -0.3% 2.0413
High 2.0630 2.0567 -0.0063 -0.3% 2.0584
Low 2.0600 2.0550 -0.0050 -0.2% 2.0413
Close 2.0733 2.0539 -0.0194 -0.9% 2.0519
Range 0.0030 0.0017 -0.0013 -43.3% 0.0171
ATR 0.0093 0.0099 0.0006 7.0% 0.0000
Volume 962 556 -406 -42.2% 2,264
Daily Pivots for day following 29-Nov-2007
Classic Woodie Camarilla DeMark
R4 2.0603 2.0588 2.0548
R3 2.0586 2.0571 2.0544
R2 2.0569 2.0569 2.0542
R1 2.0554 2.0554 2.0541 2.0553
PP 2.0552 2.0552 2.0552 2.0552
S1 2.0537 2.0537 2.0537 2.0536
S2 2.0535 2.0535 2.0536
S3 2.0518 2.0520 2.0534
S4 2.0501 2.0503 2.0530
Weekly Pivots for week ending 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 2.1018 2.0940 2.0613
R3 2.0847 2.0769 2.0566
R2 2.0676 2.0676 2.0550
R1 2.0598 2.0598 2.0535 2.0637
PP 2.0505 2.0505 2.0505 2.0525
S1 2.0427 2.0427 2.0503 2.0466
S2 2.0334 2.0334 2.0488
S3 2.0163 2.0256 2.0472
S4 1.9992 2.0085 2.0425
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0650 2.0450 0.0200 1.0% 0.0048 0.2% 45% False False 499
10 2.0650 2.0360 0.0290 1.4% 0.0028 0.1% 62% False False 576
20 2.1002 2.0360 0.0642 3.1% 0.0016 0.1% 28% False False 442
40 2.1002 2.0175 0.0827 4.0% 0.0009 0.0% 44% False False 259
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0000
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2.0639
2.618 2.0612
1.618 2.0595
1.000 2.0584
0.618 2.0578
HIGH 2.0567
0.618 2.0561
0.500 2.0559
0.382 2.0556
LOW 2.0550
0.618 2.0539
1.000 2.0533
1.618 2.0522
2.618 2.0505
4.250 2.0478
Fisher Pivots for day following 29-Nov-2007
Pivot 1 day 3 day
R1 2.0559 2.0600
PP 2.0552 2.0580
S1 2.0546 2.0559

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

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