CME British Pound Future March 2008

Trading Metrics calculated at close of trading on 15-Feb-2008

Day Change Summary
	Previous	Current
	14-Feb-2008	15-Feb-2008	Change	Change %	Previous Week
Open	1.9683	1.9586	-0.0097	-0.5%	1.9434
High	1.9700	1.9622	-0.0078	-0.4%	1.9700
Low	1.9640	1.9546	-0.0094	-0.5%	1.9395
Close	1.9655	1.9551	-0.0104	-0.5%	1.9551
Range	0.0060	0.0076	0.0016	26.7%	0.0305
ATR	0.0119	0.0119	-0.0001	-0.6%	0.0000
Volume	59,163	58,746	-417	-0.7%	280,247

Daily Pivots for day following 15-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.9801	1.9752	1.9593
R3	1.9725	1.9676	1.9572
R2	1.9649	1.9649	1.9565
R1	1.9600	1.9600	1.9558	1.9587
PP	1.9573	1.9573	1.9573	1.9566
S1	1.9524	1.9524	1.9544	1.9511
S2	1.9497	1.9497	1.9537
S3	1.9421	1.9448	1.9530
S4	1.9345	1.9372	1.9509

Weekly Pivots for week ending 15-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.0464	2.0312	1.9719
R3	2.0159	2.0007	1.9635
R2	1.9854	1.9854	1.9607
R1	1.9702	1.9702	1.9579	1.9778
PP	1.9549	1.9549	1.9549	1.9587
S1	1.9397	1.9397	1.9523	1.9473
S2	1.9244	1.9244	1.9495
S3	1.8939	1.9092	1.9467
S4	1.8634	1.8787	1.9383

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.9700	1.9395	0.0305	1.6%	0.0081	0.4%	51%	False	False	56,049
10	1.9742	1.9355	0.0387	2.0%	0.0075	0.4%	51%	False	False	68,224
20	1.9892	1.9355	0.0537	2.7%	0.0094	0.5%	36%	False	False	71,959
40	2.0055	1.9355	0.0700	3.6%	0.0097	0.5%	28%	False	False	63,780
60	2.0650	1.9355	0.1295	6.6%	0.0088	0.5%	15%	False	False	48,663
80	2.1002	1.9355	0.1647	8.4%	0.0068	0.3%	12%	False	False	36,568
100	2.1002	1.9355	0.1647	8.4%	0.0054	0.3%	12%	False	False	29,270

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0023
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.9945
2.618	1.9821
1.618	1.9745
1.000	1.9698
0.618	1.9669
HIGH	1.9622
0.618	1.9593
0.500	1.9584
0.382	1.9575
LOW	1.9546
0.618	1.9499
1.000	1.9470
1.618	1.9423
2.618	1.9347
4.250	1.9223

Fisher Pivots for day following 15-Feb-2008
Pivot	1 day	3 day
R1	1.9584	1.9623
PP	1.9573	1.9599
S1	1.9562	1.9575

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols