CME British Pound Future June 2008


Trading Metrics calculated at close of trading on 24-Jan-2008
Day Change Summary
Previous Current
23-Jan-2008 24-Jan-2008 Change Change % Previous Week
Open 1.9357 1.9515 0.0158 0.8% 1.9432
High 1.9330 1.9539 0.0209 1.1% 1.9580
Low 1.9330 1.9515 0.0185 1.0% 1.9432
Close 1.9357 1.9585 0.0228 1.2% 1.9419
Range 0.0000 0.0024 0.0024 0.0148
ATR 0.0072 0.0080 0.0008 10.8% 0.0000
Volume 398 985 587 147.5% 2,075
Daily Pivots for day following 24-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.9618 1.9626 1.9598
R3 1.9594 1.9602 1.9592
R2 1.9570 1.9570 1.9589
R1 1.9578 1.9578 1.9587 1.9574
PP 1.9546 1.9546 1.9546 1.9545
S1 1.9554 1.9554 1.9583 1.9550
S2 1.9522 1.9522 1.9581
S3 1.9498 1.9530 1.9578
S4 1.9474 1.9506 1.9572
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.9921 1.9818 1.9500
R3 1.9773 1.9670 1.9460
R2 1.9625 1.9625 1.9446
R1 1.9522 1.9522 1.9433 1.9500
PP 1.9477 1.9477 1.9477 1.9466
S1 1.9374 1.9374 1.9405 1.9352
S2 1.9329 1.9329 1.9392
S3 1.9181 1.9226 1.9378
S4 1.9033 1.9078 1.9338
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9580 1.9330 0.0250 1.3% 0.0005 0.0% 102% False False 581
10 1.9580 1.9330 0.0250 1.3% 0.0006 0.0% 102% False False 364
20 1.9863 1.9330 0.0533 2.7% 0.0003 0.0% 48% False False 214
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0009
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.9641
2.618 1.9602
1.618 1.9578
1.000 1.9563
0.618 1.9554
HIGH 1.9539
0.618 1.9530
0.500 1.9527
0.382 1.9524
LOW 1.9515
0.618 1.9500
1.000 1.9491
1.618 1.9476
2.618 1.9452
4.250 1.9413
Fisher Pivots for day following 24-Jan-2008
Pivot 1 day 3 day
R1 1.9566 1.9535
PP 1.9546 1.9485
S1 1.9527 1.9435

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

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