CME British Pound Future June 2008


Trading Metrics calculated at close of trading on 28-Jan-2008
Day Change Summary
Previous Current
25-Jan-2008 28-Jan-2008 Change Change % Previous Week
Open 1.9647 1.9692 0.0045 0.2% 1.9466
High 1.9647 1.9692 0.0045 0.2% 1.9647
Low 1.9647 1.9692 0.0045 0.2% 1.9330
Close 1.9647 1.9669 0.0022 0.1% 1.9647
Range
ATR 0.0079 0.0076 -0.0002 -3.1% 0.0000
Volume 568 238 -330 -58.1% 1,998
Daily Pivots for day following 28-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.9684 1.9677 1.9669
R3 1.9684 1.9677 1.9669
R2 1.9684 1.9684 1.9669
R1 1.9677 1.9677 1.9669 1.9681
PP 1.9684 1.9684 1.9684 1.9686
S1 1.9677 1.9677 1.9669 1.9681
S2 1.9684 1.9684 1.9669
S3 1.9684 1.9677 1.9669
S4 1.9684 1.9677 1.9669
Weekly Pivots for week ending 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 2.0492 2.0387 1.9821
R3 2.0175 2.0070 1.9734
R2 1.9858 1.9858 1.9705
R1 1.9753 1.9753 1.9676 1.9806
PP 1.9541 1.9541 1.9541 1.9568
S1 1.9436 1.9436 1.9618 1.9489
S2 1.9224 1.9224 1.9589
S3 1.8907 1.9119 1.9560
S4 1.8590 1.8802 1.9473
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9692 1.9330 0.0362 1.8% 0.0005 0.0% 94% True False 447
10 1.9692 1.9330 0.0362 1.8% 0.0006 0.0% 94% True False 431
20 1.9830 1.9330 0.0500 2.5% 0.0003 0.0% 68% False False 253
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 -0.0009
Fibonacci Retracements and Extensions
4.250 1.9692
2.618 1.9692
1.618 1.9692
1.000 1.9692
0.618 1.9692
HIGH 1.9692
0.618 1.9692
0.500 1.9692
0.382 1.9692
LOW 1.9692
0.618 1.9692
1.000 1.9692
1.618 1.9692
2.618 1.9692
4.250 1.9692
Fisher Pivots for day following 28-Jan-2008
Pivot 1 day 3 day
R1 1.9692 1.9647
PP 1.9684 1.9625
S1 1.9677 1.9604

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

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