CME British Pound Future June 2008


Trading Metrics calculated at close of trading on 21-Feb-2008
Day Change Summary
Previous Current
20-Feb-2008 21-Feb-2008 Change Change % Previous Week
Open 1.9275 1.9425 0.0150 0.8% 1.9285
High 1.9275 1.9490 0.0215 1.1% 1.9529
Low 1.9275 1.9425 0.0150 0.8% 1.9283
Close 1.9280 1.9463 0.0183 0.9% 1.9425
Range 0.0000 0.0065 0.0065 0.0246
ATR 0.0076 0.0086 0.0010 12.6% 0.0000
Volume 573 733 160 27.9% 956
Daily Pivots for day following 21-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.9654 1.9624 1.9499
R3 1.9589 1.9559 1.9481
R2 1.9524 1.9524 1.9475
R1 1.9494 1.9494 1.9469 1.9509
PP 1.9459 1.9459 1.9459 1.9467
S1 1.9429 1.9429 1.9457 1.9444
S2 1.9394 1.9394 1.9451
S3 1.9329 1.9364 1.9445
S4 1.9264 1.9299 1.9427
Weekly Pivots for week ending 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 2.0150 2.0034 1.9560
R3 1.9904 1.9788 1.9493
R2 1.9658 1.9658 1.9470
R1 1.9542 1.9542 1.9448 1.9600
PP 1.9412 1.9412 1.9412 1.9442
S1 1.9296 1.9296 1.9402 1.9354
S2 1.9166 1.9166 1.9380
S3 1.8920 1.9050 1.9357
S4 1.8674 1.8804 1.9290
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9529 1.9275 0.0254 1.3% 0.0013 0.1% 74% False False 400
10 1.9529 1.9235 0.0294 1.5% 0.0010 0.1% 78% False False 264
20 1.9768 1.9235 0.0533 2.7% 0.0010 0.1% 43% False False 280
40 1.9863 1.9235 0.0628 3.2% 0.0006 0.0% 36% False False 222
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0004
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 1.9766
2.618 1.9660
1.618 1.9595
1.000 1.9555
0.618 1.9530
HIGH 1.9490
0.618 1.9465
0.500 1.9458
0.382 1.9450
LOW 1.9425
0.618 1.9385
1.000 1.9360
1.618 1.9320
2.618 1.9255
4.250 1.9149
Fisher Pivots for day following 21-Feb-2008
Pivot 1 day 3 day
R1 1.9461 1.9436
PP 1.9459 1.9409
S1 1.9458 1.9383

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

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