CME British Pound Future June 2008


Trading Metrics calculated at close of trading on 22-Feb-2008
Day Change Summary
Previous Current
21-Feb-2008 22-Feb-2008 Change Change % Previous Week
Open 1.9425 1.9535 0.0110 0.6% 1.9327
High 1.9490 1.9520 0.0030 0.2% 1.9520
Low 1.9425 1.9520 0.0095 0.5% 1.9275
Close 1.9463 1.9535 0.0072 0.4% 1.9535
Range 0.0065 0.0000 -0.0065 -100.0% 0.0245
ATR 0.0086 0.0084 -0.0002 -2.4% 0.0000
Volume 733 276 -457 -62.3% 1,742
Daily Pivots for day following 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.9525 1.9530 1.9535
R3 1.9525 1.9530 1.9535
R2 1.9525 1.9525 1.9535
R1 1.9530 1.9530 1.9535 1.9535
PP 1.9525 1.9525 1.9525 1.9528
S1 1.9530 1.9530 1.9535 1.9535
S2 1.9525 1.9525 1.9535
S3 1.9525 1.9530 1.9535
S4 1.9525 1.9530 1.9535
Weekly Pivots for week ending 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 2.0178 2.0102 1.9670
R3 1.9933 1.9857 1.9602
R2 1.9688 1.9688 1.9580
R1 1.9612 1.9612 1.9557 1.9650
PP 1.9443 1.9443 1.9443 1.9463
S1 1.9367 1.9367 1.9513 1.9405
S2 1.9198 1.9198 1.9490
S3 1.8953 1.9122 1.9468
S4 1.8708 1.8877 1.9400
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9520 1.9275 0.0245 1.3% 0.0013 0.1% 106% True False 368
10 1.9529 1.9275 0.0254 1.3% 0.0009 0.0% 102% False False 276
20 1.9768 1.9235 0.0533 2.7% 0.0009 0.0% 56% False False 244
40 1.9863 1.9235 0.0628 3.2% 0.0006 0.0% 48% False False 229
Crabel Price Patterns
NR True
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 -0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.9520
2.618 1.9520
1.618 1.9520
1.000 1.9520
0.618 1.9520
HIGH 1.9520
0.618 1.9520
0.500 1.9520
0.382 1.9520
LOW 1.9520
0.618 1.9520
1.000 1.9520
1.618 1.9520
2.618 1.9520
4.250 1.9520
Fisher Pivots for day following 22-Feb-2008
Pivot 1 day 3 day
R1 1.9530 1.9489
PP 1.9525 1.9443
S1 1.9520 1.9398

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

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