CME British Pound Future June 2008


Trading Metrics calculated at close of trading on 26-Feb-2008
Day Change Summary
Previous Current
25-Feb-2008 26-Feb-2008 Change Change % Previous Week
Open 1.9510 1.9714 0.0204 1.0% 1.9327
High 1.9512 1.9714 0.0202 1.0% 1.9520
Low 1.9510 1.9714 0.0204 1.0% 1.9275
Close 1.9520 1.9714 0.0194 1.0% 1.9535
Range 0.0002 0.0000 -0.0002 -100.0% 0.0245
ATR 0.0079 0.0088 0.0008 10.3% 0.0000
Volume 909 589 -320 -35.2% 1,742
Daily Pivots for day following 26-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.9714 1.9714 1.9714
R3 1.9714 1.9714 1.9714
R2 1.9714 1.9714 1.9714
R1 1.9714 1.9714 1.9714 1.9714
PP 1.9714 1.9714 1.9714 1.9714
S1 1.9714 1.9714 1.9714 1.9714
S2 1.9714 1.9714 1.9714
S3 1.9714 1.9714 1.9714
S4 1.9714 1.9714 1.9714
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 1.9714 1.9275 0.0439 2.2% 0.0013 0.1% 100% True False 616
10 1.9714 1.9275 0.0439 2.2% 0.0007 0.0% 100% True False 412
20 1.9768 1.9235 0.0533 2.7% 0.0009 0.0% 90% False False 279
40 1.9830 1.9235 0.0595 3.0% 0.0006 0.0% 81% False False 266
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 1.9714
2.618 1.9714
1.618 1.9714
1.000 1.9714
0.618 1.9714
HIGH 1.9714
0.618 1.9714
0.500 1.9714
0.382 1.9714
LOW 1.9714
0.618 1.9714
1.000 1.9714
1.618 1.9714
2.618 1.9714
4.250 1.9714
Fisher Pivots for day following 26-Feb-2008
Pivot 1 day 3 day
R1 1.9714 1.9680
PP 1.9714 1.9646
S1 1.9714 1.9612

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

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