CME British Pound Future June 2008


Trading Metrics calculated at close of trading on 03-Mar-2008
Day Change Summary
Previous Current
29-Feb-2008 03-Mar-2008 Change Change % Previous Week
Open 1.9727 1.9693 -0.0034 -0.2% 1.9510
High 1.9727 1.9810 0.0083 0.4% 1.9778
Low 1.9700 1.9690 -0.0010 -0.1% 1.9510
Close 1.9730 1.9696 -0.0034 -0.2% 1.9730
Range 0.0027 0.0120 0.0093 344.4% 0.0268
ATR 0.0083 0.0085 0.0003 3.2% 0.0000
Volume 372 1,077 705 189.5% 3,746
Daily Pivots for day following 03-Mar-2008
Classic Woodie Camarilla DeMark
R4 2.0092 2.0014 1.9762
R3 1.9972 1.9894 1.9729
R2 1.9852 1.9852 1.9718
R1 1.9774 1.9774 1.9707 1.9813
PP 1.9732 1.9732 1.9732 1.9752
S1 1.9654 1.9654 1.9685 1.9693
S2 1.9612 1.9612 1.9674
S3 1.9492 1.9534 1.9663
S4 1.9372 1.9414 1.9630
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 2.0477 2.0371 1.9877
R3 2.0209 2.0103 1.9804
R2 1.9941 1.9941 1.9779
R1 1.9835 1.9835 1.9755 1.9888
PP 1.9673 1.9673 1.9673 1.9699
S1 1.9567 1.9567 1.9705 1.9620
S2 1.9405 1.9405 1.9681
S3 1.9137 1.9299 1.9656
S4 1.8869 1.9031 1.9583
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9810 1.9690 0.0120 0.6% 0.0029 0.1% 5% True True 782
10 1.9810 1.9275 0.0535 2.7% 0.0021 0.1% 79% True False 656
20 1.9810 1.9235 0.0575 2.9% 0.0014 0.1% 80% True False 421
40 1.9810 1.9235 0.0575 2.9% 0.0009 0.0% 80% True False 347
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0001
Widest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 2.0320
2.618 2.0124
1.618 2.0004
1.000 1.9930
0.618 1.9884
HIGH 1.9810
0.618 1.9764
0.500 1.9750
0.382 1.9736
LOW 1.9690
0.618 1.9616
1.000 1.9570
1.618 1.9496
2.618 1.9376
4.250 1.9180
Fisher Pivots for day following 03-Mar-2008
Pivot 1 day 3 day
R1 1.9750 1.9750
PP 1.9732 1.9732
S1 1.9714 1.9714

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

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