CME British Pound Future June 2008


Trading Metrics calculated at close of trading on 06-Mar-2008
Day Change Summary
Previous Current
05-Mar-2008 06-Mar-2008 Change Change % Previous Week
Open 1.9619 1.9890 0.0271 1.4% 1.9510
High 1.9820 1.9942 0.0122 0.6% 1.9778
Low 1.9619 1.9890 0.0271 1.4% 1.9510
Close 1.9770 1.9942 0.0172 0.9% 1.9730
Range 0.0201 0.0052 -0.0149 -74.1% 0.0268
ATR 0.0093 0.0098 0.0006 6.1% 0.0000
Volume 1,207 2,077 870 72.1% 3,746
Daily Pivots for day following 06-Mar-2008
Classic Woodie Camarilla DeMark
R4 2.0081 2.0063 1.9971
R3 2.0029 2.0011 1.9956
R2 1.9977 1.9977 1.9952
R1 1.9959 1.9959 1.9947 1.9968
PP 1.9925 1.9925 1.9925 1.9929
S1 1.9907 1.9907 1.9937 1.9916
S2 1.9873 1.9873 1.9932
S3 1.9821 1.9855 1.9928
S4 1.9769 1.9803 1.9913
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 1.9942 1.9619 0.0323 1.6% 0.0094 0.5% 100% True False 1,178
10 1.9942 1.9510 0.0432 2.2% 0.0047 0.2% 100% True False 954
20 1.9942 1.9235 0.0707 3.5% 0.0029 0.1% 100% True False 609
40 1.9942 1.9235 0.0707 3.5% 0.0017 0.1% 100% True False 445
Crabel Price Patterns
NR True
NR4 True
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 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2.0163
2.618 2.0078
1.618 2.0026
1.000 1.9994
0.618 1.9974
HIGH 1.9942
0.618 1.9922
0.500 1.9916
0.382 1.9910
LOW 1.9890
0.618 1.9858
1.000 1.9838
1.618 1.9806
2.618 1.9754
4.250 1.9669
Fisher Pivots for day following 06-Mar-2008
Pivot 1 day 3 day
R1 1.9933 1.9888
PP 1.9925 1.9834
S1 1.9916 1.9781

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

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