CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 02-Apr-2008
Day Change Summary
Previous Current
01-Apr-2008 02-Apr-2008 Change Change % Previous Week
Open 1.9501 1.9585 0.0084 0.4% 1.9556
High 1.9566 1.9585 0.0019 0.1% 1.9903
Low 1.9501 1.9585 0.0084 0.4% 1.9556
Close 1.9497 1.9625 0.0128 0.7% 1.9636
Range 0.0065 0.0000 -0.0065 -100.0% 0.0347
ATR 0.0096 0.0096 -0.0001 -0.6% 0.0000
Volume 2 35 33 1,650.0% 1,006
Daily Pivots for day following 02-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.9598 1.9612 1.9625
R3 1.9598 1.9612 1.9625
R2 1.9598 1.9598 1.9625
R1 1.9612 1.9612 1.9625 1.9605
PP 1.9598 1.9598 1.9598 1.9595
S1 1.9612 1.9612 1.9625 1.9605
S2 1.9598 1.9598 1.9625
S3 1.9598 1.9612 1.9625
S4 1.9598 1.9612 1.9625
Weekly Pivots for week ending 28-Mar-2008
Classic Woodie Camarilla DeMark
R4 2.0739 2.0535 1.9827
R3 2.0392 2.0188 1.9731
R2 2.0045 2.0045 1.9700
R1 1.9841 1.9841 1.9668 1.9943
PP 1.9698 1.9698 1.9698 1.9750
S1 1.9494 1.9494 1.9604 1.9596
S2 1.9351 1.9351 1.9572
S3 1.9004 1.9147 1.9541
S4 1.8657 1.8800 1.9445
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9903 1.9501 0.0402 2.0% 0.0067 0.3% 31% False False 100
10 1.9903 1.9444 0.0459 2.3% 0.0064 0.3% 39% False False 106
20 2.0000 1.9444 0.0556 2.8% 0.0066 0.3% 33% False False 60
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.9585
2.618 1.9585
1.618 1.9585
1.000 1.9585
0.618 1.9585
HIGH 1.9585
0.618 1.9585
0.500 1.9585
0.382 1.9585
LOW 1.9585
0.618 1.9585
1.000 1.9585
1.618 1.9585
2.618 1.9585
4.250 1.9585
Fisher Pivots for day following 02-Apr-2008
Pivot 1 day 3 day
R1 1.9612 1.9598
PP 1.9598 1.9570
S1 1.9585 1.9543

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

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