CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 03-Apr-2008
Day Change Summary
Previous Current
02-Apr-2008 03-Apr-2008 Change Change % Previous Week
Open 1.9585 1.9547 -0.0038 -0.2% 1.9556
High 1.9585 1.9717 0.0132 0.7% 1.9903
Low 1.9585 1.9547 -0.0038 -0.2% 1.9556
Close 1.9625 1.9701 0.0076 0.4% 1.9636
Range 0.0000 0.0170 0.0170 0.0347
ATR 0.0096 0.0101 0.0005 5.6% 0.0000
Volume 35 1 -34 -97.1% 1,006
Daily Pivots for day following 03-Apr-2008
Classic Woodie Camarilla DeMark
R4 2.0165 2.0103 1.9795
R3 1.9995 1.9933 1.9748
R2 1.9825 1.9825 1.9732
R1 1.9763 1.9763 1.9717 1.9794
PP 1.9655 1.9655 1.9655 1.9671
S1 1.9593 1.9593 1.9685 1.9624
S2 1.9485 1.9485 1.9670
S3 1.9315 1.9423 1.9654
S4 1.9145 1.9253 1.9608
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 1.9806 1.9501 0.0305 1.5% 0.0074 0.4% 66% False False 12
10 1.9903 1.9444 0.0459 2.3% 0.0074 0.4% 56% False False 105
20 2.0000 1.9444 0.0556 2.8% 0.0069 0.4% 46% False False 60
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 0.0004
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 2.0440
2.618 2.0162
1.618 1.9992
1.000 1.9887
0.618 1.9822
HIGH 1.9717
0.618 1.9652
0.500 1.9632
0.382 1.9612
LOW 1.9547
0.618 1.9442
1.000 1.9377
1.618 1.9272
2.618 1.9102
4.250 1.8825
Fisher Pivots for day following 03-Apr-2008
Pivot 1 day 3 day
R1 1.9678 1.9670
PP 1.9655 1.9640
S1 1.9632 1.9609

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

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