CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 04-Apr-2008
Day Change Summary
Previous Current
03-Apr-2008 04-Apr-2008 Change Change % Previous Week
Open 1.9547 1.9700 0.0153 0.8% 1.9560
High 1.9717 1.9700 -0.0017 -0.1% 1.9717
Low 1.9547 1.9700 0.0153 0.8% 1.9501
Close 1.9701 1.9669 -0.0032 -0.2% 1.9669
Range 0.0170 0.0000 -0.0170 -100.0% 0.0216
ATR 0.0101 0.0094 -0.0007 -7.1% 0.0000
Volume 1 6 5 500.0% 51
Daily Pivots for day following 04-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.9690 1.9679 1.9669
R3 1.9690 1.9679 1.9669
R2 1.9690 1.9690 1.9669
R1 1.9679 1.9679 1.9669 1.9685
PP 1.9690 1.9690 1.9690 1.9692
S1 1.9679 1.9679 1.9669 1.9685
S2 1.9690 1.9690 1.9669
S3 1.9690 1.9679 1.9669
S4 1.9690 1.9679 1.9669
Weekly Pivots for week ending 04-Apr-2008
Classic Woodie Camarilla DeMark
R4 2.0277 2.0189 1.9788
R3 2.0061 1.9973 1.9728
R2 1.9845 1.9845 1.9709
R1 1.9757 1.9757 1.9689 1.9801
PP 1.9629 1.9629 1.9629 1.9651
S1 1.9541 1.9541 1.9649 1.9585
S2 1.9413 1.9413 1.9629
S3 1.9197 1.9325 1.9610
S4 1.8981 1.9109 1.9550
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9717 1.9501 0.0216 1.1% 0.0047 0.2% 78% False False 10
10 1.9903 1.9501 0.0402 2.0% 0.0065 0.3% 42% False False 105
20 2.0000 1.9444 0.0556 2.8% 0.0068 0.3% 40% False False 60
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.9700
2.618 1.9700
1.618 1.9700
1.000 1.9700
0.618 1.9700
HIGH 1.9700
0.618 1.9700
0.500 1.9700
0.382 1.9700
LOW 1.9700
0.618 1.9700
1.000 1.9700
1.618 1.9700
2.618 1.9700
4.250 1.9700
Fisher Pivots for day following 04-Apr-2008
Pivot 1 day 3 day
R1 1.9700 1.9657
PP 1.9690 1.9644
S1 1.9679 1.9632

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

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