CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 07-Apr-2008
Day Change Summary
Previous Current
04-Apr-2008 07-Apr-2008 Change Change % Previous Week
Open 1.9700 1.9652 -0.0048 -0.2% 1.9560
High 1.9700 1.9660 -0.0040 -0.2% 1.9717
Low 1.9700 1.9652 -0.0048 -0.2% 1.9501
Close 1.9669 1.9616 -0.0053 -0.3% 1.9669
Range 0.0000 0.0008 0.0008 0.0216
ATR 0.0094 0.0088 -0.0005 -5.8% 0.0000
Volume 6 1 -5 -83.3% 51
Daily Pivots for day following 07-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.9667 1.9649 1.9620
R3 1.9659 1.9641 1.9618
R2 1.9651 1.9651 1.9617
R1 1.9633 1.9633 1.9617 1.9638
PP 1.9643 1.9643 1.9643 1.9645
S1 1.9625 1.9625 1.9615 1.9630
S2 1.9635 1.9635 1.9615
S3 1.9627 1.9617 1.9614
S4 1.9619 1.9609 1.9612
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% 0.0049 0.2% 53% False False 9
10 1.9903 1.9501 0.0402 2.0% 0.0066 0.3% 29% False False 101
20 2.0000 1.9444 0.0556 2.8% 0.0068 0.3% 31% False False 59
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.9694
2.618 1.9681
1.618 1.9673
1.000 1.9668
0.618 1.9665
HIGH 1.9660
0.618 1.9657
0.500 1.9656
0.382 1.9655
LOW 1.9652
0.618 1.9647
1.000 1.9644
1.618 1.9639
2.618 1.9631
4.250 1.9618
Fisher Pivots for day following 07-Apr-2008
Pivot 1 day 3 day
R1 1.9656 1.9632
PP 1.9643 1.9627
S1 1.9629 1.9621

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

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