CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 08-Apr-2008
Day Change Summary
Previous Current
07-Apr-2008 08-Apr-2008 Change Change % Previous Week
Open 1.9652 1.9600 -0.0052 -0.3% 1.9560
High 1.9660 1.9600 -0.0060 -0.3% 1.9717
Low 1.9652 1.9429 -0.0223 -1.1% 1.9501
Close 1.9616 1.9451 -0.0165 -0.8% 1.9669
Range 0.0008 0.0171 0.0163 2,037.5% 0.0216
ATR 0.0088 0.0095 0.0007 8.0% 0.0000
Volume 1 21 20 2,000.0% 51
Daily Pivots for day following 08-Apr-2008
Classic Woodie Camarilla DeMark
R4 2.0006 1.9900 1.9545
R3 1.9835 1.9729 1.9498
R2 1.9664 1.9664 1.9482
R1 1.9558 1.9558 1.9467 1.9526
PP 1.9493 1.9493 1.9493 1.9477
S1 1.9387 1.9387 1.9435 1.9355
S2 1.9322 1.9322 1.9420
S3 1.9151 1.9216 1.9404
S4 1.8980 1.9045 1.9357
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 1.9429 0.0288 1.5% 0.0070 0.4% 8% False True 12
10 1.9903 1.9429 0.0474 2.4% 0.0082 0.4% 5% False True 55
20 2.0000 1.9429 0.0571 2.9% 0.0076 0.4% 4% False True 60
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 14 trading days
Fibonacci Retracements and Extensions
4.250 2.0327
2.618 2.0048
1.618 1.9877
1.000 1.9771
0.618 1.9706
HIGH 1.9600
0.618 1.9535
0.500 1.9515
0.382 1.9494
LOW 1.9429
0.618 1.9323
1.000 1.9258
1.618 1.9152
2.618 1.8981
4.250 1.8702
Fisher Pivots for day following 08-Apr-2008
Pivot 1 day 3 day
R1 1.9515 1.9565
PP 1.9493 1.9527
S1 1.9472 1.9489

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

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