CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 09-Apr-2008
Day Change Summary
Previous Current
08-Apr-2008 09-Apr-2008 Change Change % Previous Week
Open 1.9600 1.9437 -0.0163 -0.8% 1.9560
High 1.9600 1.9517 -0.0083 -0.4% 1.9717
Low 1.9429 1.9437 0.0008 0.0% 1.9501
Close 1.9451 1.9511 0.0060 0.3% 1.9669
Range 0.0171 0.0080 -0.0091 -53.2% 0.0216
ATR 0.0095 0.0094 -0.0001 -1.2% 0.0000
Volume 21 8 -13 -61.9% 51
Daily Pivots for day following 09-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.9728 1.9700 1.9555
R3 1.9648 1.9620 1.9533
R2 1.9568 1.9568 1.9526
R1 1.9540 1.9540 1.9518 1.9554
PP 1.9488 1.9488 1.9488 1.9496
S1 1.9460 1.9460 1.9504 1.9474
S2 1.9408 1.9408 1.9496
S3 1.9328 1.9380 1.9489
S4 1.9248 1.9300 1.9467
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% 0.0086 0.4% 28% False False 7
10 1.9903 1.9429 0.0474 2.4% 0.0077 0.4% 17% False False 53
20 2.0000 1.9429 0.0571 2.9% 0.0079 0.4% 14% False False 58
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 1.9857
2.618 1.9726
1.618 1.9646
1.000 1.9597
0.618 1.9566
HIGH 1.9517
0.618 1.9486
0.500 1.9477
0.382 1.9468
LOW 1.9437
0.618 1.9388
1.000 1.9357
1.618 1.9308
2.618 1.9228
4.250 1.9097
Fisher Pivots for day following 09-Apr-2008
Pivot 1 day 3 day
R1 1.9500 1.9545
PP 1.9488 1.9533
S1 1.9477 1.9522

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

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