CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 11-Apr-2008
Day Change Summary
Previous Current
10-Apr-2008 11-Apr-2008 Change Change % Previous Week
Open 1.9520 1.9510 -0.0010 -0.1% 1.9652
High 1.9597 1.9512 -0.0085 -0.4% 1.9660
Low 1.9483 1.9451 -0.0032 -0.2% 1.9429
Close 1.9484 1.9484 0.0000 0.0% 1.9484
Range 0.0114 0.0061 -0.0053 -46.5% 0.0231
ATR 0.0096 0.0093 -0.0002 -2.6% 0.0000
Volume 14 33 19 135.7% 77
Daily Pivots for day following 11-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.9665 1.9636 1.9518
R3 1.9604 1.9575 1.9501
R2 1.9543 1.9543 1.9495
R1 1.9514 1.9514 1.9490 1.9498
PP 1.9482 1.9482 1.9482 1.9475
S1 1.9453 1.9453 1.9478 1.9437
S2 1.9421 1.9421 1.9473
S3 1.9360 1.9392 1.9467
S4 1.9299 1.9331 1.9450
Weekly Pivots for week ending 11-Apr-2008
Classic Woodie Camarilla DeMark
R4 2.0217 2.0082 1.9611
R3 1.9986 1.9851 1.9548
R2 1.9755 1.9755 1.9526
R1 1.9620 1.9620 1.9505 1.9572
PP 1.9524 1.9524 1.9524 1.9501
S1 1.9389 1.9389 1.9463 1.9341
S2 1.9293 1.9293 1.9442
S3 1.9062 1.9158 1.9420
S4 1.8831 1.8927 1.9357
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9660 1.9429 0.0231 1.2% 0.0087 0.4% 24% False False 15
10 1.9717 1.9429 0.0288 1.5% 0.0067 0.3% 19% False False 12
20 2.0000 1.9429 0.0571 2.9% 0.0087 0.4% 10% False False 60
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0004
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.9771
2.618 1.9672
1.618 1.9611
1.000 1.9573
0.618 1.9550
HIGH 1.9512
0.618 1.9489
0.500 1.9482
0.382 1.9474
LOW 1.9451
0.618 1.9413
1.000 1.9390
1.618 1.9352
2.618 1.9291
4.250 1.9192
Fisher Pivots for day following 11-Apr-2008
Pivot 1 day 3 day
R1 1.9483 1.9517
PP 1.9482 1.9506
S1 1.9482 1.9495

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

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