CME British Pound Future September 2008

Trading Metrics calculated at close of trading on 15-Apr-2008

Day Change Summary
	Previous	Current
	14-Apr-2008	15-Apr-2008	Change	Change %	Previous Week
Open	1.9432	1.9438	0.0006	0.0%	1.9652
High	1.9631	1.9511	-0.0120	-0.6%	1.9660
Low	1.9432	1.9400	-0.0032	-0.2%	1.9429
Close	1.9509	1.9386	-0.0123	-0.6%	1.9484
Range	0.0199	0.0111	-0.0088	-44.2%	0.0231
ATR	0.0101	0.0101	0.0001	0.7%	0.0000
Volume	11	7	-4	-36.4%	77

Daily Pivots for day following 15-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.9765	1.9687	1.9447
R3	1.9654	1.9576	1.9417
R2	1.9543	1.9543	1.9406
R1	1.9465	1.9465	1.9396	1.9449
PP	1.9432	1.9432	1.9432	1.9424
S1	1.9354	1.9354	1.9376	1.9338
S2	1.9321	1.9321	1.9366
S3	1.9210	1.9243	1.9355
S4	1.9099	1.9132	1.9325

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	1.9631	1.9400	0.0231	1.2%	0.0113	0.6%	-6%	False	True	14
10	1.9717	1.9400	0.0317	1.6%	0.0091	0.5%	-4%	False	True	13
20	1.9903	1.9400	0.0503	2.6%	0.0089	0.5%	-3%	False	True	61

Crabel Price Patterns
NR	True
NR4	False
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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.9983
2.618	1.9802
1.618	1.9691
1.000	1.9622
0.618	1.9580
HIGH	1.9511
0.618	1.9469
0.500	1.9456
0.382	1.9442
LOW	1.9400
0.618	1.9331
1.000	1.9289
1.618	1.9220
2.618	1.9109
4.250	1.8928

Fisher Pivots for day following 15-Apr-2008
Pivot	1 day	3 day
R1	1.9456	1.9516
PP	1.9432	1.9472
S1	1.9409	1.9429

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols