CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 17-Apr-2008
Day Change Summary
Previous Current
16-Apr-2008 17-Apr-2008 Change Change % Previous Week
Open 1.9450 1.9513 0.0063 0.3% 1.9652
High 1.9559 1.9714 0.0155 0.8% 1.9660
Low 1.9450 1.9502 0.0052 0.3% 1.9429
Close 1.9494 1.9714 0.0220 1.1% 1.9484
Range 0.0109 0.0212 0.0103 94.5% 0.0231
ATR 0.0107 0.0115 0.0008 7.6% 0.0000
Volume 16 54 38 237.5% 77
Daily Pivots for day following 17-Apr-2008
Classic Woodie Camarilla DeMark
R4 2.0279 2.0209 1.9831
R3 2.0067 1.9997 1.9772
R2 1.9855 1.9855 1.9753
R1 1.9785 1.9785 1.9733 1.9820
PP 1.9643 1.9643 1.9643 1.9661
S1 1.9573 1.9573 1.9695 1.9608
S2 1.9431 1.9431 1.9675
S3 1.9219 1.9361 1.9656
S4 1.9007 1.9149 1.9597
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 1.9714 1.9400 0.0314 1.6% 0.0138 0.7% 100% True False 24
10 1.9714 1.9400 0.0314 1.6% 0.0107 0.5% 100% True False 17
20 1.9903 1.9400 0.0503 2.6% 0.0090 0.5% 62% False False 61
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 0.0009
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 2.0615
2.618 2.0269
1.618 2.0057
1.000 1.9926
0.618 1.9845
HIGH 1.9714
0.618 1.9633
0.500 1.9608
0.382 1.9583
LOW 1.9502
0.618 1.9371
1.000 1.9290
1.618 1.9159
2.618 1.8947
4.250 1.8601
Fisher Pivots for day following 17-Apr-2008
Pivot 1 day 3 day
R1 1.9679 1.9662
PP 1.9643 1.9609
S1 1.9608 1.9557

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

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