CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 24-Apr-2008
Day Change Summary
Previous Current
23-Apr-2008 24-Apr-2008 Change Change % Previous Week
Open 1.9748 1.9612 -0.0136 -0.7% 1.9432
High 1.9748 1.9612 -0.0136 -0.7% 1.9791
Low 1.9596 1.9491 -0.0105 -0.5% 1.9400
Close 1.9602 1.9559 -0.0043 -0.2% 1.9736
Range 0.0152 0.0121 -0.0031 -20.4% 0.0391
ATR 0.0128 0.0128 -0.0001 -0.4% 0.0000
Volume 18 78 60 333.3% 306
Daily Pivots for day following 24-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.9917 1.9859 1.9626
R3 1.9796 1.9738 1.9592
R2 1.9675 1.9675 1.9581
R1 1.9617 1.9617 1.9570 1.9586
PP 1.9554 1.9554 1.9554 1.9538
S1 1.9496 1.9496 1.9548 1.9465
S2 1.9433 1.9433 1.9537
S3 1.9312 1.9375 1.9526
S4 1.9191 1.9254 1.9492
Weekly Pivots for week ending 18-Apr-2008
Classic Woodie Camarilla DeMark
R4 2.0815 2.0667 1.9951
R3 2.0424 2.0276 1.9844
R2 2.0033 2.0033 1.9808
R1 1.9885 1.9885 1.9772 1.9959
PP 1.9642 1.9642 1.9642 1.9680
S1 1.9494 1.9494 1.9700 1.9568
S2 1.9251 1.9251 1.9664
S3 1.8860 1.9103 1.9628
S4 1.8469 1.8712 1.9521
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9820 1.9491 0.0329 1.7% 0.0153 0.8% 21% False True 75
10 1.9820 1.9400 0.0420 2.1% 0.0146 0.7% 38% False False 49
20 1.9820 1.9400 0.0420 2.1% 0.0110 0.6% 38% False False 30
40 2.0000 1.9400 0.0600 3.1% 0.0090 0.5% 27% False False 45
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 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2.0126
2.618 1.9929
1.618 1.9808
1.000 1.9733
0.618 1.9687
HIGH 1.9612
0.618 1.9566
0.500 1.9552
0.382 1.9537
LOW 1.9491
0.618 1.9416
1.000 1.9370
1.618 1.9295
2.618 1.9174
4.250 1.8977
Fisher Pivots for day following 24-Apr-2008
Pivot 1 day 3 day
R1 1.9557 1.9625
PP 1.9554 1.9603
S1 1.9552 1.9581

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

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