CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 29-Apr-2008
Day Change Summary
Previous Current
28-Apr-2008 29-Apr-2008 Change Change % Previous Week
Open 1.9596 1.9657 0.0061 0.3% 1.9820
High 1.9740 1.9657 -0.0083 -0.4% 1.9820
Low 1.9596 1.9485 -0.0111 -0.6% 1.9486
Close 1.9702 1.9486 -0.0216 -1.1% 1.9622
Range 0.0144 0.0172 0.0028 19.4% 0.0334
ATR 0.0133 0.0139 0.0006 4.5% 0.0000
Volume 379 52 -327 -86.3% 201
Daily Pivots for day following 29-Apr-2008
Classic Woodie Camarilla DeMark
R4 2.0059 1.9944 1.9581
R3 1.9887 1.9772 1.9533
R2 1.9715 1.9715 1.9518
R1 1.9600 1.9600 1.9502 1.9572
PP 1.9543 1.9543 1.9543 1.9528
S1 1.9428 1.9428 1.9470 1.9400
S2 1.9371 1.9371 1.9454
S3 1.9199 1.9256 1.9439
S4 1.9027 1.9084 1.9391
Weekly Pivots for week ending 25-Apr-2008
Classic Woodie Camarilla DeMark
R4 2.0645 2.0467 1.9806
R3 2.0311 2.0133 1.9714
R2 1.9977 1.9977 1.9683
R1 1.9799 1.9799 1.9653 1.9721
PP 1.9643 1.9643 1.9643 1.9604
S1 1.9465 1.9465 1.9591 1.9387
S2 1.9309 1.9309 1.9561
S3 1.8975 1.9131 1.9530
S4 1.8641 1.8797 1.9438
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9748 1.9485 0.0263 1.3% 0.0155 0.8% 0% False True 113
10 1.9820 1.9450 0.0370 1.9% 0.0159 0.8% 10% False False 92
20 1.9820 1.9400 0.0420 2.2% 0.0125 0.6% 20% False False 52
40 2.0000 1.9400 0.0600 3.1% 0.0096 0.5% 14% False False 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.0388
2.618 2.0107
1.618 1.9935
1.000 1.9829
0.618 1.9763
HIGH 1.9657
0.618 1.9591
0.500 1.9571
0.382 1.9551
LOW 1.9485
0.618 1.9379
1.000 1.9313
1.618 1.9207
2.618 1.9035
4.250 1.8754
Fisher Pivots for day following 29-Apr-2008
Pivot 1 day 3 day
R1 1.9571 1.9613
PP 1.9543 1.9570
S1 1.9514 1.9528

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

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