CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 30-Apr-2008
Day Change Summary
Previous Current
29-Apr-2008 30-Apr-2008 Change Change % Previous Week
Open 1.9657 1.9448 -0.0209 -1.1% 1.9820
High 1.9657 1.9696 0.0039 0.2% 1.9820
Low 1.9485 1.9448 -0.0037 -0.2% 1.9486
Close 1.9486 1.9704 0.0218 1.1% 1.9622
Range 0.0172 0.0248 0.0076 44.2% 0.0334
ATR 0.0139 0.0147 0.0008 5.6% 0.0000
Volume 52 47 -5 -9.6% 201
Daily Pivots for day following 30-Apr-2008
Classic Woodie Camarilla DeMark
R4 2.0360 2.0280 1.9840
R3 2.0112 2.0032 1.9772
R2 1.9864 1.9864 1.9749
R1 1.9784 1.9784 1.9727 1.9824
PP 1.9616 1.9616 1.9616 1.9636
S1 1.9536 1.9536 1.9681 1.9576
S2 1.9368 1.9368 1.9659
S3 1.9120 1.9288 1.9636
S4 1.8872 1.9040 1.9568
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 1.9740 1.9448 0.0292 1.5% 0.0174 0.9% 88% False True 119
10 1.9820 1.9448 0.0372 1.9% 0.0173 0.9% 69% False True 95
20 1.9820 1.9400 0.0420 2.1% 0.0138 0.7% 72% False False 53
40 2.0000 1.9400 0.0600 3.0% 0.0102 0.5% 51% False False 57
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 2.0750
2.618 2.0345
1.618 2.0097
1.000 1.9944
0.618 1.9849
HIGH 1.9696
0.618 1.9601
0.500 1.9572
0.382 1.9543
LOW 1.9448
0.618 1.9295
1.000 1.9200
1.618 1.9047
2.618 1.8799
4.250 1.8394
Fisher Pivots for day following 30-Apr-2008
Pivot 1 day 3 day
R1 1.9660 1.9667
PP 1.9616 1.9631
S1 1.9572 1.9594

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

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