CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 01-May-2008
Day Change Summary
Previous Current
30-Apr-2008 01-May-2008 Change Change % Previous Week
Open 1.9448 1.9715 0.0267 1.4% 1.9820
High 1.9696 1.9715 0.0019 0.1% 1.9820
Low 1.9448 1.9550 0.0102 0.5% 1.9486
Close 1.9704 1.9551 -0.0153 -0.8% 1.9622
Range 0.0248 0.0165 -0.0083 -33.5% 0.0334
ATR 0.0147 0.0148 0.0001 0.9% 0.0000
Volume 47 192 145 308.5% 201
Daily Pivots for day following 01-May-2008
Classic Woodie Camarilla DeMark
R4 2.0100 1.9991 1.9642
R3 1.9935 1.9826 1.9596
R2 1.9770 1.9770 1.9581
R1 1.9661 1.9661 1.9566 1.9633
PP 1.9605 1.9605 1.9605 1.9592
S1 1.9496 1.9496 1.9536 1.9468
S2 1.9440 1.9440 1.9521
S3 1.9275 1.9331 1.9506
S4 1.9110 1.9166 1.9460
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% 0.0183 0.9% 35% False False 142
10 1.9820 1.9448 0.0372 1.9% 0.0168 0.9% 28% False False 108
20 1.9820 1.9400 0.0420 2.1% 0.0137 0.7% 36% False False 63
40 2.0000 1.9400 0.0600 3.1% 0.0103 0.5% 25% False False 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 True
Stretch 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.0416
2.618 2.0147
1.618 1.9982
1.000 1.9880
0.618 1.9817
HIGH 1.9715
0.618 1.9652
0.500 1.9633
0.382 1.9613
LOW 1.9550
0.618 1.9448
1.000 1.9385
1.618 1.9283
2.618 1.9118
4.250 1.8849
Fisher Pivots for day following 01-May-2008
Pivot 1 day 3 day
R1 1.9633 1.9582
PP 1.9605 1.9571
S1 1.9578 1.9561

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

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