CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 02-May-2008
Day Change Summary
Previous Current
01-May-2008 02-May-2008 Change Change % Previous Week
Open 1.9715 1.9674 -0.0041 -0.2% 1.9596
High 1.9715 1.9700 -0.0015 -0.1% 1.9740
Low 1.9550 1.9521 -0.0029 -0.1% 1.9448
Close 1.9551 1.9556 0.0005 0.0% 1.9556
Range 0.0165 0.0179 0.0014 8.5% 0.0292
ATR 0.0148 0.0150 0.0002 1.5% 0.0000
Volume 192 516 324 168.8% 1,186
Daily Pivots for day following 02-May-2008
Classic Woodie Camarilla DeMark
R4 2.0129 2.0022 1.9654
R3 1.9950 1.9843 1.9605
R2 1.9771 1.9771 1.9589
R1 1.9664 1.9664 1.9572 1.9628
PP 1.9592 1.9592 1.9592 1.9575
S1 1.9485 1.9485 1.9540 1.9449
S2 1.9413 1.9413 1.9523
S3 1.9234 1.9306 1.9507
S4 1.9055 1.9127 1.9458
Weekly Pivots for week ending 02-May-2008
Classic Woodie Camarilla DeMark
R4 2.0457 2.0299 1.9717
R3 2.0165 2.0007 1.9636
R2 1.9873 1.9873 1.9610
R1 1.9715 1.9715 1.9583 1.9648
PP 1.9581 1.9581 1.9581 1.9548
S1 1.9423 1.9423 1.9529 1.9356
S2 1.9289 1.9289 1.9502
S3 1.8997 1.9131 1.9476
S4 1.8705 1.8839 1.9395
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% 0.0182 0.9% 37% False False 237
10 1.9820 1.9448 0.0372 1.9% 0.0180 0.9% 29% False False 138
20 1.9820 1.9400 0.0420 2.1% 0.0146 0.7% 37% False False 88
40 2.0000 1.9400 0.0600 3.1% 0.0107 0.5% 26% False False 74
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.0461
2.618 2.0169
1.618 1.9990
1.000 1.9879
0.618 1.9811
HIGH 1.9700
0.618 1.9632
0.500 1.9611
0.382 1.9589
LOW 1.9521
0.618 1.9410
1.000 1.9342
1.618 1.9231
2.618 1.9052
4.250 1.8760
Fisher Pivots for day following 02-May-2008
Pivot 1 day 3 day
R1 1.9611 1.9582
PP 1.9592 1.9573
S1 1.9574 1.9565

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

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