CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 05-May-2008
Day Change Summary
Previous Current
02-May-2008 05-May-2008 Change Change % Previous Week
Open 1.9674 1.9571 -0.0103 -0.5% 1.9596
High 1.9700 1.9582 -0.0118 -0.6% 1.9740
Low 1.9521 1.9500 -0.0021 -0.1% 1.9448
Close 1.9556 1.9532 -0.0024 -0.1% 1.9556
Range 0.0179 0.0082 -0.0097 -54.2% 0.0292
ATR 0.0150 0.0145 -0.0005 -3.2% 0.0000
Volume 516 99 -417 -80.8% 1,186
Daily Pivots for day following 05-May-2008
Classic Woodie Camarilla DeMark
R4 1.9784 1.9740 1.9577
R3 1.9702 1.9658 1.9555
R2 1.9620 1.9620 1.9547
R1 1.9576 1.9576 1.9540 1.9557
PP 1.9538 1.9538 1.9538 1.9529
S1 1.9494 1.9494 1.9524 1.9475
S2 1.9456 1.9456 1.9517
S3 1.9374 1.9412 1.9509
S4 1.9292 1.9330 1.9487
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 1.9715 1.9448 0.0267 1.4% 0.0169 0.9% 31% False False 181
10 1.9758 1.9448 0.0310 1.6% 0.0167 0.9% 27% False False 143
20 1.9820 1.9400 0.0420 2.2% 0.0150 0.8% 31% False False 93
40 2.0000 1.9400 0.0600 3.1% 0.0109 0.6% 22% False False 76
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0008
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.9931
2.618 1.9797
1.618 1.9715
1.000 1.9664
0.618 1.9633
HIGH 1.9582
0.618 1.9551
0.500 1.9541
0.382 1.9531
LOW 1.9500
0.618 1.9449
1.000 1.9418
1.618 1.9367
2.618 1.9285
4.250 1.9152
Fisher Pivots for day following 05-May-2008
Pivot 1 day 3 day
R1 1.9541 1.9608
PP 1.9538 1.9582
S1 1.9535 1.9557

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

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