CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 12-May-2008
Day Change Summary
Previous Current
09-May-2008 12-May-2008 Change Change % Previous Week
Open 1.9339 1.9332 -0.0007 0.0% 1.9571
High 1.9366 1.9438 0.0072 0.4% 1.9582
Low 1.9282 1.9275 -0.0007 0.0% 1.9282
Close 1.9337 1.9382 0.0045 0.2% 1.9337
Range 0.0084 0.0163 0.0079 94.0% 0.0300
ATR 0.0138 0.0140 0.0002 1.3% 0.0000
Volume 83 35 -48 -57.8% 463
Daily Pivots for day following 12-May-2008
Classic Woodie Camarilla DeMark
R4 1.9854 1.9781 1.9472
R3 1.9691 1.9618 1.9427
R2 1.9528 1.9528 1.9412
R1 1.9455 1.9455 1.9397 1.9492
PP 1.9365 1.9365 1.9365 1.9383
S1 1.9292 1.9292 1.9367 1.9329
S2 1.9202 1.9202 1.9352
S3 1.9039 1.9129 1.9337
S4 1.8876 1.8966 1.9292
Weekly Pivots for week ending 09-May-2008
Classic Woodie Camarilla DeMark
R4 2.0300 2.0119 1.9502
R3 2.0000 1.9819 1.9420
R2 1.9700 1.9700 1.9392
R1 1.9519 1.9519 1.9365 1.9460
PP 1.9400 1.9400 1.9400 1.9371
S1 1.9219 1.9219 1.9310 1.9160
S2 1.9100 1.9100 1.9282
S3 1.8800 1.8919 1.9255
S4 1.8500 1.8619 1.9172
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9571 1.9275 0.0296 1.5% 0.0120 0.6% 36% False True 79
10 1.9715 1.9275 0.0440 2.3% 0.0145 0.7% 24% False True 130
20 1.9820 1.9275 0.0545 2.8% 0.0149 0.8% 20% False True 109
40 1.9903 1.9275 0.0628 3.2% 0.0122 0.6% 17% False True 85
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.0131
2.618 1.9865
1.618 1.9702
1.000 1.9601
0.618 1.9539
HIGH 1.9438
0.618 1.9376
0.500 1.9357
0.382 1.9337
LOW 1.9275
0.618 1.9174
1.000 1.9112
1.618 1.9011
2.618 1.8848
4.250 1.8582
Fisher Pivots for day following 12-May-2008
Pivot 1 day 3 day
R1 1.9374 1.9374
PP 1.9365 1.9365
S1 1.9357 1.9357

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

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