CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 15-May-2008
Day Change Summary
Previous Current
14-May-2008 15-May-2008 Change Change % Previous Week
Open 1.9282 1.9291 0.0009 0.0% 1.9571
High 1.9283 1.9308 0.0025 0.1% 1.9582
Low 1.9196 1.9254 0.0058 0.3% 1.9282
Close 1.9255 1.9268 0.0013 0.1% 1.9337
Range 0.0087 0.0054 -0.0033 -37.9% 0.0300
ATR 0.0139 0.0133 -0.0006 -4.4% 0.0000
Volume 293 357 64 21.8% 463
Daily Pivots for day following 15-May-2008
Classic Woodie Camarilla DeMark
R4 1.9439 1.9407 1.9298
R3 1.9385 1.9353 1.9283
R2 1.9331 1.9331 1.9278
R1 1.9299 1.9299 1.9273 1.9288
PP 1.9277 1.9277 1.9277 1.9271
S1 1.9245 1.9245 1.9263 1.9234
S2 1.9223 1.9223 1.9258
S3 1.9169 1.9191 1.9253
S4 1.9115 1.9137 1.9238
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 1.9438 1.9196 0.0242 1.3% 0.0115 0.6% 30% False False 172
10 1.9700 1.9196 0.0504 2.6% 0.0119 0.6% 14% False False 176
20 1.9820 1.9196 0.0624 3.2% 0.0143 0.7% 12% False False 142
40 1.9903 1.9196 0.0707 3.7% 0.0117 0.6% 10% False False 101
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 0.0022
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 1.9538
2.618 1.9449
1.618 1.9395
1.000 1.9362
0.618 1.9341
HIGH 1.9308
0.618 1.9287
0.500 1.9281
0.382 1.9275
LOW 1.9254
0.618 1.9221
1.000 1.9200
1.618 1.9167
2.618 1.9113
4.250 1.9025
Fisher Pivots for day following 15-May-2008
Pivot 1 day 3 day
R1 1.9281 1.9308
PP 1.9277 1.9295
S1 1.9272 1.9281

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

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