CME British Pound Future March 2008


Trading Metrics calculated at close of trading on 27-Sep-2007
Day Change Summary
Previous Current
26-Sep-2007 27-Sep-2007 Change Change % Previous Week
Open 2.0057 2.0172 0.0115 0.6% 1.9839
High 2.0057 2.0172 0.0115 0.6% 2.0096
Low 2.0057 2.0172 0.0115 0.6% 1.9839
Close 2.0057 2.0172 0.0115 0.6% 2.0096
Range
ATR 0.0068 0.0071 0.0003 5.0% 0.0000
Volume 19 40 21 110.5% 322
Daily Pivots for day following 27-Sep-2007
Classic Woodie Camarilla DeMark
R4 2.0172 2.0172 2.0172
R3 2.0172 2.0172 2.0172
R2 2.0172 2.0172 2.0172
R1 2.0172 2.0172 2.0172 2.0172
PP 2.0172 2.0172 2.0172 2.0172
S1 2.0172 2.0172 2.0172 2.0172
S2 2.0172 2.0172 2.0172
S3 2.0172 2.0172 2.0172
S4 2.0172 2.0172 2.0172
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 2.0781 2.0696 2.0237
R3 2.0524 2.0439 2.0167
R2 2.0267 2.0267 2.0143
R1 2.0182 2.0182 2.0120 2.0225
PP 2.0010 2.0010 2.0010 2.0032
S1 1.9925 1.9925 2.0072 1.9968
S2 1.9753 1.9753 2.0049
S3 1.9496 1.9668 2.0025
S4 1.9239 1.9411 1.9955
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0172 2.0057 0.0115 0.6% 0.0000 0.0% 100% True False 62
10 2.0172 1.9839 0.0333 1.7% 0.0000 0.0% 100% True False 59
Crabel Price Patterns
NR False
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 False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 2.0172
2.618 2.0172
1.618 2.0172
1.000 2.0172
0.618 2.0172
HIGH 2.0172
0.618 2.0172
0.500 2.0172
0.382 2.0172
LOW 2.0172
0.618 2.0172
1.000 2.0172
1.618 2.0172
2.618 2.0172
4.250 2.0172
Fisher Pivots for day following 27-Sep-2007
Pivot 1 day 3 day
R1 2.0172 2.0153
PP 2.0172 2.0134
S1 2.0172 2.0115

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

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