CME British Pound Future March 2008


Trading Metrics calculated at close of trading on 02-Nov-2007
Day Change Summary
Previous Current
01-Nov-2007 02-Nov-2007 Change Change % Previous Week
Open 2.0746 2.0796 0.0050 0.2% 2.0522
High 2.0746 2.0796 0.0050 0.2% 2.0796
Low 2.0746 2.0796 0.0050 0.2% 2.0522
Close 2.0746 2.0796 0.0050 0.2% 2.0796
Range
ATR 0.0075 0.0073 -0.0002 -2.4% 0.0000
Volume 125 304 179 143.2% 792
Daily Pivots for day following 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 2.0796 2.0796 2.0796
R3 2.0796 2.0796 2.0796
R2 2.0796 2.0796 2.0796
R1 2.0796 2.0796 2.0796 2.0796
PP 2.0796 2.0796 2.0796 2.0796
S1 2.0796 2.0796 2.0796 2.0796
S2 2.0796 2.0796 2.0796
S3 2.0796 2.0796 2.0796
S4 2.0796 2.0796 2.0796
Weekly Pivots for week ending 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 2.1527 2.1435 2.0947
R3 2.1253 2.1161 2.0871
R2 2.0979 2.0979 2.0846
R1 2.0887 2.0887 2.0821 2.0933
PP 2.0705 2.0705 2.0705 2.0728
S1 2.0613 2.0613 2.0771 2.0659
S2 2.0431 2.0431 2.0746
S3 2.0157 2.0339 2.0721
S4 1.9883 2.0065 2.0645
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0796 2.0522 0.0274 1.3% 0.0000 0.0% 100% True False 158
10 2.0796 2.0175 0.0621 3.0% 0.0003 0.0% 100% True False 124
20 2.0796 2.0175 0.0621 3.0% 0.0002 0.0% 100% True False 83
40 2.0796 1.9839 0.0957 4.6% 0.0001 0.0% 100% True False 78
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 -0.0001
Fibonacci Retracements and Extensions
4.250 2.0796
2.618 2.0796
1.618 2.0796
1.000 2.0796
0.618 2.0796
HIGH 2.0796
0.618 2.0796
0.500 2.0796
0.382 2.0796
LOW 2.0796
0.618 2.0796
1.000 2.0796
1.618 2.0796
2.618 2.0796
4.250 2.0796
Fisher Pivots for day following 02-Nov-2007
Pivot 1 day 3 day
R1 2.0796 2.0784
PP 2.0796 2.0771
S1 2.0796 2.0759

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

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