CME British Pound Future March 2008


Trading Metrics calculated at close of trading on 14-Nov-2007
Day Change Summary
Previous Current
13-Nov-2007 14-Nov-2007 Change Change % Previous Week
Open 2.0595 2.0476 -0.0119 -0.6% 2.0712
High 2.0620 2.0476 -0.0144 -0.7% 2.1002
Low 2.0620 2.0476 -0.0144 -0.7% 2.0700
Close 2.0595 2.0476 -0.0119 -0.6% 2.0813
Range
ATR 0.0094 0.0096 0.0002 1.9% 0.0000
Volume 152 498 346 227.6% 1,737
Daily Pivots for day following 14-Nov-2007
Classic Woodie Camarilla DeMark
R4 2.0476 2.0476 2.0476
R3 2.0476 2.0476 2.0476
R2 2.0476 2.0476 2.0476
R1 2.0476 2.0476 2.0476 2.0476
PP 2.0476 2.0476 2.0476 2.0476
S1 2.0476 2.0476 2.0476 2.0476
S2 2.0476 2.0476 2.0476
S3 2.0476 2.0476 2.0476
S4 2.0476 2.0476 2.0476
Weekly Pivots for week ending 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 2.1744 2.1581 2.0979
R3 2.1442 2.1279 2.0896
R2 2.1140 2.1140 2.0868
R1 2.0977 2.0977 2.0841 2.1059
PP 2.0838 2.0838 2.0838 2.0879
S1 2.0675 2.0675 2.0785 2.0757
S2 2.0536 2.0536 2.0758
S3 2.0234 2.0373 2.0730
S4 1.9932 2.0071 2.0647
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.1002 2.0476 0.0526 2.6% 0.0004 0.0% 0% False True 422
10 2.1002 2.0476 0.0526 2.6% 0.0005 0.0% 0% False True 309
20 2.1002 2.0175 0.0827 4.0% 0.0004 0.0% 36% False False 184
40 2.1002 1.9917 0.1085 5.3% 0.0002 0.0% 52% False False 137
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 2.0476
2.618 2.0476
1.618 2.0476
1.000 2.0476
0.618 2.0476
HIGH 2.0476
0.618 2.0476
0.500 2.0476
0.382 2.0476
LOW 2.0476
0.618 2.0476
1.000 2.0476
1.618 2.0476
2.618 2.0476
4.250 2.0476
Fisher Pivots for day following 14-Nov-2007
Pivot 1 day 3 day
R1 2.0476 2.0645
PP 2.0476 2.0588
S1 2.0476 2.0532

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

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