CME British Pound Future March 2008


Trading Metrics calculated at close of trading on 19-Nov-2007
Day Change Summary
Previous Current
16-Nov-2007 19-Nov-2007 Change Change % Previous Week
Open 2.0431 2.0413 -0.0018 -0.1% 2.0595
High 2.0431 2.0413 -0.0018 -0.1% 2.0620
Low 2.0431 2.0413 -0.0018 -0.1% 2.0360
Close 2.0431 2.0413 -0.0018 -0.1% 2.0431
Range
ATR 0.0096 0.0091 -0.0006 -5.8% 0.0000
Volume 780 488 -292 -37.4% 2,161
Daily Pivots for day following 19-Nov-2007
Classic Woodie Camarilla DeMark
R4 2.0413 2.0413 2.0413
R3 2.0413 2.0413 2.0413
R2 2.0413 2.0413 2.0413
R1 2.0413 2.0413 2.0413 2.0413
PP 2.0413 2.0413 2.0413 2.0413
S1 2.0413 2.0413 2.0413 2.0413
S2 2.0413 2.0413 2.0413
S3 2.0413 2.0413 2.0413
S4 2.0413 2.0413 2.0413
Weekly Pivots for week ending 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 2.1250 2.1101 2.0574
R3 2.0990 2.0841 2.0503
R2 2.0730 2.0730 2.0479
R1 2.0581 2.0581 2.0455 2.0526
PP 2.0470 2.0470 2.0470 2.0443
S1 2.0321 2.0321 2.0407 2.0266
S2 2.0210 2.0210 2.0383
S3 1.9950 2.0061 2.0360
S4 1.9690 1.9801 2.0288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0620 2.0360 0.0260 1.3% 0.0008 0.0% 20% False False 529
10 2.1002 2.0360 0.0642 3.1% 0.0009 0.0% 8% False False 438
20 2.1002 2.0175 0.0827 4.1% 0.0006 0.0% 29% False False 281
40 2.1002 2.0057 0.0945 4.6% 0.0003 0.0% 38% False False 180
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0001
Fibonacci Retracements and Extensions
4.250 2.0413
2.618 2.0413
1.618 2.0413
1.000 2.0413
0.618 2.0413
HIGH 2.0413
0.618 2.0413
0.500 2.0413
0.382 2.0413
LOW 2.0413
0.618 2.0413
1.000 2.0413
1.618 2.0413
2.618 2.0413
4.250 2.0413
Fisher Pivots for day following 19-Nov-2007
Pivot 1 day 3 day
R1 2.0413 2.0407
PP 2.0413 2.0401
S1 2.0413 2.0396

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

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