CME British Pound Future March 2008


Trading Metrics calculated at close of trading on 20-Feb-2008
Day Change Summary
Previous Current
19-Feb-2008 20-Feb-2008 Change Change % Previous Week
Open 1.9483 1.9402 -0.0081 -0.4% 1.9434
High 1.9505 1.9415 -0.0090 -0.5% 1.9700
Low 1.9448 1.9330 -0.0118 -0.6% 1.9395
Close 1.9456 1.9402 -0.0054 -0.3% 1.9551
Range 0.0057 0.0085 0.0028 49.1% 0.0305
ATR 0.0117 0.0118 0.0001 0.5% 0.0000
Volume 62,771 89,327 26,556 42.3% 280,247
Daily Pivots for day following 20-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.9637 1.9605 1.9449
R3 1.9552 1.9520 1.9425
R2 1.9467 1.9467 1.9418
R1 1.9435 1.9435 1.9410 1.9445
PP 1.9382 1.9382 1.9382 1.9387
S1 1.9350 1.9350 1.9394 1.9360
S2 1.9297 1.9297 1.9386
S3 1.9212 1.9265 1.9379
S4 1.9127 1.9180 1.9355
Weekly Pivots for week ending 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 2.0464 2.0312 1.9719
R3 2.0159 2.0007 1.9635
R2 1.9854 1.9854 1.9607
R1 1.9702 1.9702 1.9579 1.9778
PP 1.9549 1.9549 1.9549 1.9587
S1 1.9397 1.9397 1.9523 1.9473
S2 1.9244 1.9244 1.9495
S3 1.8939 1.9092 1.9467
S4 1.8634 1.8787 1.9383
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9700 1.9330 0.0370 1.9% 0.0067 0.3% 19% False True 67,609
10 1.9700 1.9330 0.0370 1.9% 0.0073 0.4% 19% False True 63,857
20 1.9892 1.9330 0.0562 2.9% 0.0088 0.5% 13% False True 70,743
40 2.0055 1.9330 0.0725 3.7% 0.0094 0.5% 10% False True 64,942
60 2.0650 1.9330 0.1320 6.8% 0.0091 0.5% 5% False True 51,177
80 2.1002 1.9330 0.1672 8.6% 0.0070 0.4% 4% False True 38,467
100 2.1002 1.9330 0.1672 8.6% 0.0056 0.3% 4% False True 30,789
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.9776
2.618 1.9638
1.618 1.9553
1.000 1.9500
0.618 1.9468
HIGH 1.9415
0.618 1.9383
0.500 1.9373
0.382 1.9362
LOW 1.9330
0.618 1.9277
1.000 1.9245
1.618 1.9192
2.618 1.9107
4.250 1.8969
Fisher Pivots for day following 20-Feb-2008
Pivot 1 day 3 day
R1 1.9392 1.9476
PP 1.9382 1.9451
S1 1.9373 1.9427

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

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