CME British Pound Future June 2008


Trading Metrics calculated at close of trading on 17-Jan-2008
Day Change Summary
Previous Current
16-Jan-2008 17-Jan-2008 Change Change % Previous Week
Open 1.9515 1.9581 0.0066 0.3% 1.9590
High 1.9517 1.9580 0.0063 0.3% 1.9630
Low 1.9485 1.9580 0.0095 0.5% 1.9442
Close 1.9512 1.9581 0.0069 0.4% 1.9442
Range 0.0032 0.0000 -0.0032 -100.0% 0.0188
ATR 0.0066 0.0067 0.0000 0.2% 0.0000
Volume 292 367 75 25.7% 643
Daily Pivots for day following 17-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.9580 1.9581 1.9581
R3 1.9580 1.9581 1.9581
R2 1.9580 1.9580 1.9581
R1 1.9581 1.9581 1.9581 1.9581
PP 1.9580 1.9580 1.9580 1.9581
S1 1.9581 1.9581 1.9581 1.9581
S2 1.9580 1.9580 1.9581
S3 1.9580 1.9581 1.9581
S4 1.9580 1.9581 1.9581
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 2.0069 1.9943 1.9545
R3 1.9881 1.9755 1.9494
R2 1.9693 1.9693 1.9476
R1 1.9567 1.9567 1.9459 1.9536
PP 1.9505 1.9505 1.9505 1.9489
S1 1.9379 1.9379 1.9425 1.9348
S2 1.9317 1.9317 1.9408
S3 1.9129 1.9191 1.9390
S4 1.8941 1.9003 1.9339
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9580 1.9432 0.0148 0.8% 0.0006 0.0% 101% True False 207
10 1.9630 1.9432 0.0198 1.0% 0.0003 0.0% 75% False False 165
20 1.9863 1.9432 0.0431 2.2% 0.0002 0.0% 35% False False 90
Crabel Price Patterns
NR True
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 -0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.9580
2.618 1.9580
1.618 1.9580
1.000 1.9580
0.618 1.9580
HIGH 1.9580
0.618 1.9580
0.500 1.9580
0.382 1.9580
LOW 1.9580
0.618 1.9580
1.000 1.9580
1.618 1.9580
2.618 1.9580
4.250 1.9580
Fisher Pivots for day following 17-Jan-2008
Pivot 1 day 3 day
R1 1.9581 1.9565
PP 1.9580 1.9549
S1 1.9580 1.9533

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

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