CME British Pound Future June 2008


Trading Metrics calculated at close of trading on 06-Feb-2008
Day Change Summary
Previous Current
05-Feb-2008 06-Feb-2008 Change Change % Previous Week
Open 1.9460 1.9433 -0.0027 -0.1% 1.9692
High 1.9490 1.9433 -0.0057 -0.3% 1.9768
Low 1.9460 1.9433 -0.0027 -0.1% 1.9505
Close 1.9472 1.9433 -0.0039 -0.2% 1.9510
Range 0.0030 0.0000 -0.0030 -100.0% 0.0263
ATR 0.0081 0.0078 -0.0003 -3.7% 0.0000
Volume 35 526 491 1,402.9% 724
Daily Pivots for day following 06-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.9433 1.9433 1.9433
R3 1.9433 1.9433 1.9433
R2 1.9433 1.9433 1.9433
R1 1.9433 1.9433 1.9433 1.9433
PP 1.9433 1.9433 1.9433 1.9433
S1 1.9433 1.9433 1.9433 1.9433
S2 1.9433 1.9433 1.9433
S3 1.9433 1.9433 1.9433
S4 1.9433 1.9433 1.9433
Weekly Pivots for week ending 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 2.0383 2.0210 1.9655
R3 2.0120 1.9947 1.9582
R2 1.9857 1.9857 1.9558
R1 1.9684 1.9684 1.9534 1.9639
PP 1.9594 1.9594 1.9594 1.9572
S1 1.9421 1.9421 1.9486 1.9376
S2 1.9331 1.9331 1.9462
S3 1.9068 1.9158 1.9438
S4 1.8805 1.8895 1.9365
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9729 1.9433 0.0296 1.5% 0.0014 0.1% 0% False True 166
10 1.9768 1.9433 0.0335 1.7% 0.0009 0.0% 0% False True 296
20 1.9768 1.9330 0.0438 2.3% 0.0006 0.0% 24% False False 281
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.9433
2.618 1.9433
1.618 1.9433
1.000 1.9433
0.618 1.9433
HIGH 1.9433
0.618 1.9433
0.500 1.9433
0.382 1.9433
LOW 1.9433
0.618 1.9433
1.000 1.9433
1.618 1.9433
2.618 1.9433
4.250 1.9433
Fisher Pivots for day following 06-Feb-2008
Pivot 1 day 3 day
R1 1.9433 1.9504
PP 1.9433 1.9480
S1 1.9433 1.9457

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

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