CME British Pound Future June 2008


Trading Metrics calculated at close of trading on 07-Feb-2008
Day Change Summary
Previous Current
06-Feb-2008 07-Feb-2008 Change Change % Previous Week
Open 1.9433 1.9250 -0.0183 -0.9% 1.9692
High 1.9433 1.9250 -0.0183 -0.9% 1.9768
Low 1.9433 1.9235 -0.0198 -1.0% 1.9505
Close 1.9433 1.9242 -0.0191 -1.0% 1.9510
Range 0.0000 0.0015 0.0015 0.0263
ATR 0.0078 0.0087 0.0009 11.0% 0.0000
Volume 526 155 -371 -70.5% 724
Daily Pivots for day following 07-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.9287 1.9280 1.9250
R3 1.9272 1.9265 1.9246
R2 1.9257 1.9257 1.9245
R1 1.9250 1.9250 1.9243 1.9246
PP 1.9242 1.9242 1.9242 1.9241
S1 1.9235 1.9235 1.9241 1.9231
S2 1.9227 1.9227 1.9239
S3 1.9212 1.9220 1.9238
S4 1.9197 1.9205 1.9234
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 1.9574 1.9235 0.0339 1.8% 0.0017 0.1% 2% False True 183
10 1.9768 1.9235 0.0533 2.8% 0.0008 0.0% 1% False True 213
20 1.9768 1.9235 0.0533 2.8% 0.0007 0.0% 1% False True 288
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.9314
2.618 1.9289
1.618 1.9274
1.000 1.9265
0.618 1.9259
HIGH 1.9250
0.618 1.9244
0.500 1.9243
0.382 1.9241
LOW 1.9235
0.618 1.9226
1.000 1.9220
1.618 1.9211
2.618 1.9196
4.250 1.9171
Fisher Pivots for day following 07-Feb-2008
Pivot 1 day 3 day
R1 1.9243 1.9363
PP 1.9242 1.9322
S1 1.9242 1.9282

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

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