CME British Pound Future June 2008


Trading Metrics calculated at close of trading on 12-Feb-2008
Day Change Summary
Previous Current
11-Feb-2008 12-Feb-2008 Change Change % Previous Week
Open 1.9285 1.9436 0.0151 0.8% 1.9574
High 1.9305 1.9436 0.0131 0.7% 1.9574
Low 1.9283 1.9436 0.0153 0.8% 1.9235
Close 1.9332 1.9454 0.0122 0.6% 1.9290
Range 0.0022 0.0000 -0.0022 -100.0% 0.0339
ATR 0.0079 0.0081 0.0002 2.2% 0.0000
Volume 67 104 37 55.2% 906
Daily Pivots for day following 12-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.9442 1.9448 1.9454
R3 1.9442 1.9448 1.9454
R2 1.9442 1.9442 1.9454
R1 1.9448 1.9448 1.9454 1.9445
PP 1.9442 1.9442 1.9442 1.9441
S1 1.9448 1.9448 1.9454 1.9445
S2 1.9442 1.9442 1.9454
S3 1.9442 1.9448 1.9454
S4 1.9442 1.9448 1.9454
Weekly Pivots for week ending 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 2.0383 2.0176 1.9476
R3 2.0044 1.9837 1.9383
R2 1.9705 1.9705 1.9352
R1 1.9498 1.9498 1.9321 1.9432
PP 1.9366 1.9366 1.9366 1.9334
S1 1.9159 1.9159 1.9259 1.9093
S2 1.9027 1.9027 1.9228
S3 1.8688 1.8820 1.9197
S4 1.8349 1.8481 1.9104
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9436 1.9235 0.0201 1.0% 0.0007 0.0% 109% True False 184
10 1.9768 1.9235 0.0533 2.7% 0.0011 0.1% 41% False False 141
20 1.9768 1.9235 0.0533 2.7% 0.0008 0.0% 41% False False 289
40 2.0101 1.9235 0.0866 4.5% 0.0005 0.0% 25% False False 169
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 1.9436
2.618 1.9436
1.618 1.9436
1.000 1.9436
0.618 1.9436
HIGH 1.9436
0.618 1.9436
0.500 1.9436
0.382 1.9436
LOW 1.9436
0.618 1.9436
1.000 1.9436
1.618 1.9436
2.618 1.9436
4.250 1.9436
Fisher Pivots for day following 12-Feb-2008
Pivot 1 day 3 day
R1 1.9448 1.9423
PP 1.9442 1.9391
S1 1.9436 1.9360

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

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