CME British Pound Future June 2008


Trading Metrics calculated at close of trading on 15-Feb-2008
Day Change Summary
Previous Current
14-Feb-2008 15-Feb-2008 Change Change % Previous Week
Open 1.9529 1.9425 -0.0104 -0.5% 1.9285
High 1.9529 1.9425 -0.0104 -0.5% 1.9529
Low 1.9529 1.9425 -0.0104 -0.5% 1.9283
Close 1.9529 1.9425 -0.0104 -0.5% 1.9425
Range
ATR 0.0074 0.0076 0.0002 2.9% 0.0000
Volume 433 101 -332 -76.7% 956
Daily Pivots for day following 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.9425 1.9425 1.9425
R3 1.9425 1.9425 1.9425
R2 1.9425 1.9425 1.9425
R1 1.9425 1.9425 1.9425 1.9425
PP 1.9425 1.9425 1.9425 1.9425
S1 1.9425 1.9425 1.9425 1.9425
S2 1.9425 1.9425 1.9425
S3 1.9425 1.9425 1.9425
S4 1.9425 1.9425 1.9425
Weekly Pivots for week ending 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 2.0150 2.0034 1.9560
R3 1.9904 1.9788 1.9493
R2 1.9658 1.9658 1.9470
R1 1.9542 1.9542 1.9448 1.9600
PP 1.9412 1.9412 1.9412 1.9442
S1 1.9296 1.9296 1.9402 1.9354
S2 1.9166 1.9166 1.9380
S3 1.8920 1.9050 1.9357
S4 1.8674 1.8804 1.9290
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9529 1.9283 0.0246 1.3% 0.0004 0.0% 58% False False 191
10 1.9574 1.9235 0.0339 1.7% 0.0007 0.0% 56% False False 186
20 1.9768 1.9235 0.0533 2.7% 0.0007 0.0% 36% False False 284
40 1.9863 1.9235 0.0628 3.2% 0.0004 0.0% 30% False False 187
Crabel Price Patterns
NR False
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 -0.0004
Fibonacci Retracements and Extensions
4.250 1.9425
2.618 1.9425
1.618 1.9425
1.000 1.9425
0.618 1.9425
HIGH 1.9425
0.618 1.9425
0.500 1.9425
0.382 1.9425
LOW 1.9425
0.618 1.9425
1.000 1.9425
1.618 1.9425
2.618 1.9425
4.250 1.9425
Fisher Pivots for day following 15-Feb-2008
Pivot 1 day 3 day
R1 1.9425 1.9477
PP 1.9425 1.9460
S1 1.9425 1.9442

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

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