CME British Pound Future June 2008


Trading Metrics calculated at close of trading on 20-Feb-2008
Day Change Summary
Previous Current
19-Feb-2008 20-Feb-2008 Change Change % Previous Week
Open 1.9327 1.9275 -0.0052 -0.3% 1.9285
High 1.9327 1.9275 -0.0052 -0.3% 1.9529
Low 1.9327 1.9275 -0.0052 -0.3% 1.9283
Close 1.9332 1.9280 -0.0052 -0.3% 1.9425
Range
ATR 0.0078 0.0076 -0.0001 -1.9% 0.0000
Volume 160 573 413 258.1% 956
Daily Pivots for day following 20-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.9277 1.9278 1.9280
R3 1.9277 1.9278 1.9280
R2 1.9277 1.9277 1.9280
R1 1.9278 1.9278 1.9280 1.9278
PP 1.9277 1.9277 1.9277 1.9276
S1 1.9278 1.9278 1.9280 1.9278
S2 1.9277 1.9277 1.9280
S3 1.9277 1.9278 1.9280
S4 1.9277 1.9278 1.9280
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 1.9275 0.0254 1.3% 0.0000 0.0% 2% False True 303
10 1.9529 1.9235 0.0294 1.5% 0.0004 0.0% 15% False False 243
20 1.9768 1.9235 0.0533 2.8% 0.0007 0.0% 8% False False 263
40 1.9863 1.9235 0.0628 3.3% 0.0004 0.0% 7% False False 205
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 1.9275
2.618 1.9275
1.618 1.9275
1.000 1.9275
0.618 1.9275
HIGH 1.9275
0.618 1.9275
0.500 1.9275
0.382 1.9275
LOW 1.9275
0.618 1.9275
1.000 1.9275
1.618 1.9275
2.618 1.9275
4.250 1.9275
Fisher Pivots for day following 20-Feb-2008
Pivot 1 day 3 day
R1 1.9278 1.9350
PP 1.9277 1.9327
S1 1.9275 1.9303

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

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