CME British Pound Future June 2008


Trading Metrics calculated at close of trading on 28-Feb-2008
Day Change Summary
Previous Current
27-Feb-2008 28-Feb-2008 Change Change % Previous Week
Open 1.9693 1.9778 0.0085 0.4% 1.9327
High 1.9693 1.9778 0.0085 0.4% 1.9520
Low 1.9693 1.9778 0.0085 0.4% 1.9275
Close 1.9693 1.9778 0.0085 0.4% 1.9535
Range
ATR 0.0083 0.0083 0.0000 0.2% 0.0000
Volume 1,179 697 -482 -40.9% 1,742
Daily Pivots for day following 28-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.9778 1.9778 1.9778
R3 1.9778 1.9778 1.9778
R2 1.9778 1.9778 1.9778
R1 1.9778 1.9778 1.9778 1.9778
PP 1.9778 1.9778 1.9778 1.9778
S1 1.9778 1.9778 1.9778 1.9778
S2 1.9778 1.9778 1.9778
S3 1.9778 1.9778 1.9778
S4 1.9778 1.9778 1.9778
Weekly Pivots for week ending 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 2.0178 2.0102 1.9670
R3 1.9933 1.9857 1.9602
R2 1.9688 1.9688 1.9580
R1 1.9612 1.9612 1.9557 1.9650
PP 1.9443 1.9443 1.9443 1.9463
S1 1.9367 1.9367 1.9513 1.9405
S2 1.9198 1.9198 1.9490
S3 1.8953 1.9122 1.9468
S4 1.8708 1.8877 1.9400
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9778 1.9510 0.0268 1.4% 0.0000 0.0% 100% True False 730
10 1.9778 1.9275 0.0503 2.5% 0.0007 0.0% 100% True False 565
20 1.9778 1.9235 0.0543 2.7% 0.0009 0.0% 100% True False 356
40 1.9778 1.9235 0.0543 2.7% 0.0006 0.0% 100% True False 313
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 -0.0002
Fibonacci Retracements and Extensions
4.250 1.9778
2.618 1.9778
1.618 1.9778
1.000 1.9778
0.618 1.9778
HIGH 1.9778
0.618 1.9778
0.500 1.9778
0.382 1.9778
LOW 1.9778
0.618 1.9778
1.000 1.9778
1.618 1.9778
2.618 1.9778
4.250 1.9778
Fisher Pivots for day following 28-Feb-2008
Pivot 1 day 3 day
R1 1.9778 1.9764
PP 1.9778 1.9750
S1 1.9778 1.9736

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

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