CME British Pound Future June 2008


Trading Metrics calculated at close of trading on 04-Mar-2008
Day Change Summary
Previous Current
03-Mar-2008 04-Mar-2008 Change Change % Previous Week
Open 1.9693 1.9720 0.0027 0.1% 1.9510
High 1.9810 1.9730 -0.0080 -0.4% 1.9778
Low 1.9690 1.9660 -0.0030 -0.2% 1.9510
Close 1.9696 1.9707 0.0011 0.1% 1.9730
Range 0.0120 0.0070 -0.0050 -41.7% 0.0268
ATR 0.0085 0.0084 -0.0001 -1.3% 0.0000
Volume 1,077 1,161 84 7.8% 3,746
Daily Pivots for day following 04-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.9909 1.9878 1.9746
R3 1.9839 1.9808 1.9726
R2 1.9769 1.9769 1.9720
R1 1.9738 1.9738 1.9713 1.9719
PP 1.9699 1.9699 1.9699 1.9689
S1 1.9668 1.9668 1.9701 1.9649
S2 1.9629 1.9629 1.9694
S3 1.9559 1.9598 1.9688
S4 1.9489 1.9528 1.9669
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 2.0477 2.0371 1.9877
R3 2.0209 2.0103 1.9804
R2 1.9941 1.9941 1.9779
R1 1.9835 1.9835 1.9755 1.9888
PP 1.9673 1.9673 1.9673 1.9699
S1 1.9567 1.9567 1.9705 1.9620
S2 1.9405 1.9405 1.9681
S3 1.9137 1.9299 1.9656
S4 1.8869 1.9031 1.9583
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9810 1.9660 0.0150 0.8% 0.0043 0.2% 31% False True 897
10 1.9810 1.9275 0.0535 2.7% 0.0028 0.1% 81% False False 756
20 1.9810 1.9235 0.0575 2.9% 0.0018 0.1% 82% False False 473
40 1.9810 1.9235 0.0575 2.9% 0.0011 0.1% 82% False False 375
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 2.0028
2.618 1.9913
1.618 1.9843
1.000 1.9800
0.618 1.9773
HIGH 1.9730
0.618 1.9703
0.500 1.9695
0.382 1.9687
LOW 1.9660
0.618 1.9617
1.000 1.9590
1.618 1.9547
2.618 1.9477
4.250 1.9363
Fisher Pivots for day following 04-Mar-2008
Pivot 1 day 3 day
R1 1.9703 1.9735
PP 1.9699 1.9726
S1 1.9695 1.9716

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

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