CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 14-Apr-2008
Day Change Summary
Previous Current
11-Apr-2008 14-Apr-2008 Change Change % Previous Week
Open 1.9510 1.9432 -0.0078 -0.4% 1.9652
High 1.9512 1.9631 0.0119 0.6% 1.9660
Low 1.9451 1.9432 -0.0019 -0.1% 1.9429
Close 1.9484 1.9509 0.0025 0.1% 1.9484
Range 0.0061 0.0199 0.0138 226.2% 0.0231
ATR 0.0093 0.0101 0.0008 8.1% 0.0000
Volume 33 11 -22 -66.7% 77
Daily Pivots for day following 14-Apr-2008
Classic Woodie Camarilla DeMark
R4 2.0121 2.0014 1.9618
R3 1.9922 1.9815 1.9564
R2 1.9723 1.9723 1.9545
R1 1.9616 1.9616 1.9527 1.9670
PP 1.9524 1.9524 1.9524 1.9551
S1 1.9417 1.9417 1.9491 1.9471
S2 1.9325 1.9325 1.9473
S3 1.9126 1.9218 1.9454
S4 1.8927 1.9019 1.9400
Weekly Pivots for week ending 11-Apr-2008
Classic Woodie Camarilla DeMark
R4 2.0217 2.0082 1.9611
R3 1.9986 1.9851 1.9548
R2 1.9755 1.9755 1.9526
R1 1.9620 1.9620 1.9505 1.9572
PP 1.9524 1.9524 1.9524 1.9501
S1 1.9389 1.9389 1.9463 1.9341
S2 1.9293 1.9293 1.9442
S3 1.9062 1.9158 1.9420
S4 1.8831 1.8927 1.9357
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9631 1.9429 0.0202 1.0% 0.0125 0.6% 40% True False 17
10 1.9717 1.9429 0.0288 1.5% 0.0087 0.4% 28% False False 13
20 1.9903 1.9429 0.0474 2.4% 0.0095 0.5% 17% False False 61
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 2.0477
2.618 2.0152
1.618 1.9953
1.000 1.9830
0.618 1.9754
HIGH 1.9631
0.618 1.9555
0.500 1.9532
0.382 1.9508
LOW 1.9432
0.618 1.9309
1.000 1.9233
1.618 1.9110
2.618 1.8911
4.250 1.8586
Fisher Pivots for day following 14-Apr-2008
Pivot 1 day 3 day
R1 1.9532 1.9532
PP 1.9524 1.9524
S1 1.9517 1.9517

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

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