CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 22-Apr-2008
Day Change Summary
Previous Current
21-Apr-2008 22-Apr-2008 Change Change % Previous Week
Open 1.9820 1.9584 -0.0236 -1.2% 1.9432
High 1.9820 1.9758 -0.0062 -0.3% 1.9791
Low 1.9600 1.9542 -0.0058 -0.3% 1.9400
Close 1.9600 1.9749 0.0149 0.8% 1.9736
Range 0.0220 0.0216 -0.0004 -1.8% 0.0391
ATR 0.0120 0.0127 0.0007 5.7% 0.0000
Volume 56 7 -49 -87.5% 306
Daily Pivots for day following 22-Apr-2008
Classic Woodie Camarilla DeMark
R4 2.0331 2.0256 1.9868
R3 2.0115 2.0040 1.9808
R2 1.9899 1.9899 1.9789
R1 1.9824 1.9824 1.9769 1.9862
PP 1.9683 1.9683 1.9683 1.9702
S1 1.9608 1.9608 1.9729 1.9646
S2 1.9467 1.9467 1.9709
S3 1.9251 1.9392 1.9690
S4 1.9035 1.9176 1.9630
Weekly Pivots for week ending 18-Apr-2008
Classic Woodie Camarilla DeMark
R4 2.0815 2.0667 1.9951
R3 2.0424 2.0276 1.9844
R2 2.0033 2.0033 1.9808
R1 1.9885 1.9885 1.9772 1.9959
PP 1.9642 1.9642 1.9642 1.9680
S1 1.9494 1.9494 1.9700 1.9568
S2 1.9251 1.9251 1.9664
S3 1.8860 1.9103 1.9628
S4 1.8469 1.8712 1.9521
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9820 1.9450 0.0370 1.9% 0.0163 0.8% 81% False False 70
10 1.9820 1.9400 0.0420 2.1% 0.0138 0.7% 83% False False 42
20 1.9903 1.9400 0.0503 2.5% 0.0110 0.6% 69% False False 48
40 2.0000 1.9400 0.0600 3.0% 0.0083 0.4% 58% False False 43
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 True
Bull Hook False
Stretch 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.0676
2.618 2.0323
1.618 2.0107
1.000 1.9974
0.618 1.9891
HIGH 1.9758
0.618 1.9675
0.500 1.9650
0.382 1.9625
LOW 1.9542
0.618 1.9409
1.000 1.9326
1.618 1.9193
2.618 1.8977
4.250 1.8624
Fisher Pivots for day following 22-Apr-2008
Pivot 1 day 3 day
R1 1.9716 1.9726
PP 1.9683 1.9704
S1 1.9650 1.9681

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

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