CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 25-Apr-2008
Day Change Summary
Previous Current
24-Apr-2008 25-Apr-2008 Change Change % Previous Week
Open 1.9612 1.9489 -0.0123 -0.6% 1.9820
High 1.9612 1.9672 0.0060 0.3% 1.9820
Low 1.9491 1.9486 -0.0005 0.0% 1.9486
Close 1.9559 1.9622 0.0063 0.3% 1.9622
Range 0.0121 0.0186 0.0065 53.7% 0.0334
ATR 0.0128 0.0132 0.0004 3.2% 0.0000
Volume 78 42 -36 -46.2% 201
Daily Pivots for day following 25-Apr-2008
Classic Woodie Camarilla DeMark
R4 2.0151 2.0073 1.9724
R3 1.9965 1.9887 1.9673
R2 1.9779 1.9779 1.9656
R1 1.9701 1.9701 1.9639 1.9740
PP 1.9593 1.9593 1.9593 1.9613
S1 1.9515 1.9515 1.9605 1.9554
S2 1.9407 1.9407 1.9588
S3 1.9221 1.9329 1.9571
S4 1.9035 1.9143 1.9520
Weekly Pivots for week ending 25-Apr-2008
Classic Woodie Camarilla DeMark
R4 2.0645 2.0467 1.9806
R3 2.0311 2.0133 1.9714
R2 1.9977 1.9977 1.9683
R1 1.9799 1.9799 1.9653 1.9721
PP 1.9643 1.9643 1.9643 1.9604
S1 1.9465 1.9465 1.9591 1.9387
S2 1.9309 1.9309 1.9561
S3 1.8975 1.9131 1.9530
S4 1.8641 1.8797 1.9438
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9820 1.9486 0.0334 1.7% 0.0179 0.9% 41% False True 40
10 1.9820 1.9400 0.0420 2.1% 0.0158 0.8% 53% False False 50
20 1.9820 1.9400 0.0420 2.1% 0.0113 0.6% 53% False False 31
40 2.0000 1.9400 0.0600 3.1% 0.0093 0.5% 37% False False 46
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.0463
2.618 2.0159
1.618 1.9973
1.000 1.9858
0.618 1.9787
HIGH 1.9672
0.618 1.9601
0.500 1.9579
0.382 1.9557
LOW 1.9486
0.618 1.9371
1.000 1.9300
1.618 1.9185
2.618 1.8999
4.250 1.8696
Fisher Pivots for day following 25-Apr-2008
Pivot 1 day 3 day
R1 1.9608 1.9620
PP 1.9593 1.9619
S1 1.9579 1.9617

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

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