CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 14-May-2008
Day Change Summary
Previous Current
13-May-2008 14-May-2008 Change Change % Previous Week
Open 1.9382 1.9282 -0.0100 -0.5% 1.9571
High 1.9420 1.9283 -0.0137 -0.7% 1.9582
Low 1.9235 1.9196 -0.0039 -0.2% 1.9282
Close 1.9273 1.9255 -0.0018 -0.1% 1.9337
Range 0.0185 0.0087 -0.0098 -53.0% 0.0300
ATR 0.0143 0.0139 -0.0004 -2.8% 0.0000
Volume 96 293 197 205.2% 463
Daily Pivots for day following 14-May-2008
Classic Woodie Camarilla DeMark
R4 1.9506 1.9467 1.9303
R3 1.9419 1.9380 1.9279
R2 1.9332 1.9332 1.9271
R1 1.9293 1.9293 1.9263 1.9269
PP 1.9245 1.9245 1.9245 1.9233
S1 1.9206 1.9206 1.9247 1.9182
S2 1.9158 1.9158 1.9239
S3 1.9071 1.9119 1.9231
S4 1.8984 1.9032 1.9207
Weekly Pivots for week ending 09-May-2008
Classic Woodie Camarilla DeMark
R4 2.0300 2.0119 1.9502
R3 2.0000 1.9819 1.9420
R2 1.9700 1.9700 1.9392
R1 1.9519 1.9519 1.9365 1.9460
PP 1.9400 1.9400 1.9400 1.9371
S1 1.9219 1.9219 1.9310 1.9160
S2 1.9100 1.9100 1.9282
S3 1.8800 1.8919 1.9255
S4 1.8500 1.8619 1.9172
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9438 1.9196 0.0242 1.3% 0.0118 0.6% 24% False True 133
10 1.9715 1.9196 0.0519 2.7% 0.0130 0.7% 11% False True 159
20 1.9820 1.9196 0.0624 3.2% 0.0151 0.8% 9% False True 127
40 1.9903 1.9196 0.0707 3.7% 0.0117 0.6% 8% False True 93
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 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.9653
2.618 1.9511
1.618 1.9424
1.000 1.9370
0.618 1.9337
HIGH 1.9283
0.618 1.9250
0.500 1.9240
0.382 1.9229
LOW 1.9196
0.618 1.9142
1.000 1.9109
1.618 1.9055
2.618 1.8968
4.250 1.8826
Fisher Pivots for day following 14-May-2008
Pivot 1 day 3 day
R1 1.9250 1.9317
PP 1.9245 1.9296
S1 1.9240 1.9276

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

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