CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 23-Jun-2008
Day Change Summary
Previous Current
20-Jun-2008 23-Jun-2008 Change Change % Previous Week
Open 1.9454 1.9385 -0.0069 -0.4% 1.9357
High 1.9503 1.9388 -0.0115 -0.6% 1.9503
Low 1.9453 1.9385 -0.0068 -0.3% 1.9235
Close 1.9503 1.9393 -0.0110 -0.6% 1.9503
Range 0.0050 0.0003 -0.0047 -94.0% 0.0268
ATR
Volume 297 46 -251 -84.5% 465
Daily Pivots for day following 23-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.9398 1.9398 1.9395
R3 1.9395 1.9395 1.9394
R2 1.9392 1.9392 1.9394
R1 1.9392 1.9392 1.9393 1.9392
PP 1.9389 1.9389 1.9389 1.9389
S1 1.9389 1.9389 1.9393 1.9389
S2 1.9386 1.9386 1.9392
S3 1.9383 1.9386 1.9392
S4 1.9380 1.9383 1.9391
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 2.0218 2.0128 1.9650
R3 1.9950 1.9860 1.9577
R2 1.9682 1.9682 1.9552
R1 1.9592 1.9592 1.9528 1.9637
PP 1.9414 1.9414 1.9414 1.9436
S1 1.9324 1.9324 1.9478 1.9369
S2 1.9146 1.9146 1.9454
S3 1.8878 1.9056 1.9429
S4 1.8610 1.8788 1.9356
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9503 1.9235 0.0268 1.4% 0.0068 0.4% 59% False False 98
10 1.9503 1.9150 0.0353 1.8% 0.0070 0.4% 69% False False 54
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0002
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.9401
2.618 1.9396
1.618 1.9393
1.000 1.9391
0.618 1.9390
HIGH 1.9388
0.618 1.9387
0.500 1.9387
0.382 1.9386
LOW 1.9385
0.618 1.9383
1.000 1.9382
1.618 1.9380
2.618 1.9377
4.250 1.9372
Fisher Pivots for day following 23-Jun-2008
Pivot 1 day 3 day
R1 1.9391 1.9432
PP 1.9389 1.9419
S1 1.9387 1.9406

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

View Archives - Comment on this page... - Back to Index of Symbols