CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 24-Jun-2008
Day Change Summary
Previous Current
23-Jun-2008 24-Jun-2008 Change Change % Previous Week
Open 1.9385 1.9437 0.0052 0.3% 1.9357
High 1.9388 1.9437 0.0049 0.3% 1.9503
Low 1.9385 1.9437 0.0052 0.3% 1.9235
Close 1.9393 1.9441 0.0048 0.2% 1.9503
Range 0.0003 0.0000 -0.0003 -100.0% 0.0268
ATR
Volume 46 153 107 232.6% 465
Daily Pivots for day following 24-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.9438 1.9440 1.9441
R3 1.9438 1.9440 1.9441
R2 1.9438 1.9438 1.9441
R1 1.9440 1.9440 1.9441 1.9439
PP 1.9438 1.9438 1.9438 1.9438
S1 1.9440 1.9440 1.9441 1.9439
S2 1.9438 1.9438 1.9441
S3 1.9438 1.9440 1.9441
S4 1.9438 1.9440 1.9441
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 1.9262 0.0241 1.2% 0.0031 0.2% 74% False False 117
10 1.9503 1.9150 0.0353 1.8% 0.0056 0.3% 82% False False 68
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 9 trading days
Fibonacci Retracements and Extensions
4.250 1.9437
2.618 1.9437
1.618 1.9437
1.000 1.9437
0.618 1.9437
HIGH 1.9437
0.618 1.9437
0.500 1.9437
0.382 1.9437
LOW 1.9437
0.618 1.9437
1.000 1.9437
1.618 1.9437
2.618 1.9437
4.250 1.9437
Fisher Pivots for day following 24-Jun-2008
Pivot 1 day 3 day
R1 1.9440 1.9444
PP 1.9438 1.9443
S1 1.9437 1.9442

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

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