CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 26-Jun-2008
Day Change Summary
Previous Current
25-Jun-2008 26-Jun-2008 Change Change % Previous Week
Open 1.9455 1.9473 0.0018 0.1% 1.9357
High 1.9455 1.9643 0.0188 1.0% 1.9503
Low 1.9455 1.9473 0.0018 0.1% 1.9235
Close 1.9473 1.9628 0.0155 0.8% 1.9503
Range 0.0000 0.0170 0.0170 0.0268
ATR 0.0105 0.0110 0.0005 4.4% 0.0000
Volume 2 2 0 0.0% 465
Daily Pivots for day following 26-Jun-2008
Classic Woodie Camarilla DeMark
R4 2.0091 2.0030 1.9722
R3 1.9921 1.9860 1.9675
R2 1.9751 1.9751 1.9659
R1 1.9690 1.9690 1.9644 1.9721
PP 1.9581 1.9581 1.9581 1.9597
S1 1.9520 1.9520 1.9612 1.9551
S2 1.9411 1.9411 1.9597
S3 1.9241 1.9350 1.9581
S4 1.9071 1.9180 1.9535
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 1.9643 1.9385 0.0258 1.3% 0.0045 0.2% 94% True False 100
10 1.9643 1.9192 0.0451 2.3% 0.0068 0.3% 97% True False 68
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2.0366
2.618 2.0088
1.618 1.9918
1.000 1.9813
0.618 1.9748
HIGH 1.9643
0.618 1.9578
0.500 1.9558
0.382 1.9538
LOW 1.9473
0.618 1.9368
1.000 1.9303
1.618 1.9198
2.618 1.9028
4.250 1.8751
Fisher Pivots for day following 26-Jun-2008
Pivot 1 day 3 day
R1 1.9605 1.9599
PP 1.9581 1.9569
S1 1.9558 1.9540

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

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