CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 03-Jul-2008
Day Change Summary
Previous Current
02-Jul-2008 03-Jul-2008 Change Change % Previous Week
Open 1.9650 1.9630 -0.0020 -0.1% 1.9385
High 1.9709 1.9630 -0.0079 -0.4% 1.9704
Low 1.9645 1.9575 -0.0070 -0.4% 1.9385
Close 1.9695 1.9576 -0.0119 -0.6% 1.9677
Range 0.0064 0.0055 -0.0009 -14.1% 0.0319
ATR 0.0095 0.0097 0.0002 1.9% 0.0000
Volume 6 3 -3 -50.0% 250
Daily Pivots for day following 03-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.9759 1.9722 1.9606
R3 1.9704 1.9667 1.9591
R2 1.9649 1.9649 1.9586
R1 1.9612 1.9612 1.9581 1.9603
PP 1.9594 1.9594 1.9594 1.9589
S1 1.9557 1.9557 1.9571 1.9548
S2 1.9539 1.9539 1.9566
S3 1.9484 1.9502 1.9561
S4 1.9429 1.9447 1.9546
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 2.0546 2.0430 1.9852
R3 2.0227 2.0111 1.9765
R2 1.9908 1.9908 1.9735
R1 1.9792 1.9792 1.9706 1.9850
PP 1.9589 1.9589 1.9589 1.9618
S1 1.9473 1.9473 1.9648 1.9531
S2 1.9270 1.9270 1.9619
S3 1.8951 1.9154 1.9589
S4 1.8632 1.8835 1.9502
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9709 1.9575 0.0134 0.7% 0.0054 0.3% 1% False True 99
10 1.9709 1.9385 0.0324 1.7% 0.0049 0.3% 59% False False 99
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.9864
2.618 1.9774
1.618 1.9719
1.000 1.9685
0.618 1.9664
HIGH 1.9630
0.618 1.9609
0.500 1.9603
0.382 1.9596
LOW 1.9575
0.618 1.9541
1.000 1.9520
1.618 1.9486
2.618 1.9431
4.250 1.9341
Fisher Pivots for day following 03-Jul-2008
Pivot 1 day 3 day
R1 1.9603 1.9642
PP 1.9594 1.9620
S1 1.9585 1.9598

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

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