CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 07-Jul-2008
Day Change Summary
Previous Current
04-Jul-2008 07-Jul-2008 Change Change % Previous Week
Open 1.9590 1.9492 -0.0098 -0.5% 1.9695
High 1.9590 1.9546 -0.0044 -0.2% 1.9709
Low 1.9590 1.9432 -0.0158 -0.8% 1.9575
Close 1.9576 1.9538 -0.0038 -0.2% 1.9576
Range 0.0000 0.0114 0.0114 0.0134
ATR 0.0091 0.0095 0.0004 4.2% 0.0000
Volume 15 15 0 0.0% 467
Daily Pivots for day following 07-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.9847 1.9807 1.9601
R3 1.9733 1.9693 1.9569
R2 1.9619 1.9619 1.9559
R1 1.9579 1.9579 1.9548 1.9599
PP 1.9505 1.9505 1.9505 1.9516
S1 1.9465 1.9465 1.9528 1.9485
S2 1.9391 1.9391 1.9517
S3 1.9277 1.9351 1.9507
S4 1.9163 1.9237 1.9475
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 2.0022 1.9933 1.9650
R3 1.9888 1.9799 1.9613
R2 1.9754 1.9754 1.9601
R1 1.9665 1.9665 1.9588 1.9643
PP 1.9620 1.9620 1.9620 1.9609
S1 1.9531 1.9531 1.9564 1.9509
S2 1.9486 1.9486 1.9551
S3 1.9352 1.9397 1.9539
S4 1.9218 1.9263 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 1.9432 0.0277 1.4% 0.0052 0.3% 38% False True 93
10 1.9709 1.9432 0.0277 1.4% 0.0055 0.3% 38% False True 68
20 1.9709 1.9150 0.0559 2.9% 0.0063 0.3% 69% False False 61
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 0.0006
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2.0031
2.618 1.9844
1.618 1.9730
1.000 1.9660
0.618 1.9616
HIGH 1.9546
0.618 1.9502
0.500 1.9489
0.382 1.9476
LOW 1.9432
0.618 1.9362
1.000 1.9318
1.618 1.9248
2.618 1.9134
4.250 1.8948
Fisher Pivots for day following 07-Jul-2008
Pivot 1 day 3 day
R1 1.9522 1.9536
PP 1.9505 1.9533
S1 1.9489 1.9531

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

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