CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 09-Jul-2008
Day Change Summary
Previous Current
08-Jul-2008 09-Jul-2008 Change Change % Previous Week
Open 1.9542 1.9507 -0.0035 -0.2% 1.9695
High 1.9542 1.9596 0.0054 0.3% 1.9709
Low 1.9433 1.9507 0.0074 0.4% 1.9575
Close 1.9453 1.9583 0.0130 0.7% 1.9576
Range 0.0109 0.0089 -0.0020 -18.3% 0.0134
ATR 0.0096 0.0099 0.0003 3.5% 0.0000
Volume 49 22 -27 -55.1% 467
Daily Pivots for day following 09-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.9829 1.9795 1.9632
R3 1.9740 1.9706 1.9607
R2 1.9651 1.9651 1.9599
R1 1.9617 1.9617 1.9591 1.9634
PP 1.9562 1.9562 1.9562 1.9571
S1 1.9528 1.9528 1.9575 1.9545
S2 1.9473 1.9473 1.9567
S3 1.9384 1.9439 1.9559
S4 1.9295 1.9350 1.9534
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 1.9630 1.9432 0.0198 1.0% 0.0073 0.4% 76% False False 20
10 1.9709 1.9432 0.0277 1.4% 0.0075 0.4% 55% False False 60
20 1.9709 1.9150 0.0559 2.9% 0.0065 0.3% 77% False False 64
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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.9974
2.618 1.9829
1.618 1.9740
1.000 1.9685
0.618 1.9651
HIGH 1.9596
0.618 1.9562
0.500 1.9552
0.382 1.9541
LOW 1.9507
0.618 1.9452
1.000 1.9418
1.618 1.9363
2.618 1.9274
4.250 1.9129
Fisher Pivots for day following 09-Jul-2008
Pivot 1 day 3 day
R1 1.9573 1.9560
PP 1.9562 1.9537
S1 1.9552 1.9514

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

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