CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 11-Jul-2008
Day Change Summary
Previous Current
10-Jul-2008 11-Jul-2008 Change Change % Previous Week
Open 1.9507 1.9547 0.0040 0.2% 1.9492
High 1.9519 1.9714 0.0195 1.0% 1.9714
Low 1.9497 1.9547 0.0050 0.3% 1.9432
Close 1.9583 1.9633 0.0050 0.3% 1.9633
Range 0.0022 0.0167 0.0145 659.1% 0.0282
ATR 0.0098 0.0103 0.0005 5.0% 0.0000
Volume 5 11 6 120.0% 102
Daily Pivots for day following 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 2.0132 2.0050 1.9725
R3 1.9965 1.9883 1.9679
R2 1.9798 1.9798 1.9664
R1 1.9716 1.9716 1.9648 1.9757
PP 1.9631 1.9631 1.9631 1.9652
S1 1.9549 1.9549 1.9618 1.9590
S2 1.9464 1.9464 1.9602
S3 1.9297 1.9382 1.9587
S4 1.9130 1.9215 1.9541
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 2.0439 2.0318 1.9788
R3 2.0157 2.0036 1.9711
R2 1.9875 1.9875 1.9685
R1 1.9754 1.9754 1.9659 1.9815
PP 1.9593 1.9593 1.9593 1.9623
S1 1.9472 1.9472 1.9607 1.9533
S2 1.9311 1.9311 1.9581
S3 1.9029 1.9190 1.9555
S4 1.8747 1.8908 1.9478
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9714 1.9432 0.0282 1.4% 0.0100 0.5% 71% True False 20
10 1.9714 1.9432 0.0282 1.4% 0.0068 0.3% 71% True False 56
20 1.9714 1.9235 0.0479 2.4% 0.0069 0.3% 83% True False 64
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 0.0007
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 2.0424
2.618 2.0151
1.618 1.9984
1.000 1.9881
0.618 1.9817
HIGH 1.9714
0.618 1.9650
0.500 1.9631
0.382 1.9611
LOW 1.9547
0.618 1.9444
1.000 1.9380
1.618 1.9277
2.618 1.9110
4.250 1.8837
Fisher Pivots for day following 11-Jul-2008
Pivot 1 day 3 day
R1 1.9632 1.9624
PP 1.9631 1.9615
S1 1.9631 1.9606

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

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