CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 18-Jul-2008
Day Change Summary
Previous Current
17-Jul-2008 18-Jul-2008 Change Change % Previous Week
Open 1.9831 1.9765 -0.0066 -0.3% 1.9672
High 1.9831 1.9765 -0.0066 -0.3% 1.9923
Low 1.9735 1.9765 0.0030 0.2% 1.9611
Close 1.9769 1.9762 -0.0007 0.0% 1.9762
Range 0.0096 0.0000 -0.0096 -100.0% 0.0312
ATR 0.0106 0.0099 -0.0007 -6.9% 0.0000
Volume 13 8 -5 -38.5% 100
Daily Pivots for day following 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.9764 1.9763 1.9762
R3 1.9764 1.9763 1.9762
R2 1.9764 1.9764 1.9762
R1 1.9763 1.9763 1.9762 1.9764
PP 1.9764 1.9764 1.9764 1.9764
S1 1.9763 1.9763 1.9762 1.9764
S2 1.9764 1.9764 1.9762
S3 1.9764 1.9763 1.9762
S4 1.9764 1.9763 1.9762
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 2.0701 2.0544 1.9934
R3 2.0389 2.0232 1.9848
R2 2.0077 2.0077 1.9819
R1 1.9920 1.9920 1.9791 1.9999
PP 1.9765 1.9765 1.9765 1.9805
S1 1.9608 1.9608 1.9733 1.9687
S2 1.9453 1.9453 1.9705
S3 1.9141 1.9296 1.9676
S4 1.8829 1.8984 1.9590
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9923 1.9611 0.0312 1.6% 0.0079 0.4% 48% False False 20
10 1.9923 1.9432 0.0491 2.5% 0.0090 0.5% 67% False False 20
20 1.9923 1.9385 0.0538 2.7% 0.0067 0.3% 70% False False 45
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.9765
2.618 1.9765
1.618 1.9765
1.000 1.9765
0.618 1.9765
HIGH 1.9765
0.618 1.9765
0.500 1.9765
0.382 1.9765
LOW 1.9765
0.618 1.9765
1.000 1.9765
1.618 1.9765
2.618 1.9765
4.250 1.9765
Fisher Pivots for day following 18-Jul-2008
Pivot 1 day 3 day
R1 1.9765 1.9783
PP 1.9764 1.9776
S1 1.9763 1.9769

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

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