CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 30-Jul-2008
Day Change Summary
Previous Current
29-Jul-2008 30-Jul-2008 Change Change % Previous Week
Open 1.9746 1.9560 -0.0186 -0.9% 1.9731
High 1.9746 1.9605 -0.0141 -0.7% 1.9817
Low 1.9591 1.9556 -0.0035 -0.2% 1.9635
Close 1.9587 1.9612 0.0025 0.1% 1.9688
Range 0.0155 0.0049 -0.0106 -68.4% 0.0182
ATR 0.0104 0.0100 -0.0004 -3.8% 0.0000
Volume 75 77 2 2.7% 60
Daily Pivots for day following 30-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.9738 1.9724 1.9639
R3 1.9689 1.9675 1.9625
R2 1.9640 1.9640 1.9621
R1 1.9626 1.9626 1.9616 1.9633
PP 1.9591 1.9591 1.9591 1.9595
S1 1.9577 1.9577 1.9608 1.9584
S2 1.9542 1.9542 1.9603
S3 1.9493 1.9528 1.9599
S4 1.9444 1.9479 1.9585
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 2.0259 2.0156 1.9788
R3 2.0077 1.9974 1.9738
R2 1.9895 1.9895 1.9721
R1 1.9792 1.9792 1.9705 1.9753
PP 1.9713 1.9713 1.9713 1.9694
S1 1.9610 1.9610 1.9671 1.9571
S2 1.9531 1.9531 1.9655
S3 1.9349 1.9428 1.9638
S4 1.9167 1.9246 1.9588
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9756 1.9556 0.0200 1.0% 0.0085 0.4% 28% False True 42
10 1.9831 1.9556 0.0275 1.4% 0.0076 0.4% 20% False True 24
20 1.9923 1.9432 0.0491 2.5% 0.0081 0.4% 37% False False 22
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 0.0004
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.9813
2.618 1.9733
1.618 1.9684
1.000 1.9654
0.618 1.9635
HIGH 1.9605
0.618 1.9586
0.500 1.9581
0.382 1.9575
LOW 1.9556
0.618 1.9526
1.000 1.9507
1.618 1.9477
2.618 1.9428
4.250 1.9348
Fisher Pivots for day following 30-Jul-2008
Pivot 1 day 3 day
R1 1.9602 1.9656
PP 1.9591 1.9641
S1 1.9581 1.9627

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

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