CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 01-Aug-2008
Day Change Summary
Previous Current
31-Jul-2008 01-Aug-2008 Change Change % Previous Week
Open 1.9626 1.9640 0.0014 0.1% 1.9674
High 1.9701 1.9640 -0.0061 -0.3% 1.9755
Low 1.9599 1.9538 -0.0061 -0.3% 1.9538
Close 1.9632 1.9541 -0.0091 -0.5% 1.9541
Range 0.0102 0.0102 0.0000 0.0% 0.0217
ATR 0.0100 0.0100 0.0000 0.1% 0.0000
Volume 185 49 -136 -73.5% 402
Daily Pivots for day following 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.9879 1.9812 1.9597
R3 1.9777 1.9710 1.9569
R2 1.9675 1.9675 1.9560
R1 1.9608 1.9608 1.9550 1.9591
PP 1.9573 1.9573 1.9573 1.9564
S1 1.9506 1.9506 1.9532 1.9489
S2 1.9471 1.9471 1.9522
S3 1.9369 1.9404 1.9513
S4 1.9267 1.9302 1.9485
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 2.0262 2.0119 1.9660
R3 2.0045 1.9902 1.9601
R2 1.9828 1.9828 1.9581
R1 1.9685 1.9685 1.9561 1.9648
PP 1.9611 1.9611 1.9611 1.9593
S1 1.9468 1.9468 1.9521 1.9431
S2 1.9394 1.9394 1.9501
S3 1.9177 1.9251 1.9481
S4 1.8960 1.9034 1.9422
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9755 1.9538 0.0217 1.1% 0.0100 0.5% 1% False True 80
10 1.9817 1.9538 0.0279 1.4% 0.0086 0.4% 1% False True 46
20 1.9923 1.9432 0.0491 2.5% 0.0088 0.5% 22% False False 33
40 1.9923 1.9150 0.0773 4.0% 0.0073 0.4% 51% False False 47
Crabel Price Patterns
NR False
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 0.0007
Fibonacci Retracements and Extensions
4.250 2.0074
2.618 1.9907
1.618 1.9805
1.000 1.9742
0.618 1.9703
HIGH 1.9640
0.618 1.9601
0.500 1.9589
0.382 1.9577
LOW 1.9538
0.618 1.9475
1.000 1.9436
1.618 1.9373
2.618 1.9271
4.250 1.9105
Fisher Pivots for day following 01-Aug-2008
Pivot 1 day 3 day
R1 1.9589 1.9620
PP 1.9573 1.9593
S1 1.9557 1.9567

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

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