CME British Pound Future March 2008


Trading Metrics calculated at close of trading on 10-Dec-2007
Day Change Summary
Previous Current
07-Dec-2007 10-Dec-2007 Change Change % Previous Week
Open 2.0207 2.0387 0.0180 0.9% 2.0572
High 2.0250 2.0425 0.0175 0.9% 2.0601
Low 2.0207 2.0355 0.0148 0.7% 2.0160
Close 2.0247 2.0396 0.0149 0.7% 2.0247
Range 0.0043 0.0070 0.0027 62.8% 0.0441
ATR 0.0107 0.0112 0.0005 4.8% 0.0000
Volume 8,684 6,610 -2,074 -23.9% 21,121
Daily Pivots for day following 10-Dec-2007
Classic Woodie Camarilla DeMark
R4 2.0602 2.0569 2.0435
R3 2.0532 2.0499 2.0415
R2 2.0462 2.0462 2.0409
R1 2.0429 2.0429 2.0402 2.0446
PP 2.0392 2.0392 2.0392 2.0400
S1 2.0359 2.0359 2.0390 2.0376
S2 2.0322 2.0322 2.0383
S3 2.0252 2.0289 2.0377
S4 2.0182 2.0219 2.0358
Weekly Pivots for week ending 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 2.1659 2.1394 2.0490
R3 2.1218 2.0953 2.0368
R2 2.0777 2.0777 2.0328
R1 2.0512 2.0512 2.0287 2.0424
PP 2.0336 2.0336 2.0336 2.0292
S1 2.0071 2.0071 2.0207 1.9983
S2 1.9895 1.9895 2.0166
S3 1.9454 1.9630 2.0126
S4 1.9013 1.9189 2.0004
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0506 2.0160 0.0346 1.7% 0.0048 0.2% 68% False False 5,217
10 2.0650 2.0160 0.0490 2.4% 0.0052 0.3% 48% False False 3,144
20 2.0813 2.0160 0.0653 3.2% 0.0034 0.2% 36% False False 1,822
40 2.1002 2.0160 0.0842 4.1% 0.0019 0.1% 28% False False 980
60 2.1002 1.9839 0.1163 5.7% 0.0012 0.1% 48% False False 681
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.0723
2.618 2.0608
1.618 2.0538
1.000 2.0495
0.618 2.0468
HIGH 2.0425
0.618 2.0398
0.500 2.0390
0.382 2.0382
LOW 2.0355
0.618 2.0312
1.000 2.0285
1.618 2.0242
2.618 2.0172
4.250 2.0058
Fisher Pivots for day following 10-Dec-2007
Pivot 1 day 3 day
R1 2.0394 2.0362
PP 2.0392 2.0327
S1 2.0390 2.0293

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

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