CME British Pound Future March 2008


Trading Metrics calculated at close of trading on 20-Dec-2007
Day Change Summary
Previous Current
19-Dec-2007 20-Dec-2007 Change Change % Previous Week
Open 1.9992 1.9840 -0.0152 -0.8% 2.0387
High 2.0025 1.9860 -0.0165 -0.8% 2.0580
Low 1.9875 1.9760 -0.0115 -0.6% 2.0090
Close 1.9918 1.9769 -0.0149 -0.7% 2.0093
Range 0.0150 0.0100 -0.0050 -33.3% 0.0490
ATR 0.0135 0.0136 0.0002 1.2% 0.0000
Volume 45,036 60,584 15,548 34.5% 227,035
Daily Pivots for day following 20-Dec-2007
Classic Woodie Camarilla DeMark
R4 2.0096 2.0033 1.9824
R3 1.9996 1.9933 1.9797
R2 1.9896 1.9896 1.9787
R1 1.9833 1.9833 1.9778 1.9815
PP 1.9796 1.9796 1.9796 1.9787
S1 1.9733 1.9733 1.9760 1.9715
S2 1.9696 1.9696 1.9751
S3 1.9596 1.9633 1.9742
S4 1.9496 1.9533 1.9714
Weekly Pivots for week ending 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 2.1724 2.1399 2.0363
R3 2.1234 2.0909 2.0228
R2 2.0744 2.0744 2.0183
R1 2.0419 2.0419 2.0138 2.0337
PP 2.0254 2.0254 2.0254 2.0213
S1 1.9929 1.9929 2.0048 1.9847
S2 1.9764 1.9764 2.0003
S3 1.9274 1.9439 1.9958
S4 1.8784 1.8949 1.9824
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0225 1.9760 0.0465 2.4% 0.0112 0.6% 2% False True 58,202
10 2.0580 1.9760 0.0820 4.1% 0.0117 0.6% 1% False True 45,614
20 2.0650 1.9760 0.0890 4.5% 0.0084 0.4% 1% False True 23,648
40 2.1002 1.9760 0.1242 6.3% 0.0045 0.2% 1% False True 11,993
60 2.1002 1.9760 0.1242 6.3% 0.0030 0.2% 1% False True 8,020
Crabel Price Patterns
NR True
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.0285
2.618 2.0122
1.618 2.0022
1.000 1.9960
0.618 1.9922
HIGH 1.9860
0.618 1.9822
0.500 1.9810
0.382 1.9798
LOW 1.9760
0.618 1.9698
1.000 1.9660
1.618 1.9598
2.618 1.9498
4.250 1.9335
Fisher Pivots for day following 20-Dec-2007
Pivot 1 day 3 day
R1 1.9810 1.9953
PP 1.9796 1.9891
S1 1.9783 1.9830

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

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