CME British Pound Future March 2008


Trading Metrics calculated at close of trading on 24-Dec-2007
Day Change Summary
Previous Current
21-Dec-2007 24-Dec-2007 Change Change % Previous Week
Open 1.9816 1.9754 -0.0062 -0.3% 2.0092
High 1.9833 1.9760 -0.0073 -0.4% 2.0175
Low 1.9765 1.9715 -0.0050 -0.3% 1.9760
Close 1.9793 1.9726 -0.0067 -0.3% 1.9793
Range 0.0068 0.0045 -0.0023 -33.8% 0.0415
ATR 0.0131 0.0128 -0.0004 -2.9% 0.0000
Volume 51,434 43,769 -7,665 -14.9% 271,858
Daily Pivots for day following 24-Dec-2007
Classic Woodie Camarilla DeMark
R4 1.9869 1.9842 1.9751
R3 1.9824 1.9797 1.9738
R2 1.9779 1.9779 1.9734
R1 1.9752 1.9752 1.9730 1.9743
PP 1.9734 1.9734 1.9734 1.9729
S1 1.9707 1.9707 1.9722 1.9698
S2 1.9689 1.9689 1.9718
S3 1.9644 1.9662 1.9714
S4 1.9599 1.9617 1.9701
Weekly Pivots for week ending 21-Dec-2007
Classic Woodie Camarilla DeMark
R4 2.1154 2.0889 2.0021
R3 2.0739 2.0474 1.9907
R2 2.0324 2.0324 1.9869
R1 2.0059 2.0059 1.9831 1.9984
PP 1.9909 1.9909 1.9909 1.9872
S1 1.9644 1.9644 1.9755 1.9569
S2 1.9494 1.9494 1.9717
S3 1.9079 1.9229 1.9679
S4 1.8664 1.8814 1.9565
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0145 1.9715 0.0430 2.2% 0.0090 0.5% 3% False True 49,783
10 2.0580 1.9715 0.0865 4.4% 0.0117 0.6% 1% False True 53,605
20 2.0650 1.9715 0.0935 4.7% 0.0084 0.4% 1% False True 28,374
40 2.1002 1.9715 0.1287 6.5% 0.0047 0.2% 1% False True 14,368
60 2.1002 1.9715 0.1287 6.5% 0.0032 0.2% 1% False True 9,606
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0017
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.9951
2.618 1.9878
1.618 1.9833
1.000 1.9805
0.618 1.9788
HIGH 1.9760
0.618 1.9743
0.500 1.9738
0.382 1.9732
LOW 1.9715
0.618 1.9687
1.000 1.9670
1.618 1.9642
2.618 1.9597
4.250 1.9524
Fisher Pivots for day following 24-Dec-2007
Pivot 1 day 3 day
R1 1.9738 1.9788
PP 1.9734 1.9767
S1 1.9730 1.9747

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

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