CME British Pound Future March 2008


Trading Metrics calculated at close of trading on 10-Jan-2008
Day Change Summary
Previous Current
09-Jan-2008 10-Jan-2008 Change Change % Previous Week
Open 1.9553 1.9521 -0.0032 -0.2% 2.0037
High 1.9595 1.9580 -0.0015 -0.1% 2.0055
Low 1.9507 1.9505 -0.0002 0.0% 1.9665
Close 1.9528 1.9561 0.0033 0.2% 1.9686
Range 0.0088 0.0075 -0.0013 -14.8% 0.0390
ATR 0.0124 0.0121 -0.0004 -2.8% 0.0000
Volume 51,884 65,000 13,116 25.3% 185,331
Daily Pivots for day following 10-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.9774 1.9742 1.9602
R3 1.9699 1.9667 1.9582
R2 1.9624 1.9624 1.9575
R1 1.9592 1.9592 1.9568 1.9608
PP 1.9549 1.9549 1.9549 1.9557
S1 1.9517 1.9517 1.9554 1.9533
S2 1.9474 1.9474 1.9547
S3 1.9399 1.9442 1.9540
S4 1.9324 1.9367 1.9520
Weekly Pivots for week ending 04-Jan-2008
Classic Woodie Camarilla DeMark
R4 2.0972 2.0719 1.9901
R3 2.0582 2.0329 1.9793
R2 2.0192 2.0192 1.9758
R1 1.9939 1.9939 1.9722 1.9871
PP 1.9802 1.9802 1.9802 1.9768
S1 1.9549 1.9549 1.9650 1.9481
S2 1.9412 1.9412 1.9615
S3 1.9022 1.9159 1.9579
S4 1.8632 1.8769 1.9472
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9815 1.9505 0.0310 1.6% 0.0090 0.5% 18% False True 61,827
10 2.0055 1.9505 0.0550 2.8% 0.0108 0.6% 10% False True 48,241
20 2.0580 1.9505 0.1075 5.5% 0.0106 0.5% 5% False True 50,324
40 2.0650 1.9505 0.1145 5.9% 0.0074 0.4% 5% False True 26,604
60 2.1002 1.9505 0.1497 7.7% 0.0050 0.3% 4% False True 17,787
80 2.1002 1.9505 0.1497 7.7% 0.0038 0.2% 4% False True 13,363
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 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.9899
2.618 1.9776
1.618 1.9701
1.000 1.9655
0.618 1.9626
HIGH 1.9580
0.618 1.9551
0.500 1.9543
0.382 1.9534
LOW 1.9505
0.618 1.9459
1.000 1.9430
1.618 1.9384
2.618 1.9309
4.250 1.9186
Fisher Pivots for day following 10-Jan-2008
Pivot 1 day 3 day
R1 1.9555 1.9623
PP 1.9549 1.9602
S1 1.9543 1.9582

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

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