CME British Pound Future March 2008


Trading Metrics calculated at close of trading on 14-Jan-2008
Day Change Summary
Previous Current
11-Jan-2008 14-Jan-2008 Change Change % Previous Week
Open 1.9530 1.9530 0.0000 0.0% 1.9697
High 1.9565 1.9598 0.0033 0.2% 1.9740
Low 1.9505 1.9507 0.0002 0.0% 1.9505
Close 1.9523 1.9515 -0.0008 0.0% 1.9523
Range 0.0060 0.0091 0.0031 51.7% 0.0235
ATR 0.0116 0.0114 -0.0002 -1.6% 0.0000
Volume 104,650 59,126 -45,524 -43.5% 345,795
Daily Pivots for day following 14-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.9813 1.9755 1.9565
R3 1.9722 1.9664 1.9540
R2 1.9631 1.9631 1.9532
R1 1.9573 1.9573 1.9523 1.9557
PP 1.9540 1.9540 1.9540 1.9532
S1 1.9482 1.9482 1.9507 1.9466
S2 1.9449 1.9449 1.9498
S3 1.9358 1.9391 1.9490
S4 1.9267 1.9300 1.9465
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 2.0294 2.0144 1.9652
R3 2.0059 1.9909 1.9588
R2 1.9824 1.9824 1.9566
R1 1.9674 1.9674 1.9545 1.9632
PP 1.9589 1.9589 1.9589 1.9568
S1 1.9439 1.9439 1.9501 1.9397
S2 1.9354 1.9354 1.9480
S3 1.9119 1.9204 1.9458
S4 1.8884 1.8969 1.9394
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9740 1.9505 0.0235 1.2% 0.0077 0.4% 4% False False 65,521
10 2.0055 1.9505 0.0550 2.8% 0.0107 0.5% 2% False False 59,025
20 2.0225 1.9505 0.0720 3.7% 0.0096 0.5% 1% False False 52,103
40 2.0650 1.9505 0.1145 5.9% 0.0077 0.4% 1% False False 30,682
60 2.1002 1.9505 0.1497 7.7% 0.0053 0.3% 1% False False 20,516
80 2.1002 1.9505 0.1497 7.7% 0.0040 0.2% 1% False False 15,409
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.9985
2.618 1.9836
1.618 1.9745
1.000 1.9689
0.618 1.9654
HIGH 1.9598
0.618 1.9563
0.500 1.9553
0.382 1.9542
LOW 1.9507
0.618 1.9451
1.000 1.9416
1.618 1.9360
2.618 1.9269
4.250 1.9120
Fisher Pivots for day following 14-Jan-2008
Pivot 1 day 3 day
R1 1.9553 1.9552
PP 1.9540 1.9539
S1 1.9528 1.9527

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

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