CME British Pound Future March 2008


Trading Metrics calculated at close of trading on 16-Jan-2008
Day Change Summary
Previous Current
15-Jan-2008 16-Jan-2008 Change Change % Previous Week
Open 1.9645 1.9575 -0.0070 -0.4% 1.9697
High 1.9697 1.9670 -0.0027 -0.1% 1.9740
Low 1.9583 1.9541 -0.0042 -0.2% 1.9505
Close 1.9596 1.9594 -0.0002 0.0% 1.9523
Range 0.0114 0.0129 0.0015 13.2% 0.0235
ATR 0.0119 0.0120 0.0001 0.6% 0.0000
Volume 54,155 95,257 41,102 75.9% 345,795
Daily Pivots for day following 16-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.9989 1.9920 1.9665
R3 1.9860 1.9791 1.9629
R2 1.9731 1.9731 1.9618
R1 1.9662 1.9662 1.9606 1.9697
PP 1.9602 1.9602 1.9602 1.9619
S1 1.9533 1.9533 1.9582 1.9568
S2 1.9473 1.9473 1.9570
S3 1.9344 1.9404 1.9559
S4 1.9215 1.9275 1.9523
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 1.9697 1.9505 0.0192 1.0% 0.0094 0.5% 46% False False 75,637
10 1.9815 1.9505 0.0310 1.6% 0.0095 0.5% 29% False False 67,252
20 2.0145 1.9505 0.0640 3.3% 0.0098 0.5% 14% False False 52,709
40 2.0650 1.9505 0.1145 5.8% 0.0082 0.4% 8% False False 34,379
60 2.1002 1.9505 0.1497 7.6% 0.0057 0.3% 6% False False 23,006
80 2.1002 1.9505 0.1497 7.6% 0.0043 0.2% 6% False False 17,274
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2.0218
2.618 2.0008
1.618 1.9879
1.000 1.9799
0.618 1.9750
HIGH 1.9670
0.618 1.9621
0.500 1.9606
0.382 1.9590
LOW 1.9541
0.618 1.9461
1.000 1.9412
1.618 1.9332
2.618 1.9203
4.250 1.8993
Fisher Pivots for day following 16-Jan-2008
Pivot 1 day 3 day
R1 1.9606 1.9602
PP 1.9602 1.9599
S1 1.9598 1.9597

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

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