CME British Pound Future March 2008


Trading Metrics calculated at close of trading on 22-Jan-2008
Day Change Summary
Previous Current
18-Jan-2008 22-Jan-2008 Change Change % Previous Week
Open 1.9541 1.9464 -0.0077 -0.4% 1.9530
High 1.9575 1.9575 0.0000 0.0% 1.9750
Low 1.9465 1.9417 -0.0048 -0.2% 1.9465
Close 1.9503 1.9565 0.0062 0.3% 1.9503
Range 0.0110 0.0158 0.0048 43.6% 0.0285
ATR 0.0128 0.0130 0.0002 1.7% 0.0000
Volume 89,738 86,675 -3,063 -3.4% 404,198
Daily Pivots for day following 22-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.9993 1.9937 1.9652
R3 1.9835 1.9779 1.9608
R2 1.9677 1.9677 1.9594
R1 1.9621 1.9621 1.9579 1.9649
PP 1.9519 1.9519 1.9519 1.9533
S1 1.9463 1.9463 1.9551 1.9491
S2 1.9361 1.9361 1.9536
S3 1.9203 1.9305 1.9522
S4 1.9045 1.9147 1.9478
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 2.0428 2.0250 1.9660
R3 2.0143 1.9965 1.9581
R2 1.9858 1.9858 1.9555
R1 1.9680 1.9680 1.9529 1.9627
PP 1.9573 1.9573 1.9573 1.9546
S1 1.9395 1.9395 1.9477 1.9342
S2 1.9288 1.9288 1.9451
S3 1.9003 1.9110 1.9425
S4 1.8718 1.8825 1.9346
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9750 1.9417 0.0333 1.7% 0.0127 0.7% 44% False True 86,349
10 1.9750 1.9417 0.0333 1.7% 0.0102 0.5% 44% False True 75,935
20 2.0055 1.9417 0.0638 3.3% 0.0100 0.5% 23% False True 59,140
40 2.0650 1.9417 0.1233 6.3% 0.0092 0.5% 12% False True 41,394
60 2.1002 1.9417 0.1585 8.1% 0.0063 0.3% 9% False True 27,708
80 2.1002 1.9417 0.1585 8.1% 0.0048 0.2% 9% False True 20,800
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 0.0033
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 2.0247
2.618 1.9989
1.618 1.9831
1.000 1.9733
0.618 1.9673
HIGH 1.9575
0.618 1.9515
0.500 1.9496
0.382 1.9477
LOW 1.9417
0.618 1.9319
1.000 1.9259
1.618 1.9161
2.618 1.9003
4.250 1.8746
Fisher Pivots for day following 22-Jan-2008
Pivot 1 day 3 day
R1 1.9542 1.9584
PP 1.9519 1.9577
S1 1.9496 1.9571

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

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