CME British Pound Future March 2008


Trading Metrics calculated at close of trading on 24-Jan-2008
Day Change Summary
Previous Current
23-Jan-2008 24-Jan-2008 Change Change % Previous Week
Open 1.9431 1.9576 0.0145 0.7% 1.9530
High 1.9478 1.9700 0.0222 1.1% 1.9750
Low 1.9400 1.9545 0.0145 0.7% 1.9465
Close 1.9463 1.9691 0.0228 1.2% 1.9503
Range 0.0078 0.0155 0.0077 98.7% 0.0285
ATR 0.0133 0.0140 0.0007 5.6% 0.0000
Volume 134,093 81,898 -52,195 -38.9% 404,198
Daily Pivots for day following 24-Jan-2008
Classic Woodie Camarilla DeMark
R4 2.0110 2.0056 1.9776
R3 1.9955 1.9901 1.9734
R2 1.9800 1.9800 1.9719
R1 1.9746 1.9746 1.9705 1.9773
PP 1.9645 1.9645 1.9645 1.9659
S1 1.9591 1.9591 1.9677 1.9618
S2 1.9490 1.9490 1.9663
S3 1.9335 1.9436 1.9648
S4 1.9180 1.9281 1.9606
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 1.9400 0.0350 1.8% 0.0125 0.6% 83% False False 99,665
10 1.9750 1.9400 0.0350 1.8% 0.0110 0.6% 83% False False 87,651
20 2.0055 1.9400 0.0655 3.3% 0.0106 0.5% 44% False False 65,179
40 2.0650 1.9400 0.1250 6.3% 0.0095 0.5% 23% False False 46,777
60 2.1002 1.9400 0.1602 8.1% 0.0067 0.3% 18% False False 31,305
80 2.1002 1.9400 0.1602 8.1% 0.0051 0.3% 18% False False 23,499
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.0359
2.618 2.0106
1.618 1.9951
1.000 1.9855
0.618 1.9796
HIGH 1.9700
0.618 1.9641
0.500 1.9623
0.382 1.9604
LOW 1.9545
0.618 1.9449
1.000 1.9390
1.618 1.9294
2.618 1.9139
4.250 1.8886
Fisher Pivots for day following 24-Jan-2008
Pivot 1 day 3 day
R1 1.9668 1.9644
PP 1.9645 1.9597
S1 1.9623 1.9550

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

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