CME British Pound Future March 2008


Trading Metrics calculated at close of trading on 08-Feb-2008
Day Change Summary
Previous Current
07-Feb-2008 08-Feb-2008 Change Change % Previous Week
Open 1.9390 1.9428 0.0038 0.2% 1.9725
High 1.9430 1.9455 0.0025 0.1% 1.9742
Low 1.9355 1.9400 0.0045 0.2% 1.9355
Close 1.9363 1.9411 0.0048 0.2% 1.9411
Range 0.0075 0.0055 -0.0020 -26.7% 0.0387
ATR 0.0132 0.0129 -0.0003 -2.2% 0.0000
Volume 44,331 96,708 52,377 118.1% 401,998
Daily Pivots for day following 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.9587 1.9554 1.9441
R3 1.9532 1.9499 1.9426
R2 1.9477 1.9477 1.9421
R1 1.9444 1.9444 1.9416 1.9433
PP 1.9422 1.9422 1.9422 1.9417
S1 1.9389 1.9389 1.9406 1.9378
S2 1.9367 1.9367 1.9401
S3 1.9312 1.9334 1.9396
S4 1.9257 1.9279 1.9381
Weekly Pivots for week ending 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 2.0664 2.0424 1.9624
R3 2.0277 2.0037 1.9517
R2 1.9890 1.9890 1.9482
R1 1.9650 1.9650 1.9446 1.9577
PP 1.9503 1.9503 1.9503 1.9466
S1 1.9263 1.9263 1.9376 1.9190
S2 1.9116 1.9116 1.9340
S3 1.8729 1.8876 1.9305
S4 1.8342 1.8489 1.9198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9742 1.9355 0.0387 2.0% 0.0069 0.4% 14% False False 80,399
10 1.9892 1.9355 0.0537 2.8% 0.0090 0.5% 10% False False 68,484
20 1.9892 1.9355 0.0537 2.8% 0.0100 0.5% 10% False False 78,902
40 2.0580 1.9355 0.1225 6.3% 0.0103 0.5% 5% False False 64,613
60 2.0650 1.9355 0.1295 6.7% 0.0082 0.4% 4% False False 44,037
80 2.1002 1.9355 0.1647 8.5% 0.0063 0.3% 3% False False 33,066
100 2.1002 1.9355 0.1647 8.5% 0.0050 0.3% 3% False False 26,470
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 0.0030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.9689
2.618 1.9599
1.618 1.9544
1.000 1.9510
0.618 1.9489
HIGH 1.9455
0.618 1.9434
0.500 1.9428
0.382 1.9421
LOW 1.9400
0.618 1.9366
1.000 1.9345
1.618 1.9311
2.618 1.9256
4.250 1.9166
Fisher Pivots for day following 08-Feb-2008
Pivot 1 day 3 day
R1 1.9428 1.9470
PP 1.9422 1.9450
S1 1.9417 1.9431

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

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