CME British Pound Future June 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 1.9514 1.9515 0.0001 0.0% 1.9590
High 1.9514 1.9517 0.0003 0.0% 1.9630
Low 1.9514 1.9485 -0.0029 -0.1% 1.9442
Close 1.9514 1.9512 -0.0002 0.0% 1.9442
Range 0.0000 0.0032 0.0032 0.0188
ATR 0.0069 0.0066 -0.0003 -3.8% 0.0000
Volume 213 292 79 37.1% 643
Daily Pivots for day following 16-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.9601 1.9588 1.9530
R3 1.9569 1.9556 1.9521
R2 1.9537 1.9537 1.9518
R1 1.9524 1.9524 1.9515 1.9515
PP 1.9505 1.9505 1.9505 1.9500
S1 1.9492 1.9492 1.9509 1.9483
S2 1.9473 1.9473 1.9506
S3 1.9441 1.9460 1.9503
S4 1.9409 1.9428 1.9494
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 2.0069 1.9943 1.9545
R3 1.9881 1.9755 1.9494
R2 1.9693 1.9693 1.9476
R1 1.9567 1.9567 1.9459 1.9536
PP 1.9505 1.9505 1.9505 1.9489
S1 1.9379 1.9379 1.9425 1.9348
S2 1.9317 1.9317 1.9408
S3 1.9129 1.9191 1.9390
S4 1.8941 1.9003 1.9339
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9517 1.9432 0.0085 0.4% 0.0006 0.0% 94% True False 146
10 1.9630 1.9432 0.0198 1.0% 0.0003 0.0% 40% False False 134
20 2.0040 1.9432 0.0608 3.1% 0.0003 0.0% 13% False False 73
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0003
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1.9653
2.618 1.9601
1.618 1.9569
1.000 1.9549
0.618 1.9537
HIGH 1.9517
0.618 1.9505
0.500 1.9501
0.382 1.9497
LOW 1.9485
0.618 1.9465
1.000 1.9453
1.618 1.9433
2.618 1.9401
4.250 1.9349
Fisher Pivots for day following 16-Jan-2008
Pivot 1 day 3 day
R1 1.9508 1.9500
PP 1.9505 1.9487
S1 1.9501 1.9475

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

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