CME British Pound Future June 2008


Trading Metrics calculated at close of trading on 25-Jan-2008
Day Change Summary
Previous Current
24-Jan-2008 25-Jan-2008 Change Change % Previous Week
Open 1.9515 1.9647 0.0132 0.7% 1.9466
High 1.9539 1.9647 0.0108 0.6% 1.9647
Low 1.9515 1.9647 0.0132 0.7% 1.9330
Close 1.9585 1.9647 0.0062 0.3% 1.9647
Range 0.0024 0.0000 -0.0024 -100.0% 0.0317
ATR 0.0080 0.0079 -0.0001 -1.6% 0.0000
Volume 985 568 -417 -42.3% 1,998
Daily Pivots for day following 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.9647 1.9647 1.9647
R3 1.9647 1.9647 1.9647
R2 1.9647 1.9647 1.9647
R1 1.9647 1.9647 1.9647 1.9647
PP 1.9647 1.9647 1.9647 1.9647
S1 1.9647 1.9647 1.9647 1.9647
S2 1.9647 1.9647 1.9647
S3 1.9647 1.9647 1.9647
S4 1.9647 1.9647 1.9647
Weekly Pivots for week ending 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 2.0492 2.0387 1.9821
R3 2.0175 2.0070 1.9734
R2 1.9858 1.9858 1.9705
R1 1.9753 1.9753 1.9676 1.9806
PP 1.9541 1.9541 1.9541 1.9568
S1 1.9436 1.9436 1.9618 1.9489
S2 1.9224 1.9224 1.9589
S3 1.8907 1.9119 1.9560
S4 1.8590 1.8802 1.9473
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9647 1.9330 0.0317 1.6% 0.0005 0.0% 100% True False 622
10 1.9647 1.9330 0.0317 1.6% 0.0006 0.0% 100% True False 414
20 1.9863 1.9330 0.0533 2.7% 0.0003 0.0% 59% False False 242
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 -0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.9647
2.618 1.9647
1.618 1.9647
1.000 1.9647
0.618 1.9647
HIGH 1.9647
0.618 1.9647
0.500 1.9647
0.382 1.9647
LOW 1.9647
0.618 1.9647
1.000 1.9647
1.618 1.9647
2.618 1.9647
4.250 1.9647
Fisher Pivots for day following 25-Jan-2008
Pivot 1 day 3 day
R1 1.9647 1.9594
PP 1.9647 1.9541
S1 1.9647 1.9489

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

View Archives - Comment on this page... - Back to Index of Symbols