CME British Pound Future June 2008


Trading Metrics calculated at close of trading on 10-Mar-2008
Day Change Summary
Previous Current
07-Mar-2008 10-Mar-2008 Change Change % Previous Week
Open 2.0035 2.0038 0.0003 0.0% 1.9693
High 2.0050 2.0038 -0.0012 -0.1% 2.0050
Low 1.9970 1.9935 -0.0035 -0.2% 1.9619
Close 1.9996 1.9941 -0.0055 -0.3% 1.9996
Range 0.0080 0.0103 0.0023 28.8% 0.0431
ATR 0.0099 0.0099 0.0000 0.3% 0.0000
Volume 3,726 9,178 5,452 146.3% 9,248
Daily Pivots for day following 10-Mar-2008
Classic Woodie Camarilla DeMark
R4 2.0280 2.0214 1.9998
R3 2.0177 2.0111 1.9969
R2 2.0074 2.0074 1.9960
R1 2.0008 2.0008 1.9950 1.9990
PP 1.9971 1.9971 1.9971 1.9962
S1 1.9905 1.9905 1.9932 1.9887
S2 1.9868 1.9868 1.9922
S3 1.9765 1.9802 1.9913
S4 1.9662 1.9699 1.9884
Weekly Pivots for week ending 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 2.1181 2.1020 2.0233
R3 2.0750 2.0589 2.0115
R2 2.0319 2.0319 2.0075
R1 2.0158 2.0158 2.0036 2.0239
PP 1.9888 1.9888 1.9888 1.9929
S1 1.9727 1.9727 1.9956 1.9808
S2 1.9457 1.9457 1.9917
S3 1.9026 1.9296 1.9877
S4 1.8595 1.8865 1.9759
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0050 1.9619 0.0431 2.2% 0.0101 0.5% 75% False False 3,469
10 2.0050 1.9619 0.0431 2.2% 0.0065 0.3% 75% False False 2,126
20 2.0050 1.9275 0.0775 3.9% 0.0037 0.2% 86% False False 1,243
40 2.0050 1.9235 0.0815 4.1% 0.0022 0.1% 87% False False 766
60 2.0334 1.9235 0.1099 5.5% 0.0015 0.1% 64% False False 526
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 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.0476
2.618 2.0308
1.618 2.0205
1.000 2.0141
0.618 2.0102
HIGH 2.0038
0.618 1.9999
0.500 1.9987
0.382 1.9974
LOW 1.9935
0.618 1.9871
1.000 1.9832
1.618 1.9768
2.618 1.9665
4.250 1.9497
Fisher Pivots for day following 10-Mar-2008
Pivot 1 day 3 day
R1 1.9987 1.9970
PP 1.9971 1.9960
S1 1.9956 1.9951

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

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