CME British Pound Future June 2008


Trading Metrics calculated at close of trading on 12-Mar-2008
Day Change Summary
Previous Current
11-Mar-2008 12-Mar-2008 Change Change % Previous Week
Open 2.0008 2.0046 0.0038 0.2% 1.9693
High 2.0010 2.0100 0.0090 0.4% 2.0050
Low 1.9847 1.9995 0.0148 0.7% 1.9619
Close 1.9880 2.0091 0.0211 1.1% 1.9996
Range 0.0163 0.0105 -0.0058 -35.6% 0.0431
ATR 0.0104 0.0112 0.0008 8.0% 0.0000
Volume 23,240 19,863 -3,377 -14.5% 9,248
Daily Pivots for day following 12-Mar-2008
Classic Woodie Camarilla DeMark
R4 2.0377 2.0339 2.0149
R3 2.0272 2.0234 2.0120
R2 2.0167 2.0167 2.0110
R1 2.0129 2.0129 2.0101 2.0148
PP 2.0062 2.0062 2.0062 2.0072
S1 2.0024 2.0024 2.0081 2.0043
S2 1.9957 1.9957 2.0072
S3 1.9852 1.9919 2.0062
S4 1.9747 1.9814 2.0033
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 2.0100 1.9847 0.0253 1.3% 0.0101 0.5% 96% True False 11,616
10 2.0100 1.9619 0.0481 2.4% 0.0092 0.5% 98% True False 6,259
20 2.0100 1.9275 0.0825 4.1% 0.0049 0.2% 99% True False 3,390
40 2.0100 1.9235 0.0865 4.3% 0.0029 0.1% 99% True False 1,839
60 2.0101 1.9235 0.0866 4.3% 0.0020 0.1% 99% False False 1,243
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.0546
2.618 2.0375
1.618 2.0270
1.000 2.0205
0.618 2.0165
HIGH 2.0100
0.618 2.0060
0.500 2.0048
0.382 2.0035
LOW 1.9995
0.618 1.9930
1.000 1.9890
1.618 1.9825
2.618 1.9720
4.250 1.9549
Fisher Pivots for day following 12-Mar-2008
Pivot 1 day 3 day
R1 2.0077 2.0052
PP 2.0062 2.0013
S1 2.0048 1.9974

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

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