CME British Pound Future June 2008


Trading Metrics calculated at close of trading on 26-Mar-2008
Day Change Summary
Previous Current
25-Mar-2008 26-Mar-2008 Change Change % Previous Week
Open 1.9786 1.9860 0.0074 0.4% 1.9894
High 1.9883 1.9950 0.0067 0.3% 2.0120
Low 1.9786 1.9795 0.0009 0.0% 1.9642
Close 1.9865 1.9929 0.0064 0.3% 1.9691
Range 0.0097 0.0155 0.0058 59.8% 0.0478
ATR 0.0144 0.0145 0.0001 0.5% 0.0000
Volume 30,631 76,567 45,936 150.0% 429,910
Daily Pivots for day following 26-Mar-2008
Classic Woodie Camarilla DeMark
R4 2.0356 2.0298 2.0014
R3 2.0201 2.0143 1.9972
R2 2.0046 2.0046 1.9957
R1 1.9988 1.9988 1.9943 2.0017
PP 1.9891 1.9891 1.9891 1.9906
S1 1.9833 1.9833 1.9915 1.9862
S2 1.9736 1.9736 1.9901
S3 1.9581 1.9678 1.9886
S4 1.9426 1.9523 1.9844
Weekly Pivots for week ending 21-Mar-2008
Classic Woodie Camarilla DeMark
R4 2.1252 2.0949 1.9954
R3 2.0774 2.0471 1.9822
R2 2.0296 2.0296 1.9779
R1 1.9993 1.9993 1.9735 1.9906
PP 1.9818 1.9818 1.9818 1.9774
S1 1.9515 1.9515 1.9647 1.9428
S2 1.9340 1.9340 1.9603
S3 1.8862 1.9037 1.9560
S4 1.8384 1.8559 1.9428
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9950 1.9640 0.0310 1.6% 0.0125 0.6% 93% True False 81,010
10 2.0230 1.9640 0.0590 3.0% 0.0125 0.6% 49% False False 75,027
20 2.0230 1.9619 0.0611 3.1% 0.0103 0.5% 51% False False 39,709
40 2.0230 1.9235 0.0995 5.0% 0.0056 0.3% 70% False False 19,994
60 2.0230 1.9235 0.0995 5.0% 0.0038 0.2% 70% False False 13,414
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0034
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2.0609
2.618 2.0356
1.618 2.0201
1.000 2.0105
0.618 2.0046
HIGH 1.9950
0.618 1.9891
0.500 1.9873
0.382 1.9854
LOW 1.9795
0.618 1.9699
1.000 1.9640
1.618 1.9544
2.618 1.9389
4.250 1.9136
Fisher Pivots for day following 26-Mar-2008
Pivot 1 day 3 day
R1 1.9910 1.9884
PP 1.9891 1.9840
S1 1.9873 1.9795

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

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