CME British Pound Future June 2008


Trading Metrics calculated at close of trading on 10-Apr-2008
Day Change Summary
Previous Current
09-Apr-2008 10-Apr-2008 Change Change % Previous Week
Open 1.9604 1.9710 0.0106 0.5% 1.9724
High 1.9695 1.9735 0.0040 0.2% 1.9940
Low 1.9603 1.9609 0.0006 0.0% 1.9626
Close 1.9651 1.9624 -0.0027 -0.1% 1.9811
Range 0.0092 0.0126 0.0034 37.0% 0.0314
ATR 0.0139 0.0138 -0.0001 -0.7% 0.0000
Volume 89,203 66,406 -22,797 -25.6% 404,958
Daily Pivots for day following 10-Apr-2008
Classic Woodie Camarilla DeMark
R4 2.0034 1.9955 1.9693
R3 1.9908 1.9829 1.9659
R2 1.9782 1.9782 1.9647
R1 1.9703 1.9703 1.9636 1.9680
PP 1.9656 1.9656 1.9656 1.9644
S1 1.9577 1.9577 1.9612 1.9554
S2 1.9530 1.9530 1.9601
S3 1.9404 1.9451 1.9589
S4 1.9278 1.9325 1.9555
Weekly Pivots for week ending 04-Apr-2008
Classic Woodie Camarilla DeMark
R4 2.0734 2.0587 1.9984
R3 2.0420 2.0273 1.9897
R2 2.0106 2.0106 1.9869
R1 1.9959 1.9959 1.9840 2.0033
PP 1.9792 1.9792 1.9792 1.9829
S1 1.9645 1.9645 1.9782 1.9719
S2 1.9478 1.9478 1.9753
S3 1.9164 1.9331 1.9725
S4 1.8850 1.9017 1.9638
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9940 1.9569 0.0371 1.9% 0.0091 0.5% 15% False False 75,590
10 1.9940 1.9569 0.0371 1.9% 0.0108 0.5% 15% False False 78,062
20 2.0230 1.9569 0.0661 3.4% 0.0119 0.6% 8% False False 79,746
40 2.0230 1.9275 0.0955 4.9% 0.0084 0.4% 37% False False 41,568
60 2.0230 1.9235 0.0995 5.1% 0.0059 0.3% 39% False False 27,808
80 2.0230 1.9235 0.0995 5.1% 0.0044 0.2% 39% False False 20,868
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2.0271
2.618 2.0065
1.618 1.9939
1.000 1.9861
0.618 1.9813
HIGH 1.9735
0.618 1.9687
0.500 1.9672
0.382 1.9657
LOW 1.9609
0.618 1.9531
1.000 1.9483
1.618 1.9405
2.618 1.9279
4.250 1.9074
Fisher Pivots for day following 10-Apr-2008
Pivot 1 day 3 day
R1 1.9672 1.9652
PP 1.9656 1.9643
S1 1.9640 1.9633

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

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