CME British Pound Future June 2008


Trading Metrics calculated at close of trading on 15-Apr-2008
Day Change Summary
Previous Current
14-Apr-2008 15-Apr-2008 Change Change % Previous Week
Open 1.9768 1.9574 -0.0194 -1.0% 1.9774
High 1.9790 1.9574 -0.0216 -1.1% 1.9810
Low 1.9647 1.9510 -0.0137 -0.7% 1.9569
Close 1.9651 1.9525 -0.0126 -0.6% 1.9626
Range 0.0143 0.0064 -0.0079 -55.2% 0.0241
ATR 0.0135 0.0135 0.0000 0.3% 0.0000
Volume 61,577 92,415 30,838 50.1% 381,093
Daily Pivots for day following 15-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.9728 1.9691 1.9560
R3 1.9664 1.9627 1.9543
R2 1.9600 1.9600 1.9537
R1 1.9563 1.9563 1.9531 1.9550
PP 1.9536 1.9536 1.9536 1.9530
S1 1.9499 1.9499 1.9519 1.9486
S2 1.9472 1.9472 1.9513
S3 1.9408 1.9435 1.9507
S4 1.9344 1.9371 1.9490
Weekly Pivots for week ending 11-Apr-2008
Classic Woodie Camarilla DeMark
R4 2.0391 2.0250 1.9759
R3 2.0150 2.0009 1.9692
R2 1.9909 1.9909 1.9670
R1 1.9768 1.9768 1.9648 1.9718
PP 1.9668 1.9668 1.9668 1.9644
S1 1.9527 1.9527 1.9604 1.9477
S2 1.9427 1.9427 1.9582
S3 1.9186 1.9286 1.9560
S4 1.8945 1.9045 1.9493
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9790 1.9510 0.0280 1.4% 0.0097 0.5% 5% False True 81,327
10 1.9940 1.9510 0.0430 2.2% 0.0099 0.5% 3% False True 77,899
20 2.0120 1.9510 0.0610 3.1% 0.0113 0.6% 2% False True 80,314
40 2.0230 1.9275 0.0955 4.9% 0.0091 0.5% 26% False False 47,824
60 2.0230 1.9235 0.0995 5.1% 0.0063 0.3% 29% False False 31,977
80 2.0230 1.9235 0.0995 5.1% 0.0047 0.2% 29% False False 24,006
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.9846
2.618 1.9742
1.618 1.9678
1.000 1.9638
0.618 1.9614
HIGH 1.9574
0.618 1.9550
0.500 1.9542
0.382 1.9534
LOW 1.9510
0.618 1.9470
1.000 1.9446
1.618 1.9406
2.618 1.9342
4.250 1.9238
Fisher Pivots for day following 15-Apr-2008
Pivot 1 day 3 day
R1 1.9542 1.9650
PP 1.9536 1.9608
S1 1.9531 1.9567

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

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