CME British Pound Future June 2008


Trading Metrics calculated at close of trading on 18-Apr-2008
Day Change Summary
Previous Current
17-Apr-2008 18-Apr-2008 Change Change % Previous Week
Open 1.9718 1.9874 0.0156 0.8% 1.9768
High 1.9850 1.9910 0.0060 0.3% 1.9910
Low 1.9710 1.9800 0.0090 0.5% 1.9510
Close 1.9837 1.9859 0.0022 0.1% 1.9859
Range 0.0140 0.0110 -0.0030 -21.4% 0.0400
ATR 0.0145 0.0142 -0.0002 -1.7% 0.0000
Volume 94,311 129,005 34,694 36.8% 473,975
Daily Pivots for day following 18-Apr-2008
Classic Woodie Camarilla DeMark
R4 2.0186 2.0133 1.9920
R3 2.0076 2.0023 1.9889
R2 1.9966 1.9966 1.9879
R1 1.9913 1.9913 1.9869 1.9885
PP 1.9856 1.9856 1.9856 1.9842
S1 1.9803 1.9803 1.9849 1.9775
S2 1.9746 1.9746 1.9839
S3 1.9636 1.9693 1.9829
S4 1.9526 1.9583 1.9799
Weekly Pivots for week ending 18-Apr-2008
Classic Woodie Camarilla DeMark
R4 2.0960 2.0809 2.0079
R3 2.0560 2.0409 1.9969
R2 2.0160 2.0160 1.9932
R1 2.0009 2.0009 1.9896 2.0085
PP 1.9760 1.9760 1.9760 1.9797
S1 1.9609 1.9609 1.9822 1.9685
S2 1.9360 1.9360 1.9786
S3 1.8960 1.9209 1.9749
S4 1.8560 1.8809 1.9639
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9910 1.9510 0.0400 2.0% 0.0110 0.6% 87% True False 94,795
10 1.9910 1.9510 0.0400 2.0% 0.0093 0.5% 87% True False 85,506
20 2.0060 1.9510 0.0550 2.8% 0.0110 0.6% 63% False False 80,598
40 2.0230 1.9510 0.0720 3.6% 0.0098 0.5% 48% False False 55,787
60 2.0230 1.9235 0.0995 5.0% 0.0069 0.3% 63% False False 37,284
80 2.0230 1.9235 0.0995 5.0% 0.0052 0.3% 63% False False 28,005
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.0378
2.618 2.0198
1.618 2.0088
1.000 2.0020
0.618 1.9978
HIGH 1.9910
0.618 1.9868
0.500 1.9855
0.382 1.9842
LOW 1.9800
0.618 1.9732
1.000 1.9690
1.618 1.9622
2.618 1.9512
4.250 1.9333
Fisher Pivots for day following 18-Apr-2008
Pivot 1 day 3 day
R1 1.9858 1.9826
PP 1.9856 1.9793
S1 1.9855 1.9760

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

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