CME British Pound Future June 2008


Trading Metrics calculated at close of trading on 23-Apr-2008
Day Change Summary
Previous Current
22-Apr-2008 23-Apr-2008 Change Change % Previous Week
Open 1.9864 1.9780 -0.0084 -0.4% 1.9768
High 1.9935 1.9780 -0.0155 -0.8% 1.9910
Low 1.9825 1.9704 -0.0121 -0.6% 1.9510
Close 1.9876 1.9730 -0.0146 -0.7% 1.9859
Range 0.0110 0.0076 -0.0034 -30.9% 0.0400
ATR 0.0148 0.0150 0.0002 1.2% 0.0000
Volume 80,793 101,928 21,135 26.2% 473,975
Daily Pivots for day following 23-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.9966 1.9924 1.9772
R3 1.9890 1.9848 1.9751
R2 1.9814 1.9814 1.9744
R1 1.9772 1.9772 1.9737 1.9755
PP 1.9738 1.9738 1.9738 1.9730
S1 1.9696 1.9696 1.9723 1.9679
S2 1.9662 1.9662 1.9716
S3 1.9586 1.9620 1.9709
S4 1.9510 1.9544 1.9688
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 1.9935 1.9704 0.0231 1.2% 0.0107 0.5% 11% False True 98,908
10 1.9935 1.9510 0.0425 2.2% 0.0102 0.5% 52% False False 90,864
20 2.0060 1.9510 0.0550 2.8% 0.0107 0.5% 40% False False 85,337
40 2.0230 1.9510 0.0720 3.6% 0.0105 0.5% 31% False False 62,523
60 2.0230 1.9235 0.0995 5.0% 0.0073 0.4% 50% False False 41,775
80 2.0230 1.9235 0.0995 5.0% 0.0055 0.3% 50% False False 31,395
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 2.0103
2.618 1.9979
1.618 1.9903
1.000 1.9856
0.618 1.9827
HIGH 1.9780
0.618 1.9751
0.500 1.9742
0.382 1.9733
LOW 1.9704
0.618 1.9657
1.000 1.9628
1.618 1.9581
2.618 1.9505
4.250 1.9381
Fisher Pivots for day following 23-Apr-2008
Pivot 1 day 3 day
R1 1.9742 1.9820
PP 1.9738 1.9790
S1 1.9734 1.9760

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

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