CME British Pound Future June 2008


Trading Metrics calculated at close of trading on 02-May-2008
Day Change Summary
Previous Current
01-May-2008 02-May-2008 Change Change % Previous Week
Open 1.9808 1.9786 -0.0022 -0.1% 1.9845
High 1.9809 1.9787 -0.0022 -0.1% 1.9900
Low 1.9650 1.9650 0.0000 0.0% 1.9585
Close 1.9678 1.9683 0.0005 0.0% 1.9683
Range 0.0159 0.0137 -0.0022 -13.8% 0.0315
ATR 0.0161 0.0159 -0.0002 -1.1% 0.0000
Volume 124,871 106,478 -18,393 -14.7% 517,469
Daily Pivots for day following 02-May-2008
Classic Woodie Camarilla DeMark
R4 2.0118 2.0037 1.9758
R3 1.9981 1.9900 1.9721
R2 1.9844 1.9844 1.9708
R1 1.9763 1.9763 1.9696 1.9735
PP 1.9707 1.9707 1.9707 1.9693
S1 1.9626 1.9626 1.9670 1.9598
S2 1.9570 1.9570 1.9658
S3 1.9433 1.9489 1.9645
S4 1.9296 1.9352 1.9608
Weekly Pivots for week ending 02-May-2008
Classic Woodie Camarilla DeMark
R4 2.0668 2.0490 1.9856
R3 2.0353 2.0175 1.9770
R2 2.0038 2.0038 1.9741
R1 1.9860 1.9860 1.9712 1.9792
PP 1.9723 1.9723 1.9723 1.9688
S1 1.9545 1.9545 1.9654 1.9477
S2 1.9408 1.9408 1.9625
S3 1.9093 1.9230 1.9596
S4 1.8778 1.8915 1.9510
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9900 1.9585 0.0315 1.6% 0.0147 0.7% 31% False False 103,493
10 1.9935 1.9585 0.0350 1.8% 0.0118 0.6% 28% False False 98,517
20 1.9935 1.9510 0.0425 2.2% 0.0106 0.5% 41% False False 92,012
40 2.0230 1.9510 0.0720 3.7% 0.0116 0.6% 24% False False 80,177
60 2.0230 1.9235 0.0995 5.1% 0.0087 0.4% 45% False False 53,655
80 2.0230 1.9235 0.0995 5.1% 0.0067 0.3% 45% False False 40,311
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 3 trading days
Fibonacci Retracements and Extensions
4.250 2.0369
2.618 2.0146
1.618 2.0009
1.000 1.9924
0.618 1.9872
HIGH 1.9787
0.618 1.9735
0.500 1.9719
0.382 1.9702
LOW 1.9650
0.618 1.9565
1.000 1.9513
1.618 1.9428
2.618 1.9291
4.250 1.9068
Fisher Pivots for day following 02-May-2008
Pivot 1 day 3 day
R1 1.9719 1.9711
PP 1.9707 1.9701
S1 1.9695 1.9692

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

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