CME British Pound Future June 2008


Trading Metrics calculated at close of trading on 05-May-2008
Day Change Summary
Previous Current
02-May-2008 05-May-2008 Change Change % Previous Week
Open 1.9786 1.9626 -0.0160 -0.8% 1.9845
High 1.9787 1.9670 -0.0117 -0.6% 1.9900
Low 1.9650 1.9595 -0.0055 -0.3% 1.9585
Close 1.9683 1.9659 -0.0024 -0.1% 1.9683
Range 0.0137 0.0075 -0.0062 -45.3% 0.0315
ATR 0.0159 0.0154 -0.0005 -3.2% 0.0000
Volume 106,478 119,215 12,737 12.0% 517,469
Daily Pivots for day following 05-May-2008
Classic Woodie Camarilla DeMark
R4 1.9866 1.9838 1.9700
R3 1.9791 1.9763 1.9680
R2 1.9716 1.9716 1.9673
R1 1.9688 1.9688 1.9666 1.9702
PP 1.9641 1.9641 1.9641 1.9649
S1 1.9613 1.9613 1.9652 1.9627
S2 1.9566 1.9566 1.9645
S3 1.9491 1.9538 1.9638
S4 1.9416 1.9463 1.9618
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 1.9836 1.9585 0.0251 1.3% 0.0144 0.7% 29% False False 107,485
10 1.9935 1.9585 0.0350 1.8% 0.0116 0.6% 21% False False 101,588
20 1.9935 1.9510 0.0425 2.2% 0.0106 0.5% 35% False False 94,172
40 2.0230 1.9510 0.0720 3.7% 0.0116 0.6% 21% False False 83,065
60 2.0230 1.9275 0.0955 4.9% 0.0088 0.4% 40% False False 55,639
80 2.0230 1.9235 0.0995 5.1% 0.0068 0.3% 43% False False 41,801
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0020
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.9989
2.618 1.9866
1.618 1.9791
1.000 1.9745
0.618 1.9716
HIGH 1.9670
0.618 1.9641
0.500 1.9633
0.382 1.9624
LOW 1.9595
0.618 1.9549
1.000 1.9520
1.618 1.9474
2.618 1.9399
4.250 1.9276
Fisher Pivots for day following 05-May-2008
Pivot 1 day 3 day
R1 1.9650 1.9702
PP 1.9641 1.9688
S1 1.9633 1.9673

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

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