CME British Pound Future June 2008


Trading Metrics calculated at close of trading on 20-May-2008
Day Change Summary
Previous Current
19-May-2008 20-May-2008 Change Change % Previous Week
Open 1.9488 1.9605 0.0117 0.6% 1.9503
High 1.9512 1.9680 0.0168 0.9% 1.9585
Low 1.9415 1.9605 0.0190 1.0% 1.9345
Close 1.9437 1.9633 0.0196 1.0% 1.9514
Range 0.0097 0.0075 -0.0022 -22.7% 0.0240
ATR 0.0133 0.0141 0.0008 5.9% 0.0000
Volume 83,523 65,783 -17,740 -21.2% 356,809
Daily Pivots for day following 20-May-2008
Classic Woodie Camarilla DeMark
R4 1.9864 1.9824 1.9674
R3 1.9789 1.9749 1.9654
R2 1.9714 1.9714 1.9647
R1 1.9674 1.9674 1.9640 1.9694
PP 1.9639 1.9639 1.9639 1.9650
S1 1.9599 1.9599 1.9626 1.9619
S2 1.9564 1.9564 1.9619
S3 1.9489 1.9524 1.9612
S4 1.9414 1.9449 1.9592
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 2.0201 2.0098 1.9646
R3 1.9961 1.9858 1.9580
R2 1.9721 1.9721 1.9558
R1 1.9618 1.9618 1.9536 1.9670
PP 1.9481 1.9481 1.9481 1.9507
S1 1.9378 1.9378 1.9492 1.9430
S2 1.9241 1.9241 1.9470
S3 1.9001 1.9138 1.9448
S4 1.8761 1.8898 1.9382
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9680 1.9345 0.0335 1.7% 0.0101 0.5% 86% True False 74,363
10 1.9680 1.9345 0.0335 1.7% 0.0086 0.4% 86% True False 76,057
20 1.9900 1.9345 0.0555 2.8% 0.0099 0.5% 52% False False 87,601
40 2.0060 1.9345 0.0715 3.6% 0.0105 0.5% 40% False False 85,835
60 2.0230 1.9345 0.0885 4.5% 0.0102 0.5% 33% False False 69,193
80 2.0230 1.9235 0.0995 5.1% 0.0079 0.4% 40% False False 51,960
100 2.0230 1.9235 0.0995 5.1% 0.0063 0.3% 40% False False 41,617
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 0.0011
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.9999
2.618 1.9876
1.618 1.9801
1.000 1.9755
0.618 1.9726
HIGH 1.9680
0.618 1.9651
0.500 1.9643
0.382 1.9634
LOW 1.9605
0.618 1.9559
1.000 1.9530
1.618 1.9484
2.618 1.9409
4.250 1.9286
Fisher Pivots for day following 20-May-2008
Pivot 1 day 3 day
R1 1.9643 1.9601
PP 1.9639 1.9569
S1 1.9636 1.9538

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

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