CME British Pound Future June 2008


Trading Metrics calculated at close of trading on 10-Jun-2008
Day Change Summary
Previous Current
09-Jun-2008 10-Jun-2008 Change Change % Previous Week
Open 1.9790 1.9564 -0.0226 -1.1% 1.9582
High 1.9792 1.9570 -0.0222 -1.1% 1.9725
Low 1.9705 1.9509 -0.0196 -1.0% 1.9450
Close 1.9739 1.9520 -0.0219 -1.1% 1.9700
Range 0.0087 0.0061 -0.0026 -29.9% 0.0275
ATR 0.0135 0.0142 0.0007 5.0% 0.0000
Volume 102,220 114,768 12,548 12.3% 463,151
Daily Pivots for day following 10-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.9716 1.9679 1.9554
R3 1.9655 1.9618 1.9537
R2 1.9594 1.9594 1.9531
R1 1.9557 1.9557 1.9526 1.9545
PP 1.9533 1.9533 1.9533 1.9527
S1 1.9496 1.9496 1.9514 1.9484
S2 1.9472 1.9472 1.9509
S3 1.9411 1.9435 1.9503
S4 1.9350 1.9374 1.9486
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 2.0450 2.0350 1.9851
R3 2.0175 2.0075 1.9776
R2 1.9900 1.9900 1.9750
R1 1.9800 1.9800 1.9725 1.9850
PP 1.9625 1.9625 1.9625 1.9650
S1 1.9525 1.9525 1.9675 1.9575
S2 1.9350 1.9350 1.9650
S3 1.9075 1.9250 1.9624
S4 1.8800 1.8975 1.9549
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9792 1.9450 0.0342 1.8% 0.0111 0.6% 20% False False 99,396
10 1.9795 1.9450 0.0345 1.8% 0.0109 0.6% 20% False False 88,091
20 1.9820 1.9345 0.0475 2.4% 0.0096 0.5% 37% False False 80,974
40 1.9935 1.9345 0.0590 3.0% 0.0099 0.5% 30% False False 88,057
60 2.0120 1.9345 0.0775 4.0% 0.0104 0.5% 23% False False 85,862
80 2.0230 1.9275 0.0955 4.9% 0.0094 0.5% 26% False False 66,786
100 2.0230 1.9235 0.0995 5.1% 0.0077 0.4% 29% False False 53,489
120 2.0230 1.9235 0.0995 5.1% 0.0064 0.3% 29% False False 44,586
Crabel Price Patterns
NR True
NR4 True
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 0.0024
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.9829
2.618 1.9730
1.618 1.9669
1.000 1.9631
0.618 1.9608
HIGH 1.9570
0.618 1.9547
0.500 1.9540
0.382 1.9532
LOW 1.9509
0.618 1.9471
1.000 1.9448
1.618 1.9410
2.618 1.9349
4.250 1.9250
Fisher Pivots for day following 10-Jun-2008
Pivot 1 day 3 day
R1 1.9540 1.9649
PP 1.9533 1.9606
S1 1.9527 1.9563

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

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