CME British Pound Future June 2008


Trading Metrics calculated at close of trading on 11-Jun-2008
Day Change Summary
Previous Current
10-Jun-2008 11-Jun-2008 Change Change % Previous Week
Open 1.9564 1.9600 0.0036 0.2% 1.9582
High 1.9570 1.9660 0.0090 0.5% 1.9725
Low 1.9509 1.9575 0.0066 0.3% 1.9450
Close 1.9520 1.9624 0.0104 0.5% 1.9700
Range 0.0061 0.0085 0.0024 39.3% 0.0275
ATR 0.0142 0.0142 0.0000 -0.1% 0.0000
Volume 114,768 107,418 -7,350 -6.4% 463,151
Daily Pivots for day following 11-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.9875 1.9834 1.9671
R3 1.9790 1.9749 1.9647
R2 1.9705 1.9705 1.9640
R1 1.9664 1.9664 1.9632 1.9685
PP 1.9620 1.9620 1.9620 1.9630
S1 1.9579 1.9579 1.9616 1.9600
S2 1.9535 1.9535 1.9608
S3 1.9450 1.9494 1.9601
S4 1.9365 1.9409 1.9577
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 1.7% 0.0118 0.6% 51% False False 99,600
10 1.9795 1.9450 0.0345 1.8% 0.0106 0.5% 50% False False 92,521
20 1.9820 1.9345 0.0475 2.4% 0.0097 0.5% 59% False False 83,389
40 1.9935 1.9345 0.0590 3.0% 0.0100 0.5% 47% False False 88,432
60 2.0120 1.9345 0.0775 3.9% 0.0104 0.5% 36% False False 85,726
80 2.0230 1.9275 0.0955 4.9% 0.0095 0.5% 37% False False 68,128
100 2.0230 1.9235 0.0995 5.1% 0.0077 0.4% 39% False False 54,559
120 2.0230 1.9235 0.0995 5.1% 0.0065 0.3% 39% False False 45,481
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.0021
2.618 1.9883
1.618 1.9798
1.000 1.9745
0.618 1.9713
HIGH 1.9660
0.618 1.9628
0.500 1.9618
0.382 1.9607
LOW 1.9575
0.618 1.9522
1.000 1.9490
1.618 1.9437
2.618 1.9352
4.250 1.9214
Fisher Pivots for day following 11-Jun-2008
Pivot 1 day 3 day
R1 1.9622 1.9651
PP 1.9620 1.9642
S1 1.9618 1.9633

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

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