CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 06-Mar-2008
Day Change Summary
Previous Current
05-Mar-2008 06-Mar-2008 Change Change % Previous Week
Open 1.9660 1.9783 0.0123 0.6% 1.9395
High 1.9683 1.9808 0.0125 0.6% 1.9664
Low 1.9574 1.9783 0.0209 1.1% 1.9395
Close 1.9633 1.9802 0.0169 0.9% 1.9592
Range 0.0109 0.0025 -0.0084 -77.1% 0.0269
ATR
Volume 5 17 12 240.0% 26
Daily Pivots for day following 06-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.9873 1.9862 1.9816
R3 1.9848 1.9837 1.9809
R2 1.9823 1.9823 1.9807
R1 1.9812 1.9812 1.9804 1.9818
PP 1.9798 1.9798 1.9798 1.9800
S1 1.9787 1.9787 1.9800 1.9793
S2 1.9773 1.9773 1.9797
S3 1.9748 1.9762 1.9795
S4 1.9723 1.9737 1.9788
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 2.0357 2.0244 1.9740
R3 2.0088 1.9975 1.9666
R2 1.9819 1.9819 1.9641
R1 1.9706 1.9706 1.9617 1.9763
PP 1.9550 1.9550 1.9550 1.9579
S1 1.9437 1.9437 1.9567 1.9494
S2 1.9281 1.9281 1.9543
S3 1.9012 1.9168 1.9518
S4 1.8743 1.8899 1.9444
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9808 1.9521 0.0287 1.4% 0.0068 0.3% 98% True False 13
10 1.9808 1.9373 0.0435 2.2% 0.0042 0.2% 99% True False 9
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.9914
2.618 1.9873
1.618 1.9848
1.000 1.9833
0.618 1.9823
HIGH 1.9808
0.618 1.9798
0.500 1.9796
0.382 1.9793
LOW 1.9783
0.618 1.9768
1.000 1.9758
1.618 1.9743
2.618 1.9718
4.250 1.9677
Fisher Pivots for day following 06-Mar-2008
Pivot 1 day 3 day
R1 1.9800 1.9764
PP 1.9798 1.9727
S1 1.9796 1.9689

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

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