CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 07-Mar-2008
Day Change Summary
Previous Current
06-Mar-2008 07-Mar-2008 Change Change % Previous Week
Open 1.9783 1.9852 0.0069 0.3% 1.9521
High 1.9808 1.9852 0.0044 0.2% 1.9852
Low 1.9783 1.9852 0.0069 0.3% 1.9521
Close 1.9802 1.9852 0.0050 0.3% 1.9852
Range 0.0025 0.0000 -0.0025 -100.0% 0.0331
ATR
Volume 17 22 5 29.4% 79
Daily Pivots for day following 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.9852 1.9852 1.9852
R3 1.9852 1.9852 1.9852
R2 1.9852 1.9852 1.9852
R1 1.9852 1.9852 1.9852 1.9852
PP 1.9852 1.9852 1.9852 1.9852
S1 1.9852 1.9852 1.9852 1.9852
S2 1.9852 1.9852 1.9852
S3 1.9852 1.9852 1.9852
S4 1.9852 1.9852 1.9852
Weekly Pivots for week ending 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 2.0735 2.0624 2.0034
R3 2.0404 2.0293 1.9943
R2 2.0073 2.0073 1.9913
R1 1.9962 1.9962 1.9882 2.0018
PP 1.9742 1.9742 1.9742 1.9769
S1 1.9631 1.9631 1.9822 1.9687
S2 1.9411 1.9411 1.9791
S3 1.9080 1.9300 1.9761
S4 1.8749 1.8969 1.9670
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9852 1.9521 0.0331 1.7% 0.0054 0.3% 100% True False 15
10 1.9852 1.9395 0.0457 2.3% 0.0042 0.2% 100% True False 10
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 0.0002
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.9852
2.618 1.9852
1.618 1.9852
1.000 1.9852
0.618 1.9852
HIGH 1.9852
0.618 1.9852
0.500 1.9852
0.382 1.9852
LOW 1.9852
0.618 1.9852
1.000 1.9852
1.618 1.9852
2.618 1.9852
4.250 1.9852
Fisher Pivots for day following 07-Mar-2008
Pivot 1 day 3 day
R1 1.9852 1.9806
PP 1.9852 1.9759
S1 1.9852 1.9713

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

View Archives - Comment on this page... - Back to Index of Symbols