CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 11-Mar-2008
Day Change Summary
Previous Current
10-Mar-2008 11-Mar-2008 Change Change % Previous Week
Open 1.9868 1.9760 -0.0108 -0.5% 1.9521
High 1.9890 1.9772 -0.0118 -0.6% 1.9852
Low 1.9868 1.9750 -0.0118 -0.6% 1.9521
Close 1.9799 1.9738 -0.0061 -0.3% 1.9852
Range 0.0022 0.0022 0.0000 0.0% 0.0331
ATR 0.0000 0.0066 0.0066 0.0000
Volume 0 37 37 79
Daily Pivots for day following 11-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.9819 1.9801 1.9750
R3 1.9797 1.9779 1.9744
R2 1.9775 1.9775 1.9742
R1 1.9757 1.9757 1.9740 1.9755
PP 1.9753 1.9753 1.9753 1.9753
S1 1.9735 1.9735 1.9736 1.9733
S2 1.9731 1.9731 1.9734
S3 1.9709 1.9713 1.9732
S4 1.9687 1.9691 1.9726
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 1.9890 1.9574 0.0316 1.6% 0.0036 0.2% 52% False False 16
10 1.9890 1.9521 0.0369 1.9% 0.0044 0.2% 59% False False 13
Crabel Price Patterns
NR False
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 0.0003
Fibonacci Retracements and Extensions
4.250 1.9866
2.618 1.9830
1.618 1.9808
1.000 1.9794
0.618 1.9786
HIGH 1.9772
0.618 1.9764
0.500 1.9761
0.382 1.9758
LOW 1.9750
0.618 1.9736
1.000 1.9728
1.618 1.9714
2.618 1.9692
4.250 1.9657
Fisher Pivots for day following 11-Mar-2008
Pivot 1 day 3 day
R1 1.9761 1.9820
PP 1.9753 1.9793
S1 1.9746 1.9765

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

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