CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 12-Mar-2008
Day Change Summary
Previous Current
11-Mar-2008 12-Mar-2008 Change Change % Previous Week
Open 1.9760 1.9945 0.0185 0.9% 1.9521
High 1.9772 1.9945 0.0173 0.9% 1.9852
Low 1.9750 1.9945 0.0195 1.0% 1.9521
Close 1.9738 1.9945 0.0207 1.0% 1.9852
Range 0.0022 0.0000 -0.0022 -100.0% 0.0331
ATR 0.0066 0.0076 0.0010 15.2% 0.0000
Volume 37 7 -30 -81.1% 79
Daily Pivots for day following 12-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.9945 1.9945 1.9945
R3 1.9945 1.9945 1.9945
R2 1.9945 1.9945 1.9945
R1 1.9945 1.9945 1.9945 1.9945
PP 1.9945 1.9945 1.9945 1.9945
S1 1.9945 1.9945 1.9945 1.9945
S2 1.9945 1.9945 1.9945
S3 1.9945 1.9945 1.9945
S4 1.9945 1.9945 1.9945
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 1.9945 1.9750 0.0195 1.0% 0.0014 0.1% 100% True False 16
10 1.9945 1.9521 0.0424 2.1% 0.0044 0.2% 100% True False 13
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.9945
2.618 1.9945
1.618 1.9945
1.000 1.9945
0.618 1.9945
HIGH 1.9945
0.618 1.9945
0.500 1.9945
0.382 1.9945
LOW 1.9945
0.618 1.9945
1.000 1.9945
1.618 1.9945
2.618 1.9945
4.250 1.9945
Fisher Pivots for day following 12-Mar-2008
Pivot 1 day 3 day
R1 1.9945 1.9913
PP 1.9945 1.9880
S1 1.9945 1.9848

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

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