CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 16-Apr-2008
Day Change Summary
Previous Current
15-Apr-2008 16-Apr-2008 Change Change % Previous Week
Open 1.9438 1.9450 0.0012 0.1% 1.9652
High 1.9511 1.9559 0.0048 0.2% 1.9660
Low 1.9400 1.9450 0.0050 0.3% 1.9429
Close 1.9386 1.9494 0.0108 0.6% 1.9484
Range 0.0111 0.0109 -0.0002 -1.8% 0.0231
ATR 0.0101 0.0107 0.0005 5.0% 0.0000
Volume 7 16 9 128.6% 77
Daily Pivots for day following 16-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.9828 1.9770 1.9554
R3 1.9719 1.9661 1.9524
R2 1.9610 1.9610 1.9514
R1 1.9552 1.9552 1.9504 1.9581
PP 1.9501 1.9501 1.9501 1.9516
S1 1.9443 1.9443 1.9484 1.9472
S2 1.9392 1.9392 1.9474
S3 1.9283 1.9334 1.9464
S4 1.9174 1.9225 1.9434
Weekly Pivots for week ending 11-Apr-2008
Classic Woodie Camarilla DeMark
R4 2.0217 2.0082 1.9611
R3 1.9986 1.9851 1.9548
R2 1.9755 1.9755 1.9526
R1 1.9620 1.9620 1.9505 1.9572
PP 1.9524 1.9524 1.9524 1.9501
S1 1.9389 1.9389 1.9463 1.9341
S2 1.9293 1.9293 1.9442
S3 1.9062 1.9158 1.9420
S4 1.8831 1.8927 1.9357
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9631 1.9400 0.0231 1.2% 0.0119 0.6% 41% False False 16
10 1.9717 1.9400 0.0317 1.6% 0.0102 0.5% 30% False False 11
20 1.9903 1.9400 0.0503 2.6% 0.0083 0.4% 19% False False 59
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 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.0022
2.618 1.9844
1.618 1.9735
1.000 1.9668
0.618 1.9626
HIGH 1.9559
0.618 1.9517
0.500 1.9505
0.382 1.9492
LOW 1.9450
0.618 1.9383
1.000 1.9341
1.618 1.9274
2.618 1.9165
4.250 1.8987
Fisher Pivots for day following 16-Apr-2008
Pivot 1 day 3 day
R1 1.9505 1.9516
PP 1.9501 1.9508
S1 1.9498 1.9501

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

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