CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 18-Apr-2008
Day Change Summary
Previous Current
17-Apr-2008 18-Apr-2008 Change Change % Previous Week
Open 1.9513 1.9791 0.0278 1.4% 1.9432
High 1.9714 1.9791 0.0077 0.4% 1.9791
Low 1.9502 1.9735 0.0233 1.2% 1.9400
Close 1.9714 1.9736 0.0022 0.1% 1.9736
Range 0.0212 0.0056 -0.0156 -73.6% 0.0391
ATR 0.0115 0.0112 -0.0003 -2.3% 0.0000
Volume 54 218 164 303.7% 306
Daily Pivots for day following 18-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.9922 1.9885 1.9767
R3 1.9866 1.9829 1.9751
R2 1.9810 1.9810 1.9746
R1 1.9773 1.9773 1.9741 1.9764
PP 1.9754 1.9754 1.9754 1.9749
S1 1.9717 1.9717 1.9731 1.9708
S2 1.9698 1.9698 1.9726
S3 1.9642 1.9661 1.9721
S4 1.9586 1.9605 1.9705
Weekly Pivots for week ending 18-Apr-2008
Classic Woodie Camarilla DeMark
R4 2.0815 2.0667 1.9951
R3 2.0424 2.0276 1.9844
R2 2.0033 2.0033 1.9808
R1 1.9885 1.9885 1.9772 1.9959
PP 1.9642 1.9642 1.9642 1.9680
S1 1.9494 1.9494 1.9700 1.9568
S2 1.9251 1.9251 1.9664
S3 1.8860 1.9103 1.9628
S4 1.8469 1.8712 1.9521
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9791 1.9400 0.0391 2.0% 0.0137 0.7% 86% True False 61
10 1.9791 1.9400 0.0391 2.0% 0.0112 0.6% 86% True False 38
20 1.9903 1.9400 0.0503 2.5% 0.0089 0.4% 67% False False 72
40 2.0000 1.9373 0.0627 3.2% 0.0072 0.4% 58% False False 41
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 0.0009
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 2.0029
2.618 1.9938
1.618 1.9882
1.000 1.9847
0.618 1.9826
HIGH 1.9791
0.618 1.9770
0.500 1.9763
0.382 1.9756
LOW 1.9735
0.618 1.9700
1.000 1.9679
1.618 1.9644
2.618 1.9588
4.250 1.9497
Fisher Pivots for day following 18-Apr-2008
Pivot 1 day 3 day
R1 1.9763 1.9698
PP 1.9754 1.9659
S1 1.9745 1.9621

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

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