CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 19-May-2008
Day Change Summary
Previous Current
16-May-2008 19-May-2008 Change Change % Previous Week
Open 1.9317 1.9392 0.0075 0.4% 1.9332
High 1.9413 1.9435 0.0022 0.1% 1.9438
Low 1.9263 1.9271 0.0008 0.0% 1.9196
Close 1.9373 1.9295 -0.0078 -0.4% 1.9373
Range 0.0150 0.0164 0.0014 9.3% 0.0242
ATR 0.0134 0.0136 0.0002 1.6% 0.0000
Volume 31 254 223 719.4% 812
Daily Pivots for day following 19-May-2008
Classic Woodie Camarilla DeMark
R4 1.9826 1.9724 1.9385
R3 1.9662 1.9560 1.9340
R2 1.9498 1.9498 1.9325
R1 1.9396 1.9396 1.9310 1.9365
PP 1.9334 1.9334 1.9334 1.9318
S1 1.9232 1.9232 1.9280 1.9201
S2 1.9170 1.9170 1.9265
S3 1.9006 1.9068 1.9250
S4 1.8842 1.8904 1.9205
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 2.0062 1.9959 1.9506
R3 1.9820 1.9717 1.9440
R2 1.9578 1.9578 1.9417
R1 1.9475 1.9475 1.9395 1.9527
PP 1.9336 1.9336 1.9336 1.9361
S1 1.9233 1.9233 1.9351 1.9285
S2 1.9094 1.9094 1.9329
S3 1.8852 1.8991 1.9306
S4 1.8610 1.8749 1.9240
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9435 1.9196 0.0239 1.2% 0.0128 0.7% 41% True False 206
10 1.9571 1.9196 0.0375 1.9% 0.0124 0.6% 26% False False 143
20 1.9758 1.9196 0.0562 2.9% 0.0145 0.8% 18% False False 143
40 1.9903 1.9196 0.0707 3.7% 0.0123 0.6% 14% False False 107
60 2.0000 1.9196 0.0804 4.2% 0.0100 0.5% 12% False False 76
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0028
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2.0132
2.618 1.9864
1.618 1.9700
1.000 1.9599
0.618 1.9536
HIGH 1.9435
0.618 1.9372
0.500 1.9353
0.382 1.9334
LOW 1.9271
0.618 1.9170
1.000 1.9107
1.618 1.9006
2.618 1.8842
4.250 1.8574
Fisher Pivots for day following 19-May-2008
Pivot 1 day 3 day
R1 1.9353 1.9345
PP 1.9334 1.9328
S1 1.9314 1.9312

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

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