CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 28-May-2008
Day Change Summary
Previous Current
27-May-2008 28-May-2008 Change Change % Previous Week
Open 1.9640 1.9579 -0.0061 -0.3% 1.9392
High 1.9654 1.9656 0.0002 0.0% 1.9668
Low 1.9550 1.9543 -0.0007 0.0% 1.9271
Close 1.9589 1.9633 0.0044 0.2% 1.9635
Range 0.0104 0.0113 0.0009 8.7% 0.0397
ATR 0.0127 0.0126 -0.0001 -0.8% 0.0000
Volume 399 136 -263 -65.9% 1,384
Daily Pivots for day following 28-May-2008
Classic Woodie Camarilla DeMark
R4 1.9950 1.9904 1.9695
R3 1.9837 1.9791 1.9664
R2 1.9724 1.9724 1.9654
R1 1.9678 1.9678 1.9643 1.9701
PP 1.9611 1.9611 1.9611 1.9622
S1 1.9565 1.9565 1.9623 1.9588
S2 1.9498 1.9498 1.9612
S3 1.9385 1.9452 1.9602
S4 1.9272 1.9339 1.9571
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 2.0716 2.0572 1.9853
R3 2.0319 2.0175 1.9744
R2 1.9922 1.9922 1.9708
R1 1.9778 1.9778 1.9671 1.9850
PP 1.9525 1.9525 1.9525 1.9561
S1 1.9381 1.9381 1.9599 1.9453
S2 1.9128 1.9128 1.9562
S3 1.8731 1.8984 1.9526
S4 1.8334 1.8587 1.9417
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9668 1.9535 0.0133 0.7% 0.0092 0.5% 74% False False 168
10 1.9668 1.9254 0.0414 2.1% 0.0110 0.6% 92% False False 243
20 1.9715 1.9196 0.0519 2.6% 0.0120 0.6% 84% False False 201
40 1.9820 1.9196 0.0624 3.2% 0.0129 0.7% 70% False False 127
60 2.0000 1.9196 0.0804 4.1% 0.0108 0.5% 54% False False 105
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2.0136
2.618 1.9952
1.618 1.9839
1.000 1.9769
0.618 1.9726
HIGH 1.9656
0.618 1.9613
0.500 1.9600
0.382 1.9586
LOW 1.9543
0.618 1.9473
1.000 1.9430
1.618 1.9360
2.618 1.9247
4.250 1.9063
Fisher Pivots for day following 28-May-2008
Pivot 1 day 3 day
R1 1.9622 1.9622
PP 1.9611 1.9611
S1 1.9600 1.9600

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

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