CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 10-Jun-2008
Day Change Summary
Previous Current
09-Jun-2008 10-Jun-2008 Change Change % Previous Week
Open 1.9575 1.9597 0.0022 0.1% 1.9574
High 1.9690 1.9604 -0.0086 -0.4% 1.9600
Low 1.9529 1.9371 -0.0158 -0.8% 1.9320
Close 1.9598 1.9384 -0.0214 -1.1% 1.9564
Range 0.0161 0.0233 0.0072 44.7% 0.0280
ATR 0.0141 0.0147 0.0007 4.7% 0.0000
Volume 8,014 19,341 11,327 141.3% 9,179
Daily Pivots for day following 10-Jun-2008
Classic Woodie Camarilla DeMark
R4 2.0152 2.0001 1.9512
R3 1.9919 1.9768 1.9448
R2 1.9686 1.9686 1.9427
R1 1.9535 1.9535 1.9405 1.9494
PP 1.9453 1.9453 1.9453 1.9433
S1 1.9302 1.9302 1.9363 1.9261
S2 1.9220 1.9220 1.9341
S3 1.8987 1.9069 1.9320
S4 1.8754 1.8836 1.9256
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 2.0335 2.0229 1.9718
R3 2.0055 1.9949 1.9641
R2 1.9775 1.9775 1.9615
R1 1.9669 1.9669 1.9590 1.9582
PP 1.9495 1.9495 1.9495 1.9451
S1 1.9389 1.9389 1.9538 1.9302
S2 1.9215 1.9215 1.9513
S3 1.8935 1.9109 1.9487
S4 1.8655 1.8829 1.9410
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9690 1.9320 0.0370 1.9% 0.0174 0.9% 17% False False 6,956
10 1.9690 1.9320 0.0370 1.9% 0.0153 0.8% 17% False False 3,735
20 1.9690 1.9196 0.0494 2.5% 0.0130 0.7% 38% False False 1,997
40 1.9820 1.9196 0.0624 3.2% 0.0141 0.7% 30% False False 1,055
60 1.9903 1.9196 0.0707 3.6% 0.0124 0.6% 27% False False 724
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0037
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.0594
2.618 2.0214
1.618 1.9981
1.000 1.9837
0.618 1.9748
HIGH 1.9604
0.618 1.9515
0.500 1.9488
0.382 1.9460
LOW 1.9371
0.618 1.9227
1.000 1.9138
1.618 1.8994
2.618 1.8761
4.250 1.8381
Fisher Pivots for day following 10-Jun-2008
Pivot 1 day 3 day
R1 1.9488 1.9511
PP 1.9453 1.9468
S1 1.9419 1.9426

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

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