CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 11-Jun-2008
Day Change Summary
Previous Current
10-Jun-2008 11-Jun-2008 Change Change % Previous Week
Open 1.9597 1.9390 -0.0207 -1.1% 1.9574
High 1.9604 1.9526 -0.0078 -0.4% 1.9600
Low 1.9371 1.9345 -0.0026 -0.1% 1.9320
Close 1.9384 1.9488 0.0104 0.5% 1.9564
Range 0.0233 0.0181 -0.0052 -22.3% 0.0280
ATR 0.0147 0.0150 0.0002 1.6% 0.0000
Volume 19,341 19,803 462 2.4% 9,179
Daily Pivots for day following 11-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.9996 1.9923 1.9588
R3 1.9815 1.9742 1.9538
R2 1.9634 1.9634 1.9521
R1 1.9561 1.9561 1.9505 1.9598
PP 1.9453 1.9453 1.9453 1.9471
S1 1.9380 1.9380 1.9471 1.9417
S2 1.9272 1.9272 1.9455
S3 1.9091 1.9199 1.9438
S4 1.8910 1.9018 1.9388
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% 0.0192 1.0% 45% False False 10,553
10 1.9690 1.9320 0.0370 1.9% 0.0159 0.8% 45% False False 5,702
20 1.9690 1.9254 0.0436 2.2% 0.0134 0.7% 54% False False 2,973
40 1.9820 1.9196 0.0624 3.2% 0.0143 0.7% 47% False False 1,550
60 1.9903 1.9196 0.0707 3.6% 0.0123 0.6% 41% False False 1,053
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 0.0038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.0295
2.618 2.0000
1.618 1.9819
1.000 1.9707
0.618 1.9638
HIGH 1.9526
0.618 1.9457
0.500 1.9436
0.382 1.9414
LOW 1.9345
0.618 1.9233
1.000 1.9164
1.618 1.9052
2.618 1.8871
4.250 1.8576
Fisher Pivots for day following 11-Jun-2008
Pivot 1 day 3 day
R1 1.9471 1.9518
PP 1.9453 1.9508
S1 1.9436 1.9498

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

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