CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 19-Jun-2008
Day Change Summary
Previous Current
18-Jun-2008 19-Jun-2008 Change Change % Previous Week
Open 1.9437 1.9466 0.0029 0.1% 1.9575
High 1.9480 1.9615 0.0135 0.7% 1.9690
Low 1.9349 1.9453 0.0104 0.5% 1.9276
Close 1.9465 1.9606 0.0141 0.7% 1.9333
Range 0.0131 0.0162 0.0031 23.7% 0.0414
ATR 0.0160 0.0160 0.0000 0.1% 0.0000
Volume 110,490 57,478 -53,012 -48.0% 148,538
Daily Pivots for day following 19-Jun-2008
Classic Woodie Camarilla DeMark
R4 2.0044 1.9987 1.9695
R3 1.9882 1.9825 1.9651
R2 1.9720 1.9720 1.9636
R1 1.9663 1.9663 1.9621 1.9692
PP 1.9558 1.9558 1.9558 1.9572
S1 1.9501 1.9501 1.9591 1.9530
S2 1.9396 1.9396 1.9576
S3 1.9234 1.9339 1.9561
S4 1.9072 1.9177 1.9517
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 2.0675 2.0418 1.9561
R3 2.0261 2.0004 1.9447
R2 1.9847 1.9847 1.9409
R1 1.9590 1.9590 1.9371 1.9512
PP 1.9433 1.9433 1.9433 1.9394
S1 1.9176 1.9176 1.9295 1.9098
S2 1.9019 1.9019 1.9257
S3 1.8605 1.8762 1.9219
S4 1.8191 1.8348 1.9105
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9615 1.9276 0.0339 1.7% 0.0171 0.9% 97% True False 80,027
10 1.9690 1.9276 0.0414 2.1% 0.0191 1.0% 80% False False 48,510
20 1.9690 1.9276 0.0414 2.1% 0.0150 0.8% 80% False False 24,676
40 1.9740 1.9196 0.0544 2.8% 0.0146 0.7% 75% False False 12,432
60 1.9820 1.9196 0.0624 3.2% 0.0134 0.7% 66% False False 8,298
80 2.0000 1.9196 0.0804 4.1% 0.0118 0.6% 51% False False 6,238
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 0.0039
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.0304
2.618 2.0039
1.618 1.9877
1.000 1.9777
0.618 1.9715
HIGH 1.9615
0.618 1.9553
0.500 1.9534
0.382 1.9515
LOW 1.9453
0.618 1.9353
1.000 1.9291
1.618 1.9191
2.618 1.9029
4.250 1.8765
Fisher Pivots for day following 19-Jun-2008
Pivot 1 day 3 day
R1 1.9582 1.9563
PP 1.9558 1.9520
S1 1.9534 1.9477

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

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