CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 02-Jul-2008
Day Change Summary
Previous Current
01-Jul-2008 02-Jul-2008 Change Change % Previous Week
Open 1.9817 1.9840 0.0023 0.1% 1.9631
High 1.9894 1.9867 -0.0027 -0.1% 1.9836
Low 1.9775 1.9738 -0.0037 -0.2% 1.9457
Close 1.9830 1.9832 0.0002 0.0% 1.9814
Range 0.0119 0.0129 0.0010 8.4% 0.0379
ATR 0.0147 0.0146 -0.0001 -0.9% 0.0000
Volume 67,491 76,169 8,678 12.9% 372,982
Daily Pivots for day following 02-Jul-2008
Classic Woodie Camarilla DeMark
R4 2.0199 2.0145 1.9903
R3 2.0070 2.0016 1.9867
R2 1.9941 1.9941 1.9856
R1 1.9887 1.9887 1.9844 1.9850
PP 1.9812 1.9812 1.9812 1.9794
S1 1.9758 1.9758 1.9820 1.9721
S2 1.9683 1.9683 1.9808
S3 1.9554 1.9629 1.9797
S4 1.9425 1.9500 1.9761
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 2.0839 2.0706 2.0022
R3 2.0460 2.0327 1.9918
R2 2.0081 2.0081 1.9883
R1 1.9948 1.9948 1.9849 2.0015
PP 1.9702 1.9702 1.9702 1.9736
S1 1.9569 1.9569 1.9779 1.9636
S2 1.9323 1.9323 1.9745
S3 1.8944 1.9190 1.9710
S4 1.8565 1.8811 1.9606
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9894 1.9595 0.0299 1.5% 0.0137 0.7% 79% False False 79,194
10 1.9894 1.9453 0.0441 2.2% 0.0134 0.7% 86% False False 75,519
20 1.9894 1.9276 0.0618 3.1% 0.0161 0.8% 90% False False 59,309
40 1.9894 1.9196 0.0698 3.5% 0.0138 0.7% 91% False False 29,838
60 1.9894 1.9196 0.0698 3.5% 0.0143 0.7% 91% False False 19,925
80 2.0000 1.9196 0.0804 4.1% 0.0127 0.6% 79% False False 14,958
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.0415
2.618 2.0205
1.618 2.0076
1.000 1.9996
0.618 1.9947
HIGH 1.9867
0.618 1.9818
0.500 1.9803
0.382 1.9787
LOW 1.9738
0.618 1.9658
1.000 1.9609
1.618 1.9529
2.618 1.9400
4.250 1.9190
Fisher Pivots for day following 02-Jul-2008
Pivot 1 day 3 day
R1 1.9822 1.9827
PP 1.9812 1.9821
S1 1.9803 1.9816

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

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