CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 10-Jul-2008
Day Change Summary
Previous Current
09-Jul-2008 10-Jul-2008 Change Change % Previous Week
Open 1.9598 1.9725 0.0127 0.6% 1.9848
High 1.9734 1.9745 0.0011 0.1% 1.9894
Low 1.9574 1.9605 0.0031 0.2% 1.9693
Close 1.9716 1.9676 -0.0040 -0.2% 1.9713
Range 0.0160 0.0140 -0.0020 -12.5% 0.0201
ATR 0.0149 0.0148 -0.0001 -0.4% 0.0000
Volume 63,556 72,276 8,720 13.7% 290,736
Daily Pivots for day following 10-Jul-2008
Classic Woodie Camarilla DeMark
R4 2.0095 2.0026 1.9753
R3 1.9955 1.9886 1.9715
R2 1.9815 1.9815 1.9702
R1 1.9746 1.9746 1.9689 1.9711
PP 1.9675 1.9675 1.9675 1.9658
S1 1.9606 1.9606 1.9663 1.9571
S2 1.9535 1.9535 1.9650
S3 1.9395 1.9466 1.9638
S4 1.9255 1.9326 1.9599
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 2.0370 2.0242 1.9824
R3 2.0169 2.0041 1.9768
R2 1.9968 1.9968 1.9750
R1 1.9840 1.9840 1.9731 1.9804
PP 1.9767 1.9767 1.9767 1.9748
S1 1.9639 1.9639 1.9695 1.9603
S2 1.9566 1.9566 1.9676
S3 1.9365 1.9438 1.9658
S4 1.9164 1.9237 1.9602
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9833 1.9545 0.0288 1.5% 0.0153 0.8% 45% False False 77,673
10 1.9894 1.9545 0.0349 1.8% 0.0145 0.7% 38% False False 78,433
20 1.9894 1.9276 0.0618 3.1% 0.0151 0.8% 65% False False 76,089
40 1.9894 1.9254 0.0640 3.3% 0.0143 0.7% 66% False False 39,531
60 1.9894 1.9196 0.0698 3.5% 0.0146 0.7% 69% False False 26,396
80 1.9903 1.9196 0.0707 3.6% 0.0130 0.7% 68% False False 19,812
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 0.0027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.0340
2.618 2.0112
1.618 1.9972
1.000 1.9885
0.618 1.9832
HIGH 1.9745
0.618 1.9692
0.500 1.9675
0.382 1.9658
LOW 1.9605
0.618 1.9518
1.000 1.9465
1.618 1.9378
2.618 1.9238
4.250 1.9010
Fisher Pivots for day following 10-Jul-2008
Pivot 1 day 3 day
R1 1.9676 1.9669
PP 1.9675 1.9662
S1 1.9675 1.9655

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

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