CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 18-Jul-2008
Day Change Summary
Previous Current
17-Jul-2008 18-Jul-2008 Change Change % Previous Week
Open 1.9894 1.9905 0.0011 0.1% 1.9810
High 1.9986 1.9913 -0.0073 -0.4% 2.0074
Low 1.9862 1.9821 -0.0041 -0.2% 1.9721
Close 1.9903 1.9896 -0.0007 0.0% 1.9896
Range 0.0124 0.0092 -0.0032 -25.8% 0.0353
ATR 0.0154 0.0150 -0.0004 -2.9% 0.0000
Volume 69,428 74,336 4,908 7.1% 418,149
Daily Pivots for day following 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 2.0153 2.0116 1.9947
R3 2.0061 2.0024 1.9921
R2 1.9969 1.9969 1.9913
R1 1.9932 1.9932 1.9904 1.9905
PP 1.9877 1.9877 1.9877 1.9863
S1 1.9840 1.9840 1.9888 1.9813
S2 1.9785 1.9785 1.9879
S3 1.9693 1.9748 1.9871
S4 1.9601 1.9656 1.9845
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 2.0956 2.0779 2.0090
R3 2.0603 2.0426 1.9993
R2 2.0250 2.0250 1.9961
R1 2.0073 2.0073 1.9928 2.0162
PP 1.9897 1.9897 1.9897 1.9941
S1 1.9720 1.9720 1.9864 1.9809
S2 1.9544 1.9544 1.9831
S3 1.9191 1.9367 1.9799
S4 1.8838 1.9014 1.9702
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0074 1.9721 0.0353 1.8% 0.0148 0.7% 50% False False 83,629
10 2.0074 1.9545 0.0529 2.7% 0.0157 0.8% 66% False False 81,196
20 2.0074 1.9457 0.0617 3.1% 0.0144 0.7% 71% False False 78,989
40 2.0074 1.9276 0.0798 4.0% 0.0147 0.7% 78% False False 51,833
60 2.0074 1.9196 0.0878 4.4% 0.0145 0.7% 80% False False 34,618
80 2.0074 1.9196 0.0878 4.4% 0.0136 0.7% 80% False False 25,971
100 2.0074 1.9196 0.0878 4.4% 0.0123 0.6% 80% False False 20,788
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 19 trading days
Fibonacci Retracements and Extensions
4.250 2.0304
2.618 2.0154
1.618 2.0062
1.000 2.0005
0.618 1.9970
HIGH 1.9913
0.618 1.9878
0.500 1.9867
0.382 1.9856
LOW 1.9821
0.618 1.9764
1.000 1.9729
1.618 1.9672
2.618 1.9580
4.250 1.9430
Fisher Pivots for day following 18-Jul-2008
Pivot 1 day 3 day
R1 1.9886 1.9914
PP 1.9877 1.9908
S1 1.9867 1.9902

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

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