CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 22-Jul-2008
Day Change Summary
Previous Current
21-Jul-2008 22-Jul-2008 Change Change % Previous Week
Open 1.9900 1.9952 0.0052 0.3% 1.9810
High 1.9955 1.9996 0.0041 0.2% 2.0074
Low 1.9823 1.9815 -0.0008 0.0% 1.9721
Close 1.9904 1.9838 -0.0066 -0.3% 1.9896
Range 0.0132 0.0181 0.0049 37.1% 0.0353
ATR 0.0149 0.0151 0.0002 1.6% 0.0000
Volume 71,649 44,317 -27,332 -38.1% 418,149
Daily Pivots for day following 22-Jul-2008
Classic Woodie Camarilla DeMark
R4 2.0426 2.0313 1.9938
R3 2.0245 2.0132 1.9888
R2 2.0064 2.0064 1.9871
R1 1.9951 1.9951 1.9855 1.9917
PP 1.9883 1.9883 1.9883 1.9866
S1 1.9770 1.9770 1.9821 1.9736
S2 1.9702 1.9702 1.9805
S3 1.9521 1.9589 1.9788
S4 1.9340 1.9408 1.9738
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 2.0006 1.9815 0.0191 1.0% 0.0134 0.7% 12% False True 73,314
10 2.0074 1.9574 0.0500 2.5% 0.0156 0.8% 53% False False 74,551
20 2.0074 1.9500 0.0574 2.9% 0.0147 0.7% 59% False False 76,613
40 2.0074 1.9276 0.0798 4.0% 0.0152 0.8% 70% False False 54,725
60 2.0074 1.9196 0.0878 4.4% 0.0145 0.7% 73% False False 36,543
80 2.0074 1.9196 0.0878 4.4% 0.0139 0.7% 73% False False 27,420
100 2.0074 1.9196 0.0878 4.4% 0.0125 0.6% 73% False False 21,948
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2.0765
2.618 2.0470
1.618 2.0289
1.000 2.0177
0.618 2.0108
HIGH 1.9996
0.618 1.9927
0.500 1.9906
0.382 1.9884
LOW 1.9815
0.618 1.9703
1.000 1.9634
1.618 1.9522
2.618 1.9341
4.250 1.9046
Fisher Pivots for day following 22-Jul-2008
Pivot 1 day 3 day
R1 1.9906 1.9906
PP 1.9883 1.9883
S1 1.9861 1.9861

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

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