CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 25-Jul-2008
Day Change Summary
Previous Current
24-Jul-2008 25-Jul-2008 Change Change % Previous Week
Open 1.9903 1.9791 -0.0112 -0.6% 1.9900
High 1.9920 1.9906 -0.0014 -0.1% 1.9996
Low 1.9741 1.9757 0.0016 0.1% 1.9741
Close 1.9766 1.9820 0.0054 0.3% 1.9820
Range 0.0179 0.0149 -0.0030 -16.8% 0.0255
ATR 0.0152 0.0152 0.0000 -0.1% 0.0000
Volume 88,595 111,030 22,435 25.3% 394,784
Daily Pivots for day following 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 2.0275 2.0196 1.9902
R3 2.0126 2.0047 1.9861
R2 1.9977 1.9977 1.9847
R1 1.9898 1.9898 1.9834 1.9938
PP 1.9828 1.9828 1.9828 1.9847
S1 1.9749 1.9749 1.9806 1.9789
S2 1.9679 1.9679 1.9793
S3 1.9530 1.9600 1.9779
S4 1.9381 1.9451 1.9738
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 2.0617 2.0474 1.9960
R3 2.0362 2.0219 1.9890
R2 2.0107 2.0107 1.9867
R1 1.9964 1.9964 1.9843 1.9908
PP 1.9852 1.9852 1.9852 1.9825
S1 1.9709 1.9709 1.9797 1.9653
S2 1.9597 1.9597 1.9773
S3 1.9342 1.9454 1.9750
S4 1.9087 1.9199 1.9680
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9996 1.9741 0.0255 1.3% 0.0155 0.8% 31% False False 78,956
10 2.0074 1.9721 0.0353 1.8% 0.0152 0.8% 28% False False 81,293
20 2.0074 1.9545 0.0529 2.7% 0.0149 0.8% 52% False False 79,625
40 2.0074 1.9276 0.0798 4.0% 0.0155 0.8% 68% False False 61,670
60 2.0074 1.9196 0.0878 4.4% 0.0143 0.7% 71% False False 41,185
80 2.0074 1.9196 0.0878 4.4% 0.0141 0.7% 71% False False 30,905
100 2.0074 1.9196 0.0878 4.4% 0.0127 0.6% 71% False False 24,736
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.0539
2.618 2.0296
1.618 2.0147
1.000 2.0055
0.618 1.9998
HIGH 1.9906
0.618 1.9849
0.500 1.9832
0.382 1.9814
LOW 1.9757
0.618 1.9665
1.000 1.9608
1.618 1.9516
2.618 1.9367
4.250 1.9124
Fisher Pivots for day following 25-Jul-2008
Pivot 1 day 3 day
R1 1.9832 1.9851
PP 1.9828 1.9840
S1 1.9824 1.9830

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

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