CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 30-Jul-2008
Day Change Summary
Previous Current
29-Jul-2008 30-Jul-2008 Change Change % Previous Week
Open 1.9875 1.9729 -0.0146 -0.7% 1.9900
High 1.9900 1.9776 -0.0124 -0.6% 1.9996
Low 1.9692 1.9676 -0.0016 -0.1% 1.9741
Close 1.9718 1.9743 0.0025 0.1% 1.9820
Range 0.0208 0.0100 -0.0108 -51.9% 0.0255
ATR 0.0154 0.0150 -0.0004 -2.5% 0.0000
Volume 71,124 105,864 34,740 48.8% 394,784
Daily Pivots for day following 30-Jul-2008
Classic Woodie Camarilla DeMark
R4 2.0032 1.9987 1.9798
R3 1.9932 1.9887 1.9771
R2 1.9832 1.9832 1.9761
R1 1.9787 1.9787 1.9752 1.9810
PP 1.9732 1.9732 1.9732 1.9743
S1 1.9687 1.9687 1.9734 1.9710
S2 1.9632 1.9632 1.9725
S3 1.9532 1.9587 1.9716
S4 1.9432 1.9487 1.9688
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 1.9920 1.9676 0.0244 1.2% 0.0152 0.8% 27% False True 93,346
10 1.9996 1.9676 0.0320 1.6% 0.0143 0.7% 21% False True 80,565
20 2.0074 1.9545 0.0529 2.7% 0.0153 0.8% 37% False False 81,007
40 2.0074 1.9276 0.0798 4.0% 0.0156 0.8% 59% False False 68,299
60 2.0074 1.9196 0.0878 4.4% 0.0144 0.7% 62% False False 45,626
80 2.0074 1.9196 0.0878 4.4% 0.0145 0.7% 62% False False 34,243
100 2.0074 1.9196 0.0878 4.4% 0.0131 0.7% 62% False False 27,406
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 0.0034
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2.0201
2.618 2.0038
1.618 1.9938
1.000 1.9876
0.618 1.9838
HIGH 1.9776
0.618 1.9738
0.500 1.9726
0.382 1.9714
LOW 1.9676
0.618 1.9614
1.000 1.9576
1.618 1.9514
2.618 1.9414
4.250 1.9251
Fisher Pivots for day following 30-Jul-2008
Pivot 1 day 3 day
R1 1.9737 1.9788
PP 1.9732 1.9773
S1 1.9726 1.9758

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

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