CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 12-Aug-2008
Day Change Summary
Previous Current
11-Aug-2008 12-Aug-2008 Change Change % Previous Week
Open 1.9155 1.9051 -0.0104 -0.5% 1.9698
High 1.9206 1.9075 -0.0131 -0.7% 1.9699
Low 1.9017 1.8905 -0.0112 -0.6% 1.9095
Close 1.9072 1.8946 -0.0126 -0.7% 1.9146
Range 0.0189 0.0170 -0.0019 -10.1% 0.0604
ATR 0.0156 0.0157 0.0001 0.6% 0.0000
Volume 119,828 76,877 -42,951 -35.8% 402,376
Daily Pivots for day following 12-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.9485 1.9386 1.9040
R3 1.9315 1.9216 1.8993
R2 1.9145 1.9145 1.8977
R1 1.9046 1.9046 1.8962 1.9011
PP 1.8975 1.8975 1.8975 1.8958
S1 1.8876 1.8876 1.8930 1.8841
S2 1.8805 1.8805 1.8915
S3 1.8635 1.8706 1.8899
S4 1.8465 1.8536 1.8853
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 2.1125 2.0740 1.9478
R3 2.0521 2.0136 1.9312
R2 1.9917 1.9917 1.9257
R1 1.9532 1.9532 1.9201 1.9423
PP 1.9313 1.9313 1.9313 1.9259
S1 1.8928 1.8928 1.9091 1.8819
S2 1.8709 1.8709 1.9035
S3 1.8105 1.8324 1.8980
S4 1.7501 1.7720 1.8814
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9539 1.8905 0.0634 3.3% 0.0181 1.0% 6% False True 86,533
10 1.9865 1.8905 0.0960 5.1% 0.0154 0.8% 4% False True 91,697
20 2.0006 1.8905 0.1101 5.8% 0.0150 0.8% 4% False True 86,180
40 2.0074 1.8905 0.1169 6.2% 0.0151 0.8% 4% False True 82,609
60 2.0074 1.8905 0.1169 6.2% 0.0149 0.8% 4% False True 59,122
80 2.0074 1.8905 0.1169 6.2% 0.0148 0.8% 4% False True 44,377
100 2.0074 1.8905 0.1169 6.2% 0.0138 0.7% 4% False True 35,516
120 2.0074 1.8905 0.1169 6.2% 0.0125 0.7% 4% False True 29,599
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 0.0029
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.9798
2.618 1.9520
1.618 1.9350
1.000 1.9245
0.618 1.9180
HIGH 1.9075
0.618 1.9010
0.500 1.8990
0.382 1.8970
LOW 1.8905
0.618 1.8800
1.000 1.8735
1.618 1.8630
2.618 1.8460
4.250 1.8183
Fisher Pivots for day following 12-Aug-2008
Pivot 1 day 3 day
R1 1.8990 1.9147
PP 1.8975 1.9080
S1 1.8961 1.9013

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

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