CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 19-Aug-2008
Day Change Summary
Previous Current
18-Aug-2008 19-Aug-2008 Change Change % Previous Week
Open 1.8613 1.8604 -0.0009 0.0% 1.9155
High 1.8684 1.8644 -0.0040 -0.2% 1.9206
Low 1.8578 1.8501 -0.0077 -0.4% 1.8471
Close 1.8602 1.8622 0.0020 0.1% 1.8586
Range 0.0106 0.0143 0.0037 34.9% 0.0735
ATR 0.0169 0.0167 -0.0002 -1.1% 0.0000
Volume 85,212 59,563 -25,649 -30.1% 535,432
Daily Pivots for day following 19-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.9018 1.8963 1.8701
R3 1.8875 1.8820 1.8661
R2 1.8732 1.8732 1.8648
R1 1.8677 1.8677 1.8635 1.8705
PP 1.8589 1.8589 1.8589 1.8603
S1 1.8534 1.8534 1.8609 1.8562
S2 1.8446 1.8446 1.8596
S3 1.8303 1.8391 1.8583
S4 1.8160 1.8248 1.8543
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 2.0959 2.0508 1.8990
R3 2.0224 1.9773 1.8788
R2 1.9489 1.9489 1.8721
R1 1.9038 1.9038 1.8653 1.8896
PP 1.8754 1.8754 1.8754 1.8684
S1 1.8303 1.8303 1.8519 1.8161
S2 1.8019 1.8019 1.8451
S3 1.7284 1.7568 1.8384
S4 1.6549 1.6833 1.8182
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.8990 1.8471 0.0519 2.8% 0.0197 1.1% 29% False False 96,700
10 1.9539 1.8471 0.1068 5.7% 0.0189 1.0% 14% False False 91,617
20 1.9960 1.8471 0.1489 8.0% 0.0166 0.9% 10% False False 92,026
40 2.0074 1.8471 0.1603 8.6% 0.0156 0.8% 9% False False 84,320
60 2.0074 1.8471 0.1603 8.6% 0.0157 0.8% 9% False False 67,159
80 2.0074 1.8471 0.1603 8.6% 0.0150 0.8% 9% False False 50,414
100 2.0074 1.8471 0.1603 8.6% 0.0144 0.8% 9% False False 40,341
120 2.0074 1.8471 0.1603 8.6% 0.0132 0.7% 9% False False 33,628
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0042
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.9252
2.618 1.9018
1.618 1.8875
1.000 1.8787
0.618 1.8732
HIGH 1.8644
0.618 1.8589
0.500 1.8573
0.382 1.8556
LOW 1.8501
0.618 1.8413
1.000 1.8358
1.618 1.8270
2.618 1.8127
4.250 1.7893
Fisher Pivots for day following 19-Aug-2008
Pivot 1 day 3 day
R1 1.8606 1.8607
PP 1.8589 1.8592
S1 1.8573 1.8578

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

View Archives - Comment on this page... - Back to Index of Symbols