CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 29-Aug-2008
Day Change Summary
Previous Current
28-Aug-2008 29-Aug-2008 Change Change % Previous Week
Open 1.8323 1.8261 -0.0062 -0.3% 1.8485
High 1.8383 1.8326 -0.0057 -0.3% 1.8564
Low 1.8220 1.8150 -0.0070 -0.4% 1.8150
Close 1.8266 1.8156 -0.0110 -0.6% 1.8156
Range 0.0163 0.0176 0.0013 8.0% 0.0414
ATR 0.0178 0.0178 0.0000 -0.1% 0.0000
Volume 69,263 75,233 5,970 8.6% 374,872
Daily Pivots for day following 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.8739 1.8623 1.8253
R3 1.8563 1.8447 1.8204
R2 1.8387 1.8387 1.8188
R1 1.8271 1.8271 1.8172 1.8241
PP 1.8211 1.8211 1.8211 1.8196
S1 1.8095 1.8095 1.8140 1.8065
S2 1.8035 1.8035 1.8124
S3 1.7859 1.7919 1.8108
S4 1.7683 1.7743 1.8059
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.9532 1.9258 1.8384
R3 1.9118 1.8844 1.8270
R2 1.8704 1.8704 1.8232
R1 1.8430 1.8430 1.8194 1.8360
PP 1.8290 1.8290 1.8290 1.8255
S1 1.8016 1.8016 1.8118 1.7946
S2 1.7876 1.7876 1.8080
S3 1.7462 1.7602 1.8042
S4 1.7048 1.7188 1.7928
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.8564 1.8150 0.0414 2.3% 0.0187 1.0% 1% False True 74,974
10 1.8756 1.8150 0.0606 3.3% 0.0178 1.0% 1% False True 75,680
20 1.9699 1.8150 0.1549 8.5% 0.0185 1.0% 0% False True 84,730
40 2.0074 1.8150 0.1924 10.6% 0.0169 0.9% 0% False True 84,512
60 2.0074 1.8150 0.1924 10.6% 0.0166 0.9% 0% False True 77,223
80 2.0074 1.8150 0.1924 10.6% 0.0154 0.8% 0% False True 58,050
100 2.0074 1.8150 0.1924 10.6% 0.0153 0.8% 0% False True 46,461
120 2.0074 1.8150 0.1924 10.6% 0.0142 0.8% 0% False True 38,727
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 0.0040
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.9074
2.618 1.8787
1.618 1.8611
1.000 1.8502
0.618 1.8435
HIGH 1.8326
0.618 1.8259
0.500 1.8238
0.382 1.8217
LOW 1.8150
0.618 1.8041
1.000 1.7974
1.618 1.7865
2.618 1.7689
4.250 1.7402
Fisher Pivots for day following 29-Aug-2008
Pivot 1 day 3 day
R1 1.8238 1.8307
PP 1.8211 1.8257
S1 1.8183 1.8206

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

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