CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 02-Sep-2008
Day Change Summary
Previous Current
29-Aug-2008 02-Sep-2008 Change Change % Previous Week
Open 1.8261 1.8169 -0.0092 -0.5% 1.8485
High 1.8326 1.8170 -0.0156 -0.9% 1.8564
Low 1.8150 1.7765 -0.0385 -2.1% 1.8150
Close 1.8156 1.7806 -0.0350 -1.9% 1.8156
Range 0.0176 0.0405 0.0229 130.1% 0.0414
ATR 0.0178 0.0194 0.0016 9.1% 0.0000
Volume 75,233 64,567 -10,666 -14.2% 374,872
Daily Pivots for day following 02-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.9129 1.8872 1.8029
R3 1.8724 1.8467 1.7917
R2 1.8319 1.8319 1.7880
R1 1.8062 1.8062 1.7843 1.7988
PP 1.7914 1.7914 1.7914 1.7877
S1 1.7657 1.7657 1.7769 1.7583
S2 1.7509 1.7509 1.7732
S3 1.7104 1.7252 1.7695
S4 1.6699 1.6847 1.7583
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 1.8506 1.7765 0.0741 4.2% 0.0230 1.3% 6% False True 69,285
10 1.8756 1.7765 0.0991 5.6% 0.0208 1.2% 4% False True 73,615
20 1.9569 1.7765 0.1804 10.1% 0.0197 1.1% 2% False True 84,134
40 2.0074 1.7765 0.2309 13.0% 0.0174 1.0% 2% False True 83,919
60 2.0074 1.7765 0.2309 13.0% 0.0169 0.9% 2% False True 78,262
80 2.0074 1.7765 0.2309 13.0% 0.0158 0.9% 2% False True 58,856
100 2.0074 1.7765 0.2309 13.0% 0.0157 0.9% 2% False True 47,106
120 2.0074 1.7765 0.2309 13.0% 0.0145 0.8% 2% False True 39,265
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0037
Widest range in 136 trading days
Fibonacci Retracements and Extensions
4.250 1.9891
2.618 1.9230
1.618 1.8825
1.000 1.8575
0.618 1.8420
HIGH 1.8170
0.618 1.8015
0.500 1.7968
0.382 1.7920
LOW 1.7765
0.618 1.7515
1.000 1.7360
1.618 1.7110
2.618 1.6705
4.250 1.6044
Fisher Pivots for day following 02-Sep-2008
Pivot 1 day 3 day
R1 1.7968 1.8074
PP 1.7914 1.7985
S1 1.7860 1.7895

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

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