CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 10-Sep-2008
Day Change Summary
Previous Current
09-Sep-2008 10-Sep-2008 Change Change % Previous Week
Open 1.7570 1.7590 0.0020 0.1% 1.8169
High 1.7701 1.7676 -0.0025 -0.1% 1.8170
Low 1.7499 1.7515 0.0016 0.1% 1.7524
Close 1.7624 1.7555 -0.0069 -0.4% 1.7618
Range 0.0202 0.0161 -0.0041 -20.3% 0.0646
ATR 0.0221 0.0216 -0.0004 -1.9% 0.0000
Volume 139,570 121,405 -18,165 -13.0% 421,117
Daily Pivots for day following 10-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.8065 1.7971 1.7644
R3 1.7904 1.7810 1.7599
R2 1.7743 1.7743 1.7585
R1 1.7649 1.7649 1.7570 1.7616
PP 1.7582 1.7582 1.7582 1.7565
S1 1.7488 1.7488 1.7540 1.7455
S2 1.7421 1.7421 1.7525
S3 1.7260 1.7327 1.7511
S4 1.7099 1.7166 1.7466
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.9709 1.9309 1.7973
R3 1.9063 1.8663 1.7796
R2 1.8417 1.8417 1.7736
R1 1.8017 1.8017 1.7677 1.7894
PP 1.7771 1.7771 1.7771 1.7709
S1 1.7371 1.7371 1.7559 1.7248
S2 1.7125 1.7125 1.7500
S3 1.6479 1.6725 1.7440
S4 1.5833 1.6079 1.7263
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.7968 1.7462 0.0506 2.9% 0.0272 1.5% 18% False False 117,737
10 1.8464 1.7462 0.1002 5.7% 0.0248 1.4% 9% False False 101,454
20 1.8990 1.7462 0.1528 8.7% 0.0223 1.3% 6% False False 94,351
40 2.0006 1.7462 0.2544 14.5% 0.0187 1.1% 4% False False 90,265
60 2.0074 1.7462 0.2612 14.9% 0.0175 1.0% 4% False False 86,523
80 2.0074 1.7462 0.2612 14.9% 0.0167 1.0% 4% False False 67,929
100 2.0074 1.7462 0.2612 14.9% 0.0163 0.9% 4% False False 54,372
120 2.0074 1.7462 0.2612 14.9% 0.0153 0.9% 4% False False 45,322
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0079
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.8360
2.618 1.8097
1.618 1.7936
1.000 1.7837
0.618 1.7775
HIGH 1.7676
0.618 1.7614
0.500 1.7596
0.382 1.7577
LOW 1.7515
0.618 1.7416
1.000 1.7354
1.618 1.7255
2.618 1.7094
4.250 1.6831
Fisher Pivots for day following 10-Sep-2008
Pivot 1 day 3 day
R1 1.7596 1.7715
PP 1.7582 1.7662
S1 1.7569 1.7608

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

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