CME British Pound Future March 2008


Trading Metrics calculated at close of trading on 07-Feb-2008
Day Change Summary
Previous Current
06-Feb-2008 07-Feb-2008 Change Change % Previous Week
Open 1.9532 1.9390 -0.0142 -0.7% 1.9800
High 1.9585 1.9430 -0.0155 -0.8% 1.9892
Low 1.9532 1.9355 -0.0177 -0.9% 1.9600
Close 1.9554 1.9363 -0.0191 -1.0% 1.9627
Range 0.0053 0.0075 0.0022 41.5% 0.0292
ATR 0.0127 0.0132 0.0005 4.1% 0.0000
Volume 65,193 44,331 -20,862 -32.0% 282,846
Daily Pivots for day following 07-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.9608 1.9560 1.9404
R3 1.9533 1.9485 1.9384
R2 1.9458 1.9458 1.9377
R1 1.9410 1.9410 1.9370 1.9397
PP 1.9383 1.9383 1.9383 1.9376
S1 1.9335 1.9335 1.9356 1.9322
S2 1.9308 1.9308 1.9349
S3 1.9233 1.9260 1.9342
S4 1.9158 1.9185 1.9322
Weekly Pivots for week ending 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 2.0582 2.0397 1.9788
R3 2.0290 2.0105 1.9707
R2 1.9998 1.9998 1.9681
R1 1.9813 1.9813 1.9654 1.9760
PP 1.9706 1.9706 1.9706 1.9680
S1 1.9521 1.9521 1.9600 1.9468
S2 1.9414 1.9414 1.9573
S3 1.9122 1.9229 1.9547
S4 1.8830 1.8937 1.9466
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9850 1.9355 0.0495 2.6% 0.0108 0.6% 2% False True 73,919
10 1.9892 1.9355 0.0537 2.8% 0.0092 0.5% 1% False True 66,983
20 1.9892 1.9355 0.0537 2.8% 0.0101 0.5% 1% False True 77,317
40 2.0580 1.9355 0.1225 6.3% 0.0105 0.5% 1% False True 62,736
60 2.0813 1.9355 0.1458 7.5% 0.0081 0.4% 1% False True 42,432
80 2.1002 1.9355 0.1647 8.5% 0.0062 0.3% 0% False True 31,858
100 2.1002 1.9355 0.1647 8.5% 0.0050 0.3% 0% False True 25,503
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 0.0030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.9749
2.618 1.9626
1.618 1.9551
1.000 1.9505
0.618 1.9476
HIGH 1.9430
0.618 1.9401
0.500 1.9393
0.382 1.9384
LOW 1.9355
0.618 1.9309
1.000 1.9280
1.618 1.9234
2.618 1.9159
4.250 1.9036
Fisher Pivots for day following 07-Feb-2008
Pivot 1 day 3 day
R1 1.9393 1.9505
PP 1.9383 1.9458
S1 1.9373 1.9410

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

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