CME British Pound Future June 2008


Trading Metrics calculated at close of trading on 03-Jan-2008
Day Change Summary
Previous Current
02-Jan-2008 03-Jan-2008 Change Change % Previous Week
Open 1.9703 1.9625 -0.0078 -0.4% 1.9671
High 1.9703 1.9625 -0.0078 -0.4% 1.9863
Low 1.9703 1.9625 -0.0078 -0.4% 1.9671
Close 1.9703 1.9632 -0.0071 -0.4% 1.9830
Range
ATR 0.0084 0.0084 0.0000 -0.5% 0.0000
Volume 1 59 58 5,800.0% 39
Daily Pivots for day following 03-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.9627 1.9630 1.9632
R3 1.9627 1.9630 1.9632
R2 1.9627 1.9627 1.9632
R1 1.9630 1.9630 1.9632 1.9629
PP 1.9627 1.9627 1.9627 1.9627
S1 1.9630 1.9630 1.9632 1.9629
S2 1.9627 1.9627 1.9632
S3 1.9627 1.9630 1.9632
S4 1.9627 1.9630 1.9632
Weekly Pivots for week ending 28-Dec-2007
Classic Woodie Camarilla DeMark
R4 2.0364 2.0289 1.9936
R3 2.0172 2.0097 1.9883
R2 1.9980 1.9980 1.9865
R1 1.9905 1.9905 1.9848 1.9943
PP 1.9788 1.9788 1.9788 1.9807
S1 1.9713 1.9713 1.9812 1.9751
S2 1.9596 1.9596 1.9795
S3 1.9404 1.9521 1.9777
S4 1.9212 1.9329 1.9724
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9863 1.9625 0.0238 1.2% 0.0000 0.0% 3% False True 16
10 1.9863 1.9625 0.0238 1.2% 0.0000 0.0% 3% False True 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.9625
2.618 1.9625
1.618 1.9625
1.000 1.9625
0.618 1.9625
HIGH 1.9625
0.618 1.9625
0.500 1.9625
0.382 1.9625
LOW 1.9625
0.618 1.9625
1.000 1.9625
1.618 1.9625
2.618 1.9625
4.250 1.9625
Fisher Pivots for day following 03-Jan-2008
Pivot 1 day 3 day
R1 1.9630 1.9678
PP 1.9627 1.9662
S1 1.9625 1.9647

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

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