CME British Pound Future June 2008


Trading Metrics calculated at close of trading on 09-Jan-2008
Day Change Summary
Previous Current
08-Jan-2008 09-Jan-2008 Change Change % Previous Week
Open 1.9604 1.9460 -0.0144 -0.7% 1.9730
High 1.9630 1.9460 -0.0170 -0.9% 1.9730
Low 1.9630 1.9460 -0.0170 -0.9% 1.9620
Close 1.9604 1.9460 -0.0144 -0.7% 1.9622
Range
ATR 0.0073 0.0078 0.0005 7.0% 0.0000
Volume 20 23 3 15.0% 109
Daily Pivots for day following 09-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.9460 1.9460 1.9460
R3 1.9460 1.9460 1.9460
R2 1.9460 1.9460 1.9460
R1 1.9460 1.9460 1.9460 1.9460
PP 1.9460 1.9460 1.9460 1.9460
S1 1.9460 1.9460 1.9460 1.9460
S2 1.9460 1.9460 1.9460
S3 1.9460 1.9460 1.9460
S4 1.9460 1.9460 1.9460
Weekly Pivots for week ending 04-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.9987 1.9915 1.9683
R3 1.9877 1.9805 1.9652
R2 1.9767 1.9767 1.9642
R1 1.9695 1.9695 1.9632 1.9676
PP 1.9657 1.9657 1.9657 1.9648
S1 1.9585 1.9585 1.9612 1.9566
S2 1.9547 1.9547 1.9602
S3 1.9437 1.9475 1.9592
S4 1.9327 1.9365 1.9562
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9630 1.9460 0.0170 0.9% 0.0000 0.0% 0% False True 122
10 1.9863 1.9460 0.0403 2.1% 0.0000 0.0% 0% False True 63
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 -0.0003
Fibonacci Retracements and Extensions
4.250 1.9460
2.618 1.9460
1.618 1.9460
1.000 1.9460
0.618 1.9460
HIGH 1.9460
0.618 1.9460
0.500 1.9460
0.382 1.9460
LOW 1.9460
0.618 1.9460
1.000 1.9460
1.618 1.9460
2.618 1.9460
4.250 1.9460
Fisher Pivots for day following 09-Jan-2008
Pivot 1 day 3 day
R1 1.9460 1.9545
PP 1.9460 1.9517
S1 1.9460 1.9488

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

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