CME British Pound Future June 2008


Trading Metrics calculated at close of trading on 15-Jan-2008
Day Change Summary
Previous Current
14-Jan-2008 15-Jan-2008 Change Change % Previous Week
Open 1.9432 1.9514 0.0082 0.4% 1.9590
High 1.9432 1.9514 0.0082 0.4% 1.9630
Low 1.9432 1.9514 0.0082 0.4% 1.9442
Close 1.9432 1.9514 0.0082 0.4% 1.9442
Range
ATR 0.0068 0.0069 0.0001 1.5% 0.0000
Volume 91 213 122 134.1% 643
Daily Pivots for day following 15-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.9514 1.9514 1.9514
R3 1.9514 1.9514 1.9514
R2 1.9514 1.9514 1.9514
R1 1.9514 1.9514 1.9514 1.9514
PP 1.9514 1.9514 1.9514 1.9514
S1 1.9514 1.9514 1.9514 1.9514
S2 1.9514 1.9514 1.9514
S3 1.9514 1.9514 1.9514
S4 1.9514 1.9514 1.9514
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 2.0069 1.9943 1.9545
R3 1.9881 1.9755 1.9494
R2 1.9693 1.9693 1.9476
R1 1.9567 1.9567 1.9459 1.9536
PP 1.9505 1.9505 1.9505 1.9489
S1 1.9379 1.9379 1.9425 1.9348
S2 1.9317 1.9317 1.9408
S3 1.9129 1.9191 1.9390
S4 1.8941 1.9003 1.9339
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9514 1.9432 0.0082 0.4% 0.0000 0.0% 100% True False 92
10 1.9703 1.9432 0.0271 1.4% 0.0000 0.0% 30% False False 105
20 2.0101 1.9432 0.0669 3.4% 0.0001 0.0% 12% False False 58
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 1.9514
2.618 1.9514
1.618 1.9514
1.000 1.9514
0.618 1.9514
HIGH 1.9514
0.618 1.9514
0.500 1.9514
0.382 1.9514
LOW 1.9514
0.618 1.9514
1.000 1.9514
1.618 1.9514
2.618 1.9514
4.250 1.9514
Fisher Pivots for day following 15-Jan-2008
Pivot 1 day 3 day
R1 1.9514 1.9500
PP 1.9514 1.9487
S1 1.9514 1.9473

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

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