CME British Pound Future June 2008


Trading Metrics calculated at close of trading on 23-Jan-2008
Day Change Summary
Previous Current
22-Jan-2008 23-Jan-2008 Change Change % Previous Week
Open 1.9466 1.9357 -0.0109 -0.6% 1.9432
High 1.9466 1.9330 -0.0136 -0.7% 1.9580
Low 1.9466 1.9330 -0.0136 -0.7% 1.9432
Close 1.9466 1.9357 -0.0109 -0.6% 1.9419
Range
ATR 0.0067 0.0072 0.0005 7.3% 0.0000
Volume 47 398 351 746.8% 2,075
Daily Pivots for day following 23-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.9339 1.9348 1.9357
R3 1.9339 1.9348 1.9357
R2 1.9339 1.9339 1.9357
R1 1.9348 1.9348 1.9357 1.9357
PP 1.9339 1.9339 1.9339 1.9344
S1 1.9348 1.9348 1.9357 1.9357
S2 1.9339 1.9339 1.9357
S3 1.9339 1.9348 1.9357
S4 1.9339 1.9348 1.9357
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.9921 1.9818 1.9500
R3 1.9773 1.9670 1.9460
R2 1.9625 1.9625 1.9446
R1 1.9522 1.9522 1.9433 1.9500
PP 1.9477 1.9477 1.9477 1.9466
S1 1.9374 1.9374 1.9405 1.9352
S2 1.9329 1.9329 1.9392
S3 1.9181 1.9226 1.9378
S4 1.9033 1.9078 1.9338
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9580 1.9330 0.0250 1.3% 0.0006 0.0% 11% False True 443
10 1.9580 1.9330 0.0250 1.3% 0.0003 0.0% 11% False True 267
20 1.9863 1.9330 0.0533 2.8% 0.0002 0.0% 5% False True 165
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 -0.0009
Fibonacci Retracements and Extensions
4.250 1.9330
2.618 1.9330
1.618 1.9330
1.000 1.9330
0.618 1.9330
HIGH 1.9330
0.618 1.9330
0.500 1.9330
0.382 1.9330
LOW 1.9330
0.618 1.9330
1.000 1.9330
1.618 1.9330
2.618 1.9330
4.250 1.9330
Fisher Pivots for day following 23-Jan-2008
Pivot 1 day 3 day
R1 1.9348 1.9406
PP 1.9339 1.9389
S1 1.9330 1.9373

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

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