CME British Pound Future June 2008


Trading Metrics calculated at close of trading on 30-May-2008
Day Change Summary
Previous Current
29-May-2008 30-May-2008 Change Change % Previous Week
Open 1.9754 1.9710 -0.0044 -0.2% 1.9742
High 1.9780 1.9795 0.0015 0.1% 1.9795
Low 1.9710 1.9660 -0.0050 -0.3% 1.9660
Close 1.9728 1.9788 0.0060 0.3% 1.9788
Range 0.0070 0.0135 0.0065 92.9% 0.0135
ATR 0.0126 0.0126 0.0001 0.5% 0.0000
Volume 65,384 72,277 6,893 10.5% 251,545
Daily Pivots for day following 30-May-2008
Classic Woodie Camarilla DeMark
R4 2.0153 2.0105 1.9862
R3 2.0018 1.9970 1.9825
R2 1.9883 1.9883 1.9813
R1 1.9835 1.9835 1.9800 1.9859
PP 1.9748 1.9748 1.9748 1.9760
S1 1.9700 1.9700 1.9776 1.9724
S2 1.9613 1.9613 1.9763
S3 1.9478 1.9565 1.9751
S4 1.9343 1.9430 1.9714
Weekly Pivots for week ending 30-May-2008
Classic Woodie Camarilla DeMark
R4 2.0153 2.0105 1.9862
R3 2.0018 1.9970 1.9825
R2 1.9883 1.9883 1.9813
R1 1.9835 1.9835 1.9800 1.9859
PP 1.9748 1.9748 1.9748 1.9760
S1 1.9700 1.9700 1.9776 1.9724
S2 1.9613 1.9613 1.9763
S3 1.9478 1.9565 1.9751
S4 1.9343 1.9430 1.9714
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9815 1.9660 0.0155 0.8% 0.0083 0.4% 83% False True 66,492
10 1.9820 1.9395 0.0425 2.1% 0.0092 0.5% 92% False False 71,993
20 1.9820 1.9345 0.0475 2.4% 0.0087 0.4% 93% False False 77,552
40 1.9940 1.9345 0.0595 3.0% 0.0096 0.5% 74% False False 84,467
60 2.0230 1.9345 0.0885 4.5% 0.0105 0.5% 50% False False 77,562
80 2.0230 1.9235 0.0995 5.0% 0.0085 0.4% 56% False False 58,305
100 2.0230 1.9235 0.0995 5.0% 0.0069 0.3% 56% False False 46,695
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 2.0369
2.618 2.0148
1.618 2.0013
1.000 1.9930
0.618 1.9878
HIGH 1.9795
0.618 1.9743
0.500 1.9728
0.382 1.9712
LOW 1.9660
0.618 1.9577
1.000 1.9525
1.618 1.9442
2.618 1.9307
4.250 1.9086
Fisher Pivots for day following 30-May-2008
Pivot 1 day 3 day
R1 1.9768 1.9768
PP 1.9748 1.9748
S1 1.9728 1.9728

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

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