CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 14-Mar-2008
Day Change Summary
Previous Current
13-Mar-2008 14-Mar-2008 Change Change % Previous Week
Open 1.9990 2.0000 0.0010 0.1% 1.9868
High 1.9990 2.0000 0.0010 0.1% 2.0000
Low 1.9990 1.9951 -0.0039 -0.2% 1.9750
Close 1.9991 1.9890 -0.0101 -0.5% 1.9890
Range 0.0000 0.0049 0.0049 0.0250
ATR 0.0074 0.0072 -0.0002 -2.4% 0.0000
Volume 2 1 -1 -50.0% 47
Daily Pivots for day following 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 2.0094 2.0041 1.9917
R3 2.0045 1.9992 1.9903
R2 1.9996 1.9996 1.9899
R1 1.9943 1.9943 1.9894 1.9945
PP 1.9947 1.9947 1.9947 1.9948
S1 1.9894 1.9894 1.9886 1.9896
S2 1.9898 1.9898 1.9881
S3 1.9849 1.9845 1.9877
S4 1.9800 1.9796 1.9863
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 2.0630 2.0510 2.0028
R3 2.0380 2.0260 1.9959
R2 2.0130 2.0130 1.9936
R1 2.0010 2.0010 1.9913 2.0070
PP 1.9880 1.9880 1.9880 1.9910
S1 1.9760 1.9760 1.9867 1.9820
S2 1.9630 1.9630 1.9844
S3 1.9380 1.9510 1.9821
S4 1.9130 1.9260 1.9753
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0000 1.9750 0.0250 1.3% 0.0019 0.1% 56% True False 9
10 2.0000 1.9521 0.0479 2.4% 0.0036 0.2% 77% True False 12
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2.0208
2.618 2.0128
1.618 2.0079
1.000 2.0049
0.618 2.0030
HIGH 2.0000
0.618 1.9981
0.500 1.9976
0.382 1.9970
LOW 1.9951
0.618 1.9921
1.000 1.9902
1.618 1.9872
2.618 1.9823
4.250 1.9743
Fisher Pivots for day following 14-Mar-2008
Pivot 1 day 3 day
R1 1.9976 1.9973
PP 1.9947 1.9945
S1 1.9919 1.9918

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

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