CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 30-Jun-2008
Day Change Summary
Previous Current
27-Jun-2008 30-Jun-2008 Change Change % Previous Week
Open 1.9612 1.9695 0.0083 0.4% 1.9385
High 1.9704 1.9695 -0.0009 0.0% 1.9704
Low 1.9612 1.9662 0.0050 0.3% 1.9385
Close 1.9677 1.9682 0.0005 0.0% 1.9677
Range 0.0092 0.0033 -0.0059 -64.1% 0.0319
ATR 0.0108 0.0103 -0.0005 -5.0% 0.0000
Volume 47 15 -32 -68.1% 250
Daily Pivots for day following 30-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.9779 1.9763 1.9700
R3 1.9746 1.9730 1.9691
R2 1.9713 1.9713 1.9688
R1 1.9697 1.9697 1.9685 1.9689
PP 1.9680 1.9680 1.9680 1.9675
S1 1.9664 1.9664 1.9679 1.9656
S2 1.9647 1.9647 1.9676
S3 1.9614 1.9631 1.9673
S4 1.9581 1.9598 1.9664
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 2.0546 2.0430 1.9852
R3 2.0227 2.0111 1.9765
R2 1.9908 1.9908 1.9735
R1 1.9792 1.9792 1.9706 1.9850
PP 1.9589 1.9589 1.9589 1.9618
S1 1.9473 1.9473 1.9648 1.9531
S2 1.9270 1.9270 1.9619
S3 1.8951 1.9154 1.9589
S4 1.8632 1.8835 1.9502
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9704 1.9437 0.0267 1.4% 0.0059 0.3% 92% False False 43
10 1.9704 1.9235 0.0469 2.4% 0.0064 0.3% 95% False False 71
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.9835
2.618 1.9781
1.618 1.9748
1.000 1.9728
0.618 1.9715
HIGH 1.9695
0.618 1.9682
0.500 1.9679
0.382 1.9675
LOW 1.9662
0.618 1.9642
1.000 1.9629
1.618 1.9609
2.618 1.9576
4.250 1.9522
Fisher Pivots for day following 30-Jun-2008
Pivot 1 day 3 day
R1 1.9681 1.9651
PP 1.9680 1.9620
S1 1.9679 1.9589

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

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