CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 04-Jul-2008
Day Change Summary
Previous Current
03-Jul-2008 04-Jul-2008 Change Change % Previous Week
Open 1.9630 1.9590 -0.0040 -0.2% 1.9695
High 1.9630 1.9590 -0.0040 -0.2% 1.9709
Low 1.9575 1.9590 0.0015 0.1% 1.9575
Close 1.9576 1.9576 0.0000 0.0% 1.9576
Range 0.0055 0.0000 -0.0055 -100.0% 0.0134
ATR 0.0097 0.0091 -0.0006 -6.1% 0.0000
Volume 3 15 12 400.0% 467
Daily Pivots for day following 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.9585 1.9581 1.9576
R3 1.9585 1.9581 1.9576
R2 1.9585 1.9585 1.9576
R1 1.9581 1.9581 1.9576 1.9583
PP 1.9585 1.9585 1.9585 1.9587
S1 1.9581 1.9581 1.9576 1.9583
S2 1.9585 1.9585 1.9576
S3 1.9585 1.9581 1.9576
S4 1.9585 1.9581 1.9576
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 2.0022 1.9933 1.9650
R3 1.9888 1.9799 1.9613
R2 1.9754 1.9754 1.9601
R1 1.9665 1.9665 1.9588 1.9643
PP 1.9620 1.9620 1.9620 1.9609
S1 1.9531 1.9531 1.9564 1.9509
S2 1.9486 1.9486 1.9551
S3 1.9352 1.9397 1.9539
S4 1.9218 1.9263 1.9502
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9709 1.9575 0.0134 0.7% 0.0036 0.2% 1% False False 93
10 1.9709 1.9385 0.0324 1.7% 0.0044 0.2% 59% False False 71
20 1.9709 1.9150 0.0559 2.9% 0.0058 0.3% 76% False False 60
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.9590
2.618 1.9590
1.618 1.9590
1.000 1.9590
0.618 1.9590
HIGH 1.9590
0.618 1.9590
0.500 1.9590
0.382 1.9590
LOW 1.9590
0.618 1.9590
1.000 1.9590
1.618 1.9590
2.618 1.9590
4.250 1.9590
Fisher Pivots for day following 04-Jul-2008
Pivot 1 day 3 day
R1 1.9590 1.9642
PP 1.9585 1.9620
S1 1.9581 1.9598

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

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