CME British Pound Future December 2008

Trading Metrics calculated at close of trading on 15-Jul-2008

Day Change Summary
	Previous	Current
	14-Jul-2008	15-Jul-2008	Change	Change %	Previous Week
Open	1.9672	1.9823	0.0151	0.8%	1.9492
High	1.9708	1.9923	0.0215	1.1%	1.9714
Low	1.9611	1.9786	0.0175	0.9%	1.9432
Close	1.9721	1.9792	0.0071	0.4%	1.9633
Range	0.0097	0.0137	0.0040	41.2%	0.0282
ATR	0.0103	0.0110	0.0007	6.9%	0.0000
Volume	25	10	-15	-60.0%	102

Daily Pivots for day following 15-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.0245	2.0155	1.9867
R3	2.0108	2.0018	1.9830
R2	1.9971	1.9971	1.9817
R1	1.9881	1.9881	1.9805	1.9858
PP	1.9834	1.9834	1.9834	1.9822
S1	1.9744	1.9744	1.9779	1.9721
S2	1.9697	1.9697	1.9767
S3	1.9560	1.9607	1.9754
S4	1.9423	1.9470	1.9717

Weekly Pivots for week ending 11-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.0439	2.0318	1.9788
R3	2.0157	2.0036	1.9711
R2	1.9875	1.9875	1.9685
R1	1.9754	1.9754	1.9659	1.9815
PP	1.9593	1.9593	1.9593	1.9623
S1	1.9472	1.9472	1.9607	1.9533
S2	1.9311	1.9311	1.9581
S3	1.9029	1.9190	1.9555
S4	1.8747	1.8908	1.9478

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.9923	1.9497	0.0426	2.2%	0.0102	0.5%	69%	True	False	14
10	1.9923	1.9432	0.0491	2.5%	0.0085	0.4%	73%	True	False	16
20	1.9923	1.9262	0.0661	3.3%	0.0067	0.3%	80%	True	False	62

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.0505
2.618	2.0282
1.618	2.0145
1.000	2.0060
0.618	2.0008
HIGH	1.9923
0.618	1.9871
0.500	1.9855
0.382	1.9838
LOW	1.9786
0.618	1.9701
1.000	1.9649
1.618	1.9564
2.618	1.9427
4.250	1.9204

Fisher Pivots for day following 15-Jul-2008
Pivot	1 day	3 day
R1	1.9855	1.9773
PP	1.9834	1.9754
S1	1.9813	1.9735

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols