CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 22-Jul-2008
Day Change Summary
Previous Current
21-Jul-2008 22-Jul-2008 Change Change % Previous Week
Open 1.9731 1.9816 0.0085 0.4% 1.9672
High 1.9731 1.9817 0.0086 0.4% 1.9923
Low 1.9731 1.9696 -0.0035 -0.2% 1.9611
Close 1.9770 1.9704 -0.0066 -0.3% 1.9762
Range 0.0000 0.0121 0.0121 0.0312
ATR 0.0094 0.0096 0.0002 2.1% 0.0000
Volume 2 6 4 200.0% 100
Daily Pivots for day following 22-Jul-2008
Classic Woodie Camarilla DeMark
R4 2.0102 2.0024 1.9771
R3 1.9981 1.9903 1.9737
R2 1.9860 1.9860 1.9726
R1 1.9782 1.9782 1.9715 1.9761
PP 1.9739 1.9739 1.9739 1.9728
S1 1.9661 1.9661 1.9693 1.9640
S2 1.9618 1.9618 1.9682
S3 1.9497 1.9540 1.9671
S4 1.9376 1.9419 1.9637
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 2.0701 2.0544 1.9934
R3 2.0389 2.0232 1.9848
R2 2.0077 2.0077 1.9819
R1 1.9920 1.9920 1.9791 1.9999
PP 1.9765 1.9765 1.9765 1.9805
S1 1.9608 1.9608 1.9733 1.9687
S2 1.9453 1.9453 1.9705
S3 1.9141 1.9296 1.9676
S4 1.8829 1.8984 1.9590
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9831 1.9696 0.0135 0.7% 0.0057 0.3% 6% False True 14
10 1.9923 1.9497 0.0426 2.2% 0.0080 0.4% 49% False False 14
20 1.9923 1.9432 0.0491 2.5% 0.0073 0.4% 55% False False 36
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2.0331
2.618 2.0134
1.618 2.0013
1.000 1.9938
0.618 1.9892
HIGH 1.9817
0.618 1.9771
0.500 1.9757
0.382 1.9742
LOW 1.9696
0.618 1.9621
1.000 1.9575
1.618 1.9500
2.618 1.9379
4.250 1.9182
Fisher Pivots for day following 22-Jul-2008
Pivot 1 day 3 day
R1 1.9757 1.9757
PP 1.9739 1.9739
S1 1.9722 1.9722

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

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