CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 25-Jul-2008
Day Change Summary
Previous Current
24-Jul-2008 25-Jul-2008 Change Change % Previous Week
Open 1.9673 1.9689 0.0016 0.1% 1.9731
High 1.9676 1.9756 0.0080 0.4% 1.9817
Low 1.9635 1.9668 0.0033 0.2% 1.9635
Close 1.9634 1.9688 0.0054 0.3% 1.9688
Range 0.0041 0.0088 0.0047 114.6% 0.0182
ATR 0.0099 0.0100 0.0002 1.7% 0.0000
Volume 24 20 -4 -16.7% 60
Daily Pivots for day following 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.9968 1.9916 1.9736
R3 1.9880 1.9828 1.9712
R2 1.9792 1.9792 1.9704
R1 1.9740 1.9740 1.9696 1.9722
PP 1.9704 1.9704 1.9704 1.9695
S1 1.9652 1.9652 1.9680 1.9634
S2 1.9616 1.9616 1.9672
S3 1.9528 1.9564 1.9664
S4 1.9440 1.9476 1.9640
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 2.0259 2.0156 1.9788
R3 2.0077 1.9974 1.9738
R2 1.9895 1.9895 1.9721
R1 1.9792 1.9792 1.9705 1.9753
PP 1.9713 1.9713 1.9713 1.9694
S1 1.9610 1.9610 1.9671 1.9571
S2 1.9531 1.9531 1.9655
S3 1.9349 1.9428 1.9638
S4 1.9167 1.9246 1.9588
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9817 1.9635 0.0182 0.9% 0.0073 0.4% 29% False False 12
10 1.9923 1.9611 0.0312 1.6% 0.0076 0.4% 25% False False 16
20 1.9923 1.9432 0.0491 2.5% 0.0072 0.4% 52% False False 36
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.0130
2.618 1.9986
1.618 1.9898
1.000 1.9844
0.618 1.9810
HIGH 1.9756
0.618 1.9722
0.500 1.9712
0.382 1.9702
LOW 1.9668
0.618 1.9614
1.000 1.9580
1.618 1.9526
2.618 1.9438
4.250 1.9294
Fisher Pivots for day following 25-Jul-2008
Pivot 1 day 3 day
R1 1.9712 1.9726
PP 1.9704 1.9713
S1 1.9696 1.9701

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

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