CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 28-Jul-2008
Day Change Summary
Previous Current
25-Jul-2008 28-Jul-2008 Change Change % Previous Week
Open 1.9689 1.9674 -0.0015 -0.1% 1.9731
High 1.9756 1.9755 -0.0001 0.0% 1.9817
Low 1.9668 1.9663 -0.0005 0.0% 1.9635
Close 1.9688 1.9746 0.0058 0.3% 1.9688
Range 0.0088 0.0092 0.0004 4.5% 0.0182
ATR 0.0100 0.0100 -0.0001 -0.6% 0.0000
Volume 20 16 -4 -20.0% 60
Daily Pivots for day following 28-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.9997 1.9964 1.9797
R3 1.9905 1.9872 1.9771
R2 1.9813 1.9813 1.9763
R1 1.9780 1.9780 1.9754 1.9797
PP 1.9721 1.9721 1.9721 1.9730
S1 1.9688 1.9688 1.9738 1.9705
S2 1.9629 1.9629 1.9729
S3 1.9537 1.9596 1.9721
S4 1.9445 1.9504 1.9695
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% 0.0091 0.5% 61% False False 14
10 1.9923 1.9635 0.0288 1.5% 0.0076 0.4% 39% False False 15
20 1.9923 1.9432 0.0491 2.5% 0.0075 0.4% 64% 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 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.0146
2.618 1.9996
1.618 1.9904
1.000 1.9847
0.618 1.9812
HIGH 1.9755
0.618 1.9720
0.500 1.9709
0.382 1.9698
LOW 1.9663
0.618 1.9606
1.000 1.9571
1.618 1.9514
2.618 1.9422
4.250 1.9272
Fisher Pivots for day following 28-Jul-2008
Pivot 1 day 3 day
R1 1.9734 1.9729
PP 1.9721 1.9712
S1 1.9709 1.9696

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

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