CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 05-Aug-2008
Day Change Summary
Previous Current
04-Aug-2008 05-Aug-2008 Change Change % Previous Week
Open 1.9563 1.9443 -0.0120 -0.6% 1.9674
High 1.9563 1.9443 -0.0120 -0.6% 1.9755
Low 1.9424 1.9332 -0.0092 -0.5% 1.9538
Close 1.9439 1.9370 -0.0069 -0.4% 1.9541
Range 0.0139 0.0111 -0.0028 -20.1% 0.0217
ATR 0.0103 0.0104 0.0001 0.6% 0.0000
Volume 14 57 43 307.1% 402
Daily Pivots for day following 05-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.9715 1.9653 1.9431
R3 1.9604 1.9542 1.9401
R2 1.9493 1.9493 1.9390
R1 1.9431 1.9431 1.9380 1.9407
PP 1.9382 1.9382 1.9382 1.9369
S1 1.9320 1.9320 1.9360 1.9296
S2 1.9271 1.9271 1.9350
S3 1.9160 1.9209 1.9339
S4 1.9049 1.9098 1.9309
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 2.0262 2.0119 1.9660
R3 2.0045 1.9902 1.9601
R2 1.9828 1.9828 1.9581
R1 1.9685 1.9685 1.9561 1.9648
PP 1.9611 1.9611 1.9611 1.9593
S1 1.9468 1.9468 1.9521 1.9431
S2 1.9394 1.9394 1.9501
S3 1.9177 1.9251 1.9481
S4 1.8960 1.9034 1.9422
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9701 1.9332 0.0369 1.9% 0.0101 0.5% 10% False True 76
10 1.9817 1.9332 0.0485 2.5% 0.0099 0.5% 8% False True 52
20 1.9923 1.9332 0.0591 3.1% 0.0089 0.5% 6% False True 33
40 1.9923 1.9150 0.0773 4.0% 0.0075 0.4% 28% False False 48
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.9915
2.618 1.9734
1.618 1.9623
1.000 1.9554
0.618 1.9512
HIGH 1.9443
0.618 1.9401
0.500 1.9388
0.382 1.9374
LOW 1.9332
0.618 1.9263
1.000 1.9221
1.618 1.9152
2.618 1.9041
4.250 1.8860
Fisher Pivots for day following 05-Aug-2008
Pivot 1 day 3 day
R1 1.9388 1.9486
PP 1.9382 1.9447
S1 1.9376 1.9409

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

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