CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 08-Aug-2008
Day Change Summary
Previous Current
07-Aug-2008 08-Aug-2008 Change Change % Previous Week
Open 1.9300 1.9256 -0.0044 -0.2% 1.9563
High 1.9363 1.9259 -0.0104 -0.5% 1.9563
Low 1.9258 1.8975 -0.0283 -1.5% 1.8975
Close 1.9256 1.9019 -0.0237 -1.2% 1.9019
Range 0.0105 0.0284 0.0179 170.5% 0.0588
ATR 0.0103 0.0116 0.0013 12.5% 0.0000
Volume 39 28 -11 -28.2% 178
Daily Pivots for day following 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.9936 1.9762 1.9175
R3 1.9652 1.9478 1.9097
R2 1.9368 1.9368 1.9071
R1 1.9194 1.9194 1.9045 1.9139
PP 1.9084 1.9084 1.9084 1.9057
S1 1.8910 1.8910 1.8993 1.8855
S2 1.8800 1.8800 1.8967
S3 1.8516 1.8626 1.8941
S4 1.8232 1.8342 1.8863
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 2.0950 2.0572 1.9342
R3 2.0362 1.9984 1.9181
R2 1.9774 1.9774 1.9127
R1 1.9396 1.9396 1.9073 1.9291
PP 1.9186 1.9186 1.9186 1.9133
S1 1.8808 1.8808 1.8965 1.8703
S2 1.8598 1.8598 1.8911
S3 1.8010 1.8220 1.8857
S4 1.7422 1.7632 1.8696
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9563 1.8975 0.0588 3.1% 0.0147 0.8% 7% False True 35
10 1.9755 1.8975 0.0780 4.1% 0.0124 0.6% 6% False True 58
20 1.9923 1.8975 0.0948 5.0% 0.0100 0.5% 5% False True 37
40 1.9923 1.8975 0.0948 5.0% 0.0084 0.4% 5% False True 50
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 2.0466
2.618 2.0003
1.618 1.9719
1.000 1.9543
0.618 1.9435
HIGH 1.9259
0.618 1.9151
0.500 1.9117
0.382 1.9083
LOW 1.8975
0.618 1.8799
1.000 1.8691
1.618 1.8515
2.618 1.8231
4.250 1.7768
Fisher Pivots for day following 08-Aug-2008
Pivot 1 day 3 day
R1 1.9117 1.9178
PP 1.9084 1.9125
S1 1.9052 1.9072

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

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