CME British Pound Future December 2008

Trading Metrics calculated at close of trading on 11-Aug-2008

Day Change Summary
	Previous	Current
	08-Aug-2008	11-Aug-2008	Change	Change %	Previous Week
Open	1.9256	1.9000	-0.0256	-1.3%	1.9563
High	1.9259	1.9065	-0.0194	-1.0%	1.9563
Low	1.8975	1.8913	-0.0062	-0.3%	1.8975
Close	1.9019	1.8945	-0.0074	-0.4%	1.9019
Range	0.0284	0.0152	-0.0132	-46.5%	0.0588
ATR	0.0116	0.0119	0.0003	2.2%	0.0000
Volume	28	84	56	200.0%	178

Daily Pivots for day following 11-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.9430	1.9340	1.9029
R3	1.9278	1.9188	1.8987
R2	1.9126	1.9126	1.8973
R1	1.9036	1.9036	1.8959	1.9005
PP	1.8974	1.8974	1.8974	1.8959
S1	1.8884	1.8884	1.8931	1.8853
S2	1.8822	1.8822	1.8917
S3	1.8670	1.8732	1.8903
S4	1.8518	1.8580	1.8861

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	1.9443	1.8913	0.0530	2.8%	0.0150	0.8%	6%	False	True	49
10	1.9746	1.8913	0.0833	4.4%	0.0130	0.7%	4%	False	True	64
20	1.9923	1.8913	0.1010	5.3%	0.0103	0.5%	3%	False	True	39
40	1.9923	1.8913	0.1010	5.3%	0.0086	0.5%	3%	False	True	52

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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.9711
2.618	1.9463
1.618	1.9311
1.000	1.9217
0.618	1.9159
HIGH	1.9065
0.618	1.9007
0.500	1.8989
0.382	1.8971
LOW	1.8913
0.618	1.8819
1.000	1.8761
1.618	1.8667
2.618	1.8515
4.250	1.8267

Fisher Pivots for day following 11-Aug-2008
Pivot	1 day	3 day
R1	1.8989	1.9138
PP	1.8974	1.9074
S1	1.8960	1.9009

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols