CME British Pound Future December 2008

Trading Metrics calculated at close of trading on 13-Aug-2008

Day Change Summary
	Previous	Current
	12-Aug-2008	13-Aug-2008	Change	Change %	Previous Week
Open	1.8857	1.8794	-0.0063	-0.3%	1.9563
High	1.8876	1.8859	-0.0017	-0.1%	1.9563
Low	1.8782	1.8484	-0.0298	-1.6%	1.8975
Close	1.8819	1.8561	-0.0258	-1.4%	1.9019
Range	0.0094	0.0375	0.0281	298.9%	0.0588
ATR	0.0122	0.0140	0.0018	14.8%	0.0000
Volume	219	110	-109	-49.8%	178

Daily Pivots for day following 13-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.9760	1.9535	1.8767
R3	1.9385	1.9160	1.8664
R2	1.9010	1.9010	1.8630
R1	1.8785	1.8785	1.8595	1.8710
PP	1.8635	1.8635	1.8635	1.8597
S1	1.8410	1.8410	1.8527	1.8335
S2	1.8260	1.8260	1.8492
S3	1.7885	1.8035	1.8458
S4	1.7510	1.7660	1.8355

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	1.9363	1.8484	0.0879	4.7%	0.0202	1.1%	9%	False	True	96
10	1.9701	1.8484	0.1217	6.6%	0.0156	0.8%	6%	False	True	82
20	1.9831	1.8484	0.1347	7.3%	0.0116	0.6%	6%	False	True	53
40	1.9923	1.8484	0.1439	7.8%	0.0093	0.5%	5%	False	True	58

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	0.0023
Widest range in 49 trading days

Fibonacci Retracements and Extensions
4.250	2.0453
2.618	1.9841
1.618	1.9466
1.000	1.9234
0.618	1.9091
HIGH	1.8859
0.618	1.8716
0.500	1.8672
0.382	1.8627
LOW	1.8484
0.618	1.8252
1.000	1.8109
1.618	1.7877
2.618	1.7502
4.250	1.6890

Fisher Pivots for day following 13-Aug-2008
Pivot	1 day	3 day
R1	1.8672	1.8775
PP	1.8635	1.8703
S1	1.8598	1.8632

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