CME British Pound Future December 2008

Trading Metrics calculated at close of trading on 18-Aug-2008

Day Change Summary
	Previous	Current
	15-Aug-2008	18-Aug-2008	Change	Change %	Previous Week
Open	1.8491	1.8474	-0.0017	-0.1%	1.9000
High	1.8513	1.8554	0.0041	0.2%	1.9065
Low	1.8361	1.8459	0.0098	0.5%	1.8361
Close	1.8465	1.8481	0.0016	0.1%	1.8465
Range	0.0152	0.0095	-0.0057	-37.5%	0.0704
ATR	0.0140	0.0137	-0.0003	-2.3%	0.0000
Volume	150	307	157	104.7%	1,107

Daily Pivots for day following 18-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.8783	1.8727	1.8533
R3	1.8688	1.8632	1.8507
R2	1.8593	1.8593	1.8498
R1	1.8537	1.8537	1.8490	1.8565
PP	1.8498	1.8498	1.8498	1.8512
S1	1.8442	1.8442	1.8472	1.8470
S2	1.8403	1.8403	1.8464
S3	1.8308	1.8347	1.8455
S4	1.8213	1.8252	1.8429

Weekly Pivots for week ending 15-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.0742	2.0308	1.8852
R3	2.0038	1.9604	1.8659
R2	1.9334	1.9334	1.8594
R1	1.8900	1.8900	1.8530	1.8765
PP	1.8630	1.8630	1.8630	1.8563
S1	1.8196	1.8196	1.8400	1.8061
S2	1.7926	1.7926	1.8336
S3	1.7222	1.7492	1.8271
S4	1.6518	1.6788	1.8078

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.8876	1.8361	0.0515	2.8%	0.0169	0.9%	23%	False	False	266
10	1.9443	1.8361	0.1082	5.9%	0.0160	0.9%	11%	False	False	157
20	1.9817	1.8361	0.1456	7.9%	0.0130	0.7%	8%	False	False	102
40	1.9923	1.8361	0.1562	8.5%	0.0098	0.5%	8%	False	False	73

Crabel Price Patterns
NR	True
NR4	True
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	0.0024
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.8958
2.618	1.8803
1.618	1.8708
1.000	1.8649
0.618	1.8613
HIGH	1.8554
0.618	1.8518
0.500	1.8507
0.382	1.8495
LOW	1.8459
0.618	1.8400
1.000	1.8364
1.618	1.8305
2.618	1.8210
4.250	1.8055

Fisher Pivots for day following 18-Aug-2008
Pivot	1 day	3 day
R1	1.8507	1.8486
PP	1.8498	1.8484
S1	1.8490	1.8483

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