CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 25-Aug-2008
Day Change Summary
Previous Current
22-Aug-2008 25-Aug-2008 Change Change % Previous Week
Open 1.8636 1.8382 -0.0254 -1.4% 1.8474
High 1.8636 1.8442 -0.0194 -1.0% 1.8636
Low 1.8358 1.8271 -0.0087 -0.5% 1.8358
Close 1.8370 1.8376 0.0006 0.0% 1.8370
Range 0.0278 0.0171 -0.0107 -38.5% 0.0278
ATR 0.0147 0.0149 0.0002 1.2% 0.0000
Volume 331 722 391 118.1% 1,829
Daily Pivots for day following 25-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.8876 1.8797 1.8470
R3 1.8705 1.8626 1.8423
R2 1.8534 1.8534 1.8407
R1 1.8455 1.8455 1.8392 1.8409
PP 1.8363 1.8363 1.8363 1.8340
S1 1.8284 1.8284 1.8360 1.8238
S2 1.8192 1.8192 1.8345
S3 1.8021 1.8113 1.8329
S4 1.7850 1.7942 1.8282
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.9289 1.9107 1.8523
R3 1.9011 1.8829 1.8446
R2 1.8733 1.8733 1.8421
R1 1.8551 1.8551 1.8395 1.8503
PP 1.8455 1.8455 1.8455 1.8431
S1 1.8273 1.8273 1.8345 1.8225
S2 1.8177 1.8177 1.8319
S3 1.7899 1.7995 1.8294
S4 1.7621 1.7717 1.8217
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.8636 1.8271 0.0365 2.0% 0.0168 0.9% 29% False True 448
10 1.8876 1.8271 0.0605 3.3% 0.0168 0.9% 17% False True 357
20 1.9746 1.8271 0.1475 8.0% 0.0149 0.8% 7% False True 211
40 1.9923 1.8271 0.1652 9.0% 0.0112 0.6% 6% False True 123
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 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.9169
2.618 1.8890
1.618 1.8719
1.000 1.8613
0.618 1.8548
HIGH 1.8442
0.618 1.8377
0.500 1.8357
0.382 1.8336
LOW 1.8271
0.618 1.8165
1.000 1.8100
1.618 1.7994
2.618 1.7823
4.250 1.7544
Fisher Pivots for day following 25-Aug-2008
Pivot 1 day 3 day
R1 1.8370 1.8454
PP 1.8363 1.8428
S1 1.8357 1.8402

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

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