CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 27-Aug-2008
Day Change Summary
Previous Current
26-Aug-2008 27-Aug-2008 Change Change % Previous Week
Open 1.8372 1.8255 -0.0117 -0.6% 1.8474
High 1.8372 1.8338 -0.0034 -0.2% 1.8636
Low 1.8188 1.8147 -0.0041 -0.2% 1.8358
Close 1.8243 1.8184 -0.0059 -0.3% 1.8370
Range 0.0184 0.0191 0.0007 3.8% 0.0278
ATR 0.0152 0.0154 0.0003 1.9% 0.0000
Volume 343 319 -24 -7.0% 1,829
Daily Pivots for day following 27-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.8796 1.8681 1.8289
R3 1.8605 1.8490 1.8237
R2 1.8414 1.8414 1.8219
R1 1.8299 1.8299 1.8202 1.8261
PP 1.8223 1.8223 1.8223 1.8204
S1 1.8108 1.8108 1.8166 1.8070
S2 1.8032 1.8032 1.8149
S3 1.7841 1.7917 1.8131
S4 1.7650 1.7726 1.8079
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 1.8147 0.0489 2.7% 0.0196 1.1% 8% False True 426
10 1.8636 1.8147 0.0489 2.7% 0.0159 0.9% 8% False True 390
20 1.9701 1.8147 0.1554 8.5% 0.0158 0.9% 2% False True 236
40 1.9923 1.8147 0.1776 9.8% 0.0119 0.7% 2% False True 129
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0023
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.9150
2.618 1.8838
1.618 1.8647
1.000 1.8529
0.618 1.8456
HIGH 1.8338
0.618 1.8265
0.500 1.8243
0.382 1.8220
LOW 1.8147
0.618 1.8029
1.000 1.7956
1.618 1.7838
2.618 1.7647
4.250 1.7335
Fisher Pivots for day following 27-Aug-2008
Pivot 1 day 3 day
R1 1.8243 1.8295
PP 1.8223 1.8258
S1 1.8204 1.8221

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

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