CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 03-Sep-2008
Day Change Summary
Previous Current
02-Sep-2008 03-Sep-2008 Change Change % Previous Week
Open 1.8039 1.7687 -0.0352 -2.0% 1.8382
High 1.8039 1.7710 -0.0329 -1.8% 1.8442
Low 1.7655 1.7540 -0.0115 -0.7% 1.8038
Close 1.7693 1.7628 -0.0065 -0.4% 1.8039
Range 0.0384 0.0170 -0.0214 -55.7% 0.0404
ATR 0.0171 0.0171 0.0000 -0.1% 0.0000
Volume 1,366 5,463 4,097 299.9% 3,406
Daily Pivots for day following 03-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.8136 1.8052 1.7722
R3 1.7966 1.7882 1.7675
R2 1.7796 1.7796 1.7659
R1 1.7712 1.7712 1.7644 1.7669
PP 1.7626 1.7626 1.7626 1.7605
S1 1.7542 1.7542 1.7612 1.7499
S2 1.7456 1.7456 1.7597
S3 1.7286 1.7372 1.7581
S4 1.7116 1.7202 1.7535
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.9385 1.9116 1.8261
R3 1.8981 1.8712 1.8150
R2 1.8577 1.8577 1.8113
R1 1.8308 1.8308 1.8076 1.8241
PP 1.8173 1.8173 1.8173 1.8139
S1 1.7904 1.7904 1.8002 1.7837
S2 1.7769 1.7769 1.7965
S3 1.7365 1.7500 1.7928
S4 1.6961 1.7096 1.7817
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.8338 1.7540 0.0798 4.5% 0.0213 1.2% 11% False True 1,834
10 1.8636 1.7540 0.1096 6.2% 0.0195 1.1% 8% False True 1,118
20 1.9381 1.7540 0.1841 10.4% 0.0178 1.0% 5% False True 663
40 1.9923 1.7540 0.2383 13.5% 0.0134 0.8% 4% False True 348
60 1.9923 1.7540 0.2383 13.5% 0.0110 0.6% 4% False True 253
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 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.8433
2.618 1.8155
1.618 1.7985
1.000 1.7880
0.618 1.7815
HIGH 1.7710
0.618 1.7645
0.500 1.7625
0.382 1.7605
LOW 1.7540
0.618 1.7435
1.000 1.7370
1.618 1.7265
2.618 1.7095
4.250 1.6818
Fisher Pivots for day following 03-Sep-2008
Pivot 1 day 3 day
R1 1.7627 1.7872
PP 1.7626 1.7791
S1 1.7625 1.7709

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

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