CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 04-Sep-2008
Day Change Summary
Previous Current
03-Sep-2008 04-Sep-2008 Change Change % Previous Week
Open 1.7687 1.7613 -0.0074 -0.4% 1.8382
High 1.7710 1.7731 0.0021 0.1% 1.8442
Low 1.7540 1.7503 -0.0037 -0.2% 1.8038
Close 1.7628 1.7561 -0.0067 -0.4% 1.8039
Range 0.0170 0.0228 0.0058 34.1% 0.0404
ATR 0.0171 0.0175 0.0004 2.4% 0.0000
Volume 5,463 5,391 -72 -1.3% 3,406
Daily Pivots for day following 04-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.8282 1.8150 1.7686
R3 1.8054 1.7922 1.7624
R2 1.7826 1.7826 1.7603
R1 1.7694 1.7694 1.7582 1.7646
PP 1.7598 1.7598 1.7598 1.7575
S1 1.7466 1.7466 1.7540 1.7418
S2 1.7370 1.7370 1.7519
S3 1.7142 1.7238 1.7498
S4 1.6914 1.7010 1.7436
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 1.8256 1.7503 0.0753 4.3% 0.0220 1.3% 8% False True 2,848
10 1.8636 1.7503 0.1133 6.5% 0.0208 1.2% 5% False True 1,637
20 1.9363 1.7503 0.1860 10.6% 0.0185 1.1% 3% False True 931
40 1.9923 1.7503 0.2420 13.8% 0.0137 0.8% 2% False True 482
60 1.9923 1.7503 0.2420 13.8% 0.0113 0.6% 2% False True 343
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0037
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.8700
2.618 1.8328
1.618 1.8100
1.000 1.7959
0.618 1.7872
HIGH 1.7731
0.618 1.7644
0.500 1.7617
0.382 1.7590
LOW 1.7503
0.618 1.7362
1.000 1.7275
1.618 1.7134
2.618 1.6906
4.250 1.6534
Fisher Pivots for day following 04-Sep-2008
Pivot 1 day 3 day
R1 1.7617 1.7771
PP 1.7598 1.7701
S1 1.7580 1.7631

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

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