CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 09-Sep-2008
Day Change Summary
Previous Current
08-Sep-2008 09-Sep-2008 Change Change % Previous Week
Open 1.7597 1.7452 -0.0145 -0.8% 1.8039
High 1.7854 1.7586 -0.0268 -1.5% 1.8039
Low 1.7350 1.7385 0.0035 0.2% 1.7417
Close 1.7424 1.7511 0.0087 0.5% 1.7505
Range 0.0504 0.0201 -0.0303 -60.1% 0.0622
ATR 0.0201 0.0201 0.0000 0.0% 0.0000
Volume 4,689 23,227 18,538 395.4% 17,409
Daily Pivots for day following 09-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.8097 1.8005 1.7622
R3 1.7896 1.7804 1.7566
R2 1.7695 1.7695 1.7548
R1 1.7603 1.7603 1.7529 1.7649
PP 1.7494 1.7494 1.7494 1.7517
S1 1.7402 1.7402 1.7493 1.7448
S2 1.7293 1.7293 1.7474
S3 1.7092 1.7201 1.7456
S4 1.6891 1.7000 1.7400
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.9520 1.9134 1.7847
R3 1.8898 1.8512 1.7676
R2 1.8276 1.8276 1.7619
R1 1.7890 1.7890 1.7562 1.7772
PP 1.7654 1.7654 1.7654 1.7595
S1 1.7268 1.7268 1.7448 1.7150
S2 1.7032 1.7032 1.7391
S3 1.6410 1.6646 1.7334
S4 1.5788 1.6024 1.7163
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.7854 1.7350 0.0504 2.9% 0.0261 1.5% 32% False False 8,791
10 1.8372 1.7350 0.1022 5.8% 0.0238 1.4% 16% False False 4,800
20 1.8876 1.7350 0.1526 8.7% 0.0203 1.2% 11% False False 2,579
40 1.9923 1.7350 0.2573 14.7% 0.0153 0.9% 6% False False 1,309
60 1.9923 1.7350 0.2573 14.7% 0.0125 0.7% 6% False False 894
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0072
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.8440
2.618 1.8112
1.618 1.7911
1.000 1.7787
0.618 1.7710
HIGH 1.7586
0.618 1.7509
0.500 1.7486
0.382 1.7462
LOW 1.7385
0.618 1.7261
1.000 1.7184
1.618 1.7060
2.618 1.6859
4.250 1.6531
Fisher Pivots for day following 09-Sep-2008
Pivot 1 day 3 day
R1 1.7503 1.7602
PP 1.7494 1.7572
S1 1.7486 1.7541

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

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