CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 18-Sep-2008
Day Change Summary
Previous Current
17-Sep-2008 18-Sep-2008 Change Change % Previous Week
Open 1.7708 1.8053 0.0345 1.9% 1.7597
High 1.8170 1.8220 0.0050 0.3% 1.7854
Low 1.7677 1.8017 0.0340 1.9% 1.7327
Close 1.8155 1.8139 -0.0016 -0.1% 1.7816
Range 0.0493 0.0203 -0.0290 -58.8% 0.0527
ATR 0.0244 0.0241 -0.0003 -1.2% 0.0000
Volume 60,128 76,486 16,358 27.2% 158,252
Daily Pivots for day following 18-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.8734 1.8640 1.8251
R3 1.8531 1.8437 1.8195
R2 1.8328 1.8328 1.8176
R1 1.8234 1.8234 1.8158 1.8281
PP 1.8125 1.8125 1.8125 1.8149
S1 1.8031 1.8031 1.8120 1.8078
S2 1.7922 1.7922 1.8102
S3 1.7719 1.7828 1.8083
S4 1.7516 1.7625 1.8027
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.9247 1.9058 1.8106
R3 1.8720 1.8531 1.7961
R2 1.8193 1.8193 1.7913
R1 1.8004 1.8004 1.7864 1.8099
PP 1.7666 1.7666 1.7666 1.7713
S1 1.7477 1.7477 1.7768 1.7572
S2 1.7139 1.7139 1.7719
S3 1.6612 1.6950 1.7671
S4 1.6085 1.6423 1.7526
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.8220 1.7425 0.0795 4.4% 0.0347 1.9% 90% True False 86,361
10 1.8220 1.7327 0.0893 4.9% 0.0294 1.6% 91% True False 52,693
20 1.8636 1.7327 0.1309 7.2% 0.0251 1.4% 62% False False 27,165
40 1.9756 1.7327 0.2429 13.4% 0.0190 1.1% 33% False False 13,652
60 1.9923 1.7327 0.2596 14.3% 0.0153 0.8% 31% False False 9,114
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0082
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.9083
2.618 1.8751
1.618 1.8548
1.000 1.8423
0.618 1.8345
HIGH 1.8220
0.618 1.8142
0.500 1.8119
0.382 1.8095
LOW 1.8017
0.618 1.7892
1.000 1.7814
1.618 1.7689
2.618 1.7486
4.250 1.7154
Fisher Pivots for day following 18-Sep-2008
Pivot 1 day 3 day
R1 1.8132 1.8065
PP 1.8125 1.7991
S1 1.8119 1.7918

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

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