CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 19-Sep-2008
Day Change Summary
Previous Current
18-Sep-2008 19-Sep-2008 Change Change % Previous Week
Open 1.8053 1.8107 0.0054 0.3% 1.7861
High 1.8220 1.8302 0.0082 0.5% 1.8302
Low 1.8017 1.7826 -0.0191 -1.1% 1.7615
Close 1.8139 1.8272 0.0133 0.7% 1.8272
Range 0.0203 0.0476 0.0273 134.5% 0.0687
ATR 0.0241 0.0258 0.0017 7.0% 0.0000
Volume 76,486 72,026 -4,460 -5.8% 435,515
Daily Pivots for day following 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.9561 1.9393 1.8534
R3 1.9085 1.8917 1.8403
R2 1.8609 1.8609 1.8359
R1 1.8441 1.8441 1.8316 1.8525
PP 1.8133 1.8133 1.8133 1.8176
S1 1.7965 1.7965 1.8228 1.8049
S2 1.7657 1.7657 1.8185
S3 1.7181 1.7489 1.8141
S4 1.6705 1.7013 1.8010
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 2.0124 1.9885 1.8650
R3 1.9437 1.9198 1.8461
R2 1.8750 1.8750 1.8398
R1 1.8511 1.8511 1.8335 1.8631
PP 1.8063 1.8063 1.8063 1.8123
S1 1.7824 1.7824 1.8209 1.7944
S2 1.7376 1.7376 1.8146
S3 1.6689 1.7137 1.8083
S4 1.6002 1.6450 1.7894
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.8302 1.7615 0.0687 3.8% 0.0359 2.0% 96% True False 87,103
10 1.8302 1.7327 0.0975 5.3% 0.0322 1.8% 97% True False 59,376
20 1.8636 1.7327 0.1309 7.2% 0.0267 1.5% 72% False False 30,745
40 1.9756 1.7327 0.2429 13.3% 0.0201 1.1% 39% False False 15,452
60 1.9923 1.7327 0.2596 14.2% 0.0158 0.9% 36% False False 10,314
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 0.0092
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.0325
2.618 1.9548
1.618 1.9072
1.000 1.8778
0.618 1.8596
HIGH 1.8302
0.618 1.8120
0.500 1.8064
0.382 1.8008
LOW 1.7826
0.618 1.7532
1.000 1.7350
1.618 1.7056
2.618 1.6580
4.250 1.5803
Fisher Pivots for day following 19-Sep-2008
Pivot 1 day 3 day
R1 1.8203 1.8178
PP 1.8133 1.8084
S1 1.8064 1.7990

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

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