CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 14-Oct-2008
Day Change Summary
Previous Current
13-Oct-2008 14-Oct-2008 Change Change % Previous Week
Open 1.7128 1.7371 0.0243 1.4% 1.7702
High 1.7433 1.7590 0.0157 0.9% 1.7895
Low 1.6933 1.7359 0.0426 2.5% 1.6785
Close 1.7262 1.7405 0.0143 0.8% 1.6973
Range 0.0500 0.0231 -0.0269 -53.8% 0.1110
ATR 0.0332 0.0332 0.0000 -0.1% 0.0000
Volume 60,270 43,592 -16,678 -27.7% 366,632
Daily Pivots for day following 14-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.8144 1.8006 1.7532
R3 1.7913 1.7775 1.7469
R2 1.7682 1.7682 1.7447
R1 1.7544 1.7544 1.7426 1.7613
PP 1.7451 1.7451 1.7451 1.7486
S1 1.7313 1.7313 1.7384 1.7382
S2 1.7220 1.7220 1.7363
S3 1.6989 1.7082 1.7341
S4 1.6758 1.6851 1.7278
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 2.0548 1.9870 1.7584
R3 1.9438 1.8760 1.7278
R2 1.8328 1.8328 1.7177
R1 1.7650 1.7650 1.7075 1.7434
PP 1.7218 1.7218 1.7218 1.7110
S1 1.6540 1.6540 1.6871 1.6324
S2 1.6108 1.6108 1.6770
S3 1.4998 1.5430 1.6668
S4 1.3888 1.4320 1.6363
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.7895 1.6785 0.1110 6.4% 0.0418 2.4% 56% False False 62,596
10 1.7921 1.6785 0.1136 6.5% 0.0360 2.1% 55% False False 68,652
20 1.8624 1.6785 0.1839 10.6% 0.0338 1.9% 34% False False 67,416
40 1.8636 1.6785 0.1851 10.6% 0.0283 1.6% 33% False False 43,895
60 1.9817 1.6785 0.3032 17.4% 0.0232 1.3% 20% False False 29,297
80 1.9923 1.6785 0.3138 18.0% 0.0191 1.1% 20% False False 21,984
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0089
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.8572
2.618 1.8195
1.618 1.7964
1.000 1.7821
0.618 1.7733
HIGH 1.7590
0.618 1.7502
0.500 1.7475
0.382 1.7447
LOW 1.7359
0.618 1.7216
1.000 1.7128
1.618 1.6985
2.618 1.6754
4.250 1.6377
Fisher Pivots for day following 14-Oct-2008
Pivot 1 day 3 day
R1 1.7475 1.7333
PP 1.7451 1.7260
S1 1.7428 1.7188

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

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