CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 16-Oct-2008
Day Change Summary
Previous Current
15-Oct-2008 16-Oct-2008 Change Change % Previous Week
Open 1.7370 1.7140 -0.0230 -1.3% 1.7702
High 1.7570 1.7324 -0.0246 -1.4% 1.7895
Low 1.7235 1.7108 -0.0127 -0.7% 1.6785
Close 1.7289 1.7263 -0.0026 -0.2% 1.6973
Range 0.0335 0.0216 -0.0119 -35.5% 0.1110
ATR 0.0332 0.0324 -0.0008 -2.5% 0.0000
Volume 63,409 53,390 -10,019 -15.8% 366,632
Daily Pivots for day following 16-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.7880 1.7787 1.7382
R3 1.7664 1.7571 1.7322
R2 1.7448 1.7448 1.7303
R1 1.7355 1.7355 1.7283 1.7402
PP 1.7232 1.7232 1.7232 1.7255
S1 1.7139 1.7139 1.7243 1.7186
S2 1.7016 1.7016 1.7223
S3 1.6800 1.6923 1.7204
S4 1.6584 1.6707 1.7144
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 1.7590 1.6785 0.0805 4.7% 0.0336 1.9% 59% False False 56,476
10 1.7895 1.6785 0.1110 6.4% 0.0367 2.1% 43% False False 64,352
20 1.8624 1.6785 0.1839 10.7% 0.0331 1.9% 26% False False 66,426
40 1.8636 1.6785 0.1851 10.7% 0.0291 1.7% 26% False False 46,795
60 1.9756 1.6785 0.2971 17.2% 0.0237 1.4% 16% False False 31,243
80 1.9923 1.6785 0.3138 18.2% 0.0198 1.1% 15% False False 23,442
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 0.0101
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.8242
2.618 1.7889
1.618 1.7673
1.000 1.7540
0.618 1.7457
HIGH 1.7324
0.618 1.7241
0.500 1.7216
0.382 1.7191
LOW 1.7108
0.618 1.6975
1.000 1.6892
1.618 1.6759
2.618 1.6543
4.250 1.6190
Fisher Pivots for day following 16-Oct-2008
Pivot 1 day 3 day
R1 1.7247 1.7349
PP 1.7232 1.7320
S1 1.7216 1.7292

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

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