CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 23-Oct-2008
Day Change Summary
Previous Current
22-Oct-2008 23-Oct-2008 Change Change % Previous Week
Open 1.6680 1.6198 -0.0482 -2.9% 1.7128
High 1.6680 1.6318 -0.0362 -2.2% 1.7590
Low 1.6100 1.6007 -0.0093 -0.6% 1.6933
Close 1.6305 1.6088 -0.0217 -1.3% 1.7287
Range 0.0580 0.0311 -0.0269 -46.4% 0.0657
ATR 0.0374 0.0370 -0.0005 -1.2% 0.0000
Volume 63,721 79,798 16,077 25.2% 282,406
Daily Pivots for day following 23-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.7071 1.6890 1.6259
R3 1.6760 1.6579 1.6174
R2 1.6449 1.6449 1.6145
R1 1.6268 1.6268 1.6117 1.6203
PP 1.6138 1.6138 1.6138 1.6105
S1 1.5957 1.5957 1.6059 1.5892
S2 1.5827 1.5827 1.6031
S3 1.5516 1.5646 1.6002
S4 1.5205 1.5335 1.5917
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.9241 1.8921 1.7648
R3 1.8584 1.8264 1.7468
R2 1.7927 1.7927 1.7407
R1 1.7607 1.7607 1.7347 1.7767
PP 1.7270 1.7270 1.7270 1.7350
S1 1.6950 1.6950 1.7227 1.7110
S2 1.6613 1.6613 1.7167
S3 1.5956 1.6293 1.7106
S4 1.5299 1.5636 1.6926
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.7472 1.6007 0.1465 9.1% 0.0421 2.6% 6% False True 60,715
10 1.7590 1.6007 0.1583 9.8% 0.0378 2.4% 5% False True 58,595
20 1.8432 1.6007 0.2425 15.1% 0.0360 2.2% 3% False True 66,085
40 1.8624 1.6007 0.2617 16.3% 0.0319 2.0% 3% False True 54,331
60 1.9701 1.6007 0.3694 23.0% 0.0265 1.6% 2% False True 36,300
80 1.9923 1.6007 0.3916 24.3% 0.0219 1.4% 2% False True 27,230
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0085
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.7640
2.618 1.7132
1.618 1.6821
1.000 1.6629
0.618 1.6510
HIGH 1.6318
0.618 1.6199
0.500 1.6163
0.382 1.6126
LOW 1.6007
0.618 1.5815
1.000 1.5696
1.618 1.5504
2.618 1.5193
4.250 1.4685
Fisher Pivots for day following 23-Oct-2008
Pivot 1 day 3 day
R1 1.6163 1.6577
PP 1.6138 1.6414
S1 1.6113 1.6251

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

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