CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 27-Oct-2008
Day Change Summary
Previous Current
24-Oct-2008 27-Oct-2008 Change Change % Previous Week
Open 1.6242 1.5824 -0.0418 -2.6% 1.7234
High 1.6245 1.5854 -0.0391 -2.4% 1.7472
Low 1.5224 1.5248 0.0024 0.2% 1.5224
Close 1.5844 1.5611 -0.0233 -1.5% 1.5844
Range 0.1021 0.0606 -0.0415 -40.6% 0.2248
ATR 0.0416 0.0430 0.0014 3.3% 0.0000
Volume 75,990 88,327 12,337 16.2% 317,823
Daily Pivots for day following 27-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.7389 1.7106 1.5944
R3 1.6783 1.6500 1.5778
R2 1.6177 1.6177 1.5722
R1 1.5894 1.5894 1.5667 1.5733
PP 1.5571 1.5571 1.5571 1.5490
S1 1.5288 1.5288 1.5555 1.5127
S2 1.4965 1.4965 1.5500
S3 1.4359 1.4682 1.5444
S4 1.3753 1.4076 1.5278
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 2.2924 2.1632 1.7080
R3 2.0676 1.9384 1.6462
R2 1.8428 1.8428 1.6256
R1 1.7136 1.7136 1.6050 1.6658
PP 1.6180 1.6180 1.6180 1.5941
S1 1.4888 1.4888 1.5638 1.4410
S2 1.3932 1.3932 1.5432
S3 1.1684 1.2640 1.5226
S4 0.9436 1.0392 1.4608
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.7147 1.5224 0.1923 12.3% 0.0627 4.0% 20% False False 72,234
10 1.7590 1.5224 0.2366 15.2% 0.0451 2.9% 16% False False 62,828
20 1.8145 1.5224 0.2921 18.7% 0.0411 2.6% 13% False False 67,768
40 1.8624 1.5224 0.3400 21.8% 0.0352 2.3% 11% False False 58,389
60 1.9563 1.5224 0.4339 27.8% 0.0289 1.9% 9% False False 39,034
80 1.9923 1.5224 0.4699 30.1% 0.0239 1.5% 8% False False 29,284
100 1.9923 1.5224 0.4699 30.1% 0.0203 1.3% 8% False False 23,439
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0062
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.8430
2.618 1.7441
1.618 1.6835
1.000 1.6460
0.618 1.6229
HIGH 1.5854
0.618 1.5623
0.500 1.5551
0.382 1.5479
LOW 1.5248
0.618 1.4873
1.000 1.4642
1.618 1.4267
2.618 1.3661
4.250 1.2673
Fisher Pivots for day following 27-Oct-2008
Pivot 1 day 3 day
R1 1.5591 1.5771
PP 1.5571 1.5718
S1 1.5551 1.5664

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

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