CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 29-Oct-2008
Day Change Summary
Previous Current
28-Oct-2008 29-Oct-2008 Change Change % Previous Week
Open 1.5493 1.5898 0.0405 2.6% 1.7234
High 1.5937 1.6450 0.0513 3.2% 1.7472
Low 1.5370 1.5898 0.0528 3.4% 1.5224
Close 1.5743 1.6280 0.0537 3.4% 1.5844
Range 0.0567 0.0552 -0.0015 -2.6% 0.2248
ATR 0.0440 0.0459 0.0019 4.3% 0.0000
Volume 61,040 67,151 6,111 10.0% 317,823
Daily Pivots for day following 29-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.7865 1.7625 1.6584
R3 1.7313 1.7073 1.6432
R2 1.6761 1.6761 1.6381
R1 1.6521 1.6521 1.6331 1.6641
PP 1.6209 1.6209 1.6209 1.6270
S1 1.5969 1.5969 1.6229 1.6089
S2 1.5657 1.5657 1.6179
S3 1.5105 1.5417 1.6128
S4 1.4553 1.4865 1.5976
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 1.6450 1.5224 0.1226 7.5% 0.0611 3.8% 86% True False 74,461
10 1.7472 1.5224 0.2248 13.8% 0.0507 3.1% 47% False False 64,947
20 1.7895 1.5224 0.2671 16.4% 0.0436 2.7% 40% False False 65,552
40 1.8624 1.5224 0.3400 20.9% 0.0366 2.2% 31% False False 61,423
60 1.9381 1.5224 0.4157 25.5% 0.0303 1.9% 25% False False 41,170
80 1.9923 1.5224 0.4699 28.9% 0.0250 1.5% 22% False False 30,885
100 1.9923 1.5224 0.4699 28.9% 0.0212 1.3% 22% False False 24,721
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 0.0059
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.8796
2.618 1.7895
1.618 1.7343
1.000 1.7002
0.618 1.6791
HIGH 1.6450
0.618 1.6239
0.500 1.6174
0.382 1.6109
LOW 1.5898
0.618 1.5557
1.000 1.5346
1.618 1.5005
2.618 1.4453
4.250 1.3552
Fisher Pivots for day following 29-Oct-2008
Pivot 1 day 3 day
R1 1.6245 1.6136
PP 1.6209 1.5993
S1 1.6174 1.5849

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

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