CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 10-Nov-2008
Day Change Summary
Previous Current
07-Nov-2008 10-Nov-2008 Change Change % Previous Week
Open 1.5595 1.5751 0.0156 1.0% 1.6032
High 1.5855 1.5860 0.0005 0.0% 1.6363
Low 1.5511 1.5545 0.0034 0.2% 1.5511
Close 1.5669 1.5593 -0.0076 -0.5% 1.5669
Range 0.0344 0.0315 -0.0029 -8.4% 0.0852
ATR 0.0465 0.0454 -0.0011 -2.3% 0.0000
Volume 82,966 50,474 -32,492 -39.2% 359,990
Daily Pivots for day following 10-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.6611 1.6417 1.5766
R3 1.6296 1.6102 1.5680
R2 1.5981 1.5981 1.5651
R1 1.5787 1.5787 1.5622 1.5727
PP 1.5666 1.5666 1.5666 1.5636
S1 1.5472 1.5472 1.5564 1.5412
S2 1.5351 1.5351 1.5535
S3 1.5036 1.5157 1.5506
S4 1.4721 1.4842 1.5420
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.8404 1.7888 1.6138
R3 1.7552 1.7036 1.5903
R2 1.6700 1.6700 1.5825
R1 1.6184 1.6184 1.5747 1.6016
PP 1.5848 1.5848 1.5848 1.5764
S1 1.5332 1.5332 1.5591 1.5164
S2 1.4996 1.4996 1.5513
S3 1.4144 1.4480 1.5435
S4 1.3292 1.3628 1.5200
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6166 1.5511 0.0655 4.2% 0.0419 2.7% 13% False False 66,079
10 1.6634 1.5370 0.1264 8.1% 0.0480 3.1% 18% False False 70,644
20 1.7590 1.5224 0.2366 15.2% 0.0466 3.0% 16% False False 66,736
40 1.8624 1.5224 0.3400 21.8% 0.0403 2.6% 11% False False 68,695
60 1.8636 1.5224 0.3412 21.9% 0.0342 2.2% 11% False False 50,787
80 1.9817 1.5224 0.4593 29.5% 0.0288 1.8% 8% False False 38,112
100 1.9923 1.5224 0.4699 30.1% 0.0243 1.6% 8% False False 30,499
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 0.0142
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.7199
2.618 1.6685
1.618 1.6370
1.000 1.6175
0.618 1.6055
HIGH 1.5860
0.618 1.5740
0.500 1.5703
0.382 1.5665
LOW 1.5545
0.618 1.5350
1.000 1.5230
1.618 1.5035
2.618 1.4720
4.250 1.4206
Fisher Pivots for day following 10-Nov-2008
Pivot 1 day 3 day
R1 1.5703 1.5765
PP 1.5666 1.5707
S1 1.5630 1.5650

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

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