CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 17-Nov-2008
Day Change Summary
Previous Current
14-Nov-2008 17-Nov-2008 Change Change % Previous Week
Open 1.4819 1.4658 -0.0161 -1.1% 1.5751
High 1.4949 1.5072 0.0123 0.8% 1.5860
Low 1.4648 1.4636 -0.0012 -0.1% 1.4551
Close 1.4935 1.5014 0.0079 0.5% 1.4935
Range 0.0301 0.0436 0.0135 44.9% 0.1309
ATR 0.0443 0.0443 -0.0001 -0.1% 0.0000
Volume 78,262 56,259 -22,003 -28.1% 298,982
Daily Pivots for day following 17-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.6215 1.6051 1.5254
R3 1.5779 1.5615 1.5134
R2 1.5343 1.5343 1.5094
R1 1.5179 1.5179 1.5054 1.5261
PP 1.4907 1.4907 1.4907 1.4949
S1 1.4743 1.4743 1.4974 1.4825
S2 1.4471 1.4471 1.4934
S3 1.4035 1.4307 1.4894
S4 1.3599 1.3871 1.4774
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.9042 1.8298 1.5655
R3 1.7733 1.6989 1.5295
R2 1.6424 1.6424 1.5175
R1 1.5680 1.5680 1.5055 1.5398
PP 1.5115 1.5115 1.5115 1.4974
S1 1.4371 1.4371 1.4815 1.4089
S2 1.3806 1.3806 1.4695
S3 1.2497 1.3062 1.4575
S4 1.1188 1.1753 1.4215
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5675 1.4551 0.1124 7.5% 0.0419 2.8% 41% False False 60,953
10 1.6166 1.4551 0.1615 10.8% 0.0419 2.8% 29% False False 63,516
20 1.7147 1.4551 0.2596 17.3% 0.0501 3.3% 18% False False 68,619
40 1.8624 1.4551 0.4073 27.1% 0.0409 2.7% 11% False False 66,713
60 1.8624 1.4551 0.4073 27.1% 0.0364 2.4% 11% False False 55,836
80 1.9755 1.4551 0.5204 34.7% 0.0309 2.1% 9% False False 41,921
100 1.9923 1.4551 0.5372 35.8% 0.0262 1.7% 9% False False 33,544
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0118
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6925
2.618 1.6213
1.618 1.5777
1.000 1.5508
0.618 1.5341
HIGH 1.5072
0.618 1.4905
0.500 1.4854
0.382 1.4803
LOW 1.4636
0.618 1.4367
1.000 1.4200
1.618 1.3931
2.618 1.3495
4.250 1.2783
Fisher Pivots for day following 17-Nov-2008
Pivot 1 day 3 day
R1 1.4961 1.4947
PP 1.4907 1.4879
S1 1.4854 1.4812

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

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