CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 24-Nov-2008
Day Change Summary
Previous Current
21-Nov-2008 24-Nov-2008 Change Change % Previous Week
Open 1.4729 1.4910 0.0181 1.2% 1.4658
High 1.5059 1.5188 0.0129 0.9% 1.5244
Low 1.4696 1.4841 0.0145 1.0% 1.4636
Close 1.4775 1.5116 0.0341 2.3% 1.4775
Range 0.0363 0.0347 -0.0016 -4.4% 0.0608
ATR 0.0409 0.0409 0.0000 0.1% 0.0000
Volume 70,909 65,603 -5,306 -7.5% 318,347
Daily Pivots for day following 24-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.6089 1.5950 1.5307
R3 1.5742 1.5603 1.5211
R2 1.5395 1.5395 1.5180
R1 1.5256 1.5256 1.5148 1.5326
PP 1.5048 1.5048 1.5048 1.5083
S1 1.4909 1.4909 1.5084 1.4979
S2 1.4701 1.4701 1.5052
S3 1.4354 1.4562 1.5021
S4 1.4007 1.4215 1.4925
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.6709 1.6350 1.5109
R3 1.6101 1.5742 1.4942
R2 1.5493 1.5493 1.4886
R1 1.5134 1.5134 1.4831 1.5314
PP 1.4885 1.4885 1.4885 1.4975
S1 1.4526 1.4526 1.4719 1.4706
S2 1.4277 1.4277 1.4664
S3 1.3669 1.3918 1.4608
S4 1.3061 1.3310 1.4441
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5244 1.4696 0.0548 3.6% 0.0308 2.0% 77% False False 65,538
10 1.5675 1.4551 0.1124 7.4% 0.0364 2.4% 50% False False 63,245
20 1.6634 1.4551 0.2083 13.8% 0.0422 2.8% 27% False False 66,944
40 1.8145 1.4551 0.3594 23.8% 0.0416 2.8% 16% False False 67,356
60 1.8624 1.4551 0.4073 26.9% 0.0375 2.5% 14% False False 61,241
80 1.9563 1.4551 0.5012 33.2% 0.0322 2.1% 11% False False 46,012
100 1.9923 1.4551 0.5372 35.5% 0.0275 1.8% 11% False False 36,816
120 1.9923 1.4551 0.5372 35.5% 0.0239 1.6% 11% False False 30,690
Crabel Price Patterns
NR True
NR4 False
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 True
Bear Hook False
Bull Hook False
Stretch 0.0075
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6663
2.618 1.6096
1.618 1.5749
1.000 1.5535
0.618 1.5402
HIGH 1.5188
0.618 1.5055
0.500 1.5015
0.382 1.4974
LOW 1.4841
0.618 1.4627
1.000 1.4494
1.618 1.4280
2.618 1.3933
4.250 1.3366
Fisher Pivots for day following 24-Nov-2008
Pivot 1 day 3 day
R1 1.5082 1.5058
PP 1.5048 1.5000
S1 1.5015 1.4942

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

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