CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 26-Nov-2008
Day Change Summary
Previous Current
25-Nov-2008 26-Nov-2008 Change Change % Previous Week
Open 1.5178 1.5443 0.0265 1.7% 1.4658
High 1.5530 1.5448 -0.0082 -0.5% 1.5244
Low 1.4980 1.5174 0.0194 1.3% 1.4636
Close 1.5442 1.5288 -0.0154 -1.0% 1.4775
Range 0.0550 0.0274 -0.0276 -50.2% 0.0608
ATR 0.0419 0.0409 -0.0010 -2.5% 0.0000
Volume 62,943 83,764 20,821 33.1% 318,347
Daily Pivots for day following 26-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.6125 1.5981 1.5439
R3 1.5851 1.5707 1.5363
R2 1.5577 1.5577 1.5338
R1 1.5433 1.5433 1.5313 1.5368
PP 1.5303 1.5303 1.5303 1.5271
S1 1.5159 1.5159 1.5263 1.5094
S2 1.5029 1.5029 1.5238
S3 1.4755 1.4885 1.5213
S4 1.4481 1.4611 1.5137
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 1.5530 1.4696 0.0834 5.5% 0.0364 2.4% 71% False False 71,247
10 1.5530 1.4551 0.0979 6.4% 0.0353 2.3% 75% False False 69,211
20 1.6634 1.4551 0.2083 13.6% 0.0407 2.7% 35% False False 67,870
40 1.7895 1.4551 0.3344 21.9% 0.0422 2.8% 22% False False 66,711
60 1.8624 1.4551 0.4073 26.6% 0.0380 2.5% 18% False False 63,572
80 1.9381 1.4551 0.4830 31.6% 0.0329 2.2% 15% False False 47,845
100 1.9923 1.4551 0.5372 35.1% 0.0281 1.8% 14% False False 38,282
120 1.9923 1.4551 0.5372 35.1% 0.0245 1.6% 14% False False 31,913
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0076
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.6613
2.618 1.6165
1.618 1.5891
1.000 1.5722
0.618 1.5617
HIGH 1.5448
0.618 1.5343
0.500 1.5311
0.382 1.5279
LOW 1.5174
0.618 1.5005
1.000 1.4900
1.618 1.4731
2.618 1.4457
4.250 1.4010
Fisher Pivots for day following 26-Nov-2008
Pivot 1 day 3 day
R1 1.5311 1.5254
PP 1.5303 1.5220
S1 1.5296 1.5186

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

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