CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 01-Dec-2008
Day Change Summary
Previous Current
28-Nov-2008 01-Dec-2008 Change Change % Previous Week
Open 1.5372 1.5371 -0.0001 0.0% 1.4910
High 1.5511 1.5399 -0.0112 -0.7% 1.5530
Low 1.5259 1.4806 -0.0453 -3.0% 1.4841
Close 1.5371 1.4909 -0.0462 -3.0% 1.5371
Range 0.0252 0.0593 0.0341 135.3% 0.0689
ATR 0.0397 0.0411 0.0014 3.5% 0.0000
Volume 53,646 50,757 -2,889 -5.4% 265,956
Daily Pivots for day following 01-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.6817 1.6456 1.5235
R3 1.6224 1.5863 1.5072
R2 1.5631 1.5631 1.5018
R1 1.5270 1.5270 1.4963 1.5154
PP 1.5038 1.5038 1.5038 1.4980
S1 1.4677 1.4677 1.4855 1.4561
S2 1.4445 1.4445 1.4800
S3 1.3852 1.4084 1.4746
S4 1.3259 1.3491 1.4583
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.7314 1.7032 1.5750
R3 1.6625 1.6343 1.5560
R2 1.5936 1.5936 1.5497
R1 1.5654 1.5654 1.5434 1.5795
PP 1.5247 1.5247 1.5247 1.5318
S1 1.4965 1.4965 1.5308 1.5106
S2 1.4558 1.4558 1.5245
S3 1.3869 1.4276 1.5182
S4 1.3180 1.3587 1.4992
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5530 1.4806 0.0724 4.9% 0.0403 2.7% 14% False True 63,342
10 1.5530 1.4636 0.0894 6.0% 0.0365 2.4% 31% False False 63,506
20 1.6363 1.4551 0.1812 12.2% 0.0401 2.7% 20% False False 64,701
40 1.7895 1.4551 0.3344 22.4% 0.0430 2.9% 11% False False 66,129
60 1.8624 1.4551 0.4073 27.3% 0.0387 2.6% 9% False False 65,136
80 1.9259 1.4551 0.4708 31.6% 0.0337 2.3% 8% False False 49,149
100 1.9923 1.4551 0.5372 36.0% 0.0289 1.9% 7% False False 39,326
120 1.9923 1.4551 0.5372 36.0% 0.0251 1.7% 7% False False 32,782
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0063
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.7919
2.618 1.6951
1.618 1.6358
1.000 1.5992
0.618 1.5765
HIGH 1.5399
0.618 1.5172
0.500 1.5103
0.382 1.5033
LOW 1.4806
0.618 1.4440
1.000 1.4213
1.618 1.3847
2.618 1.3254
4.250 1.2286
Fisher Pivots for day following 01-Dec-2008
Pivot 1 day 3 day
R1 1.5103 1.5159
PP 1.5038 1.5075
S1 1.4974 1.4992

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

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