CME British Pound Future December 2008

Trading Metrics calculated at close of trading on 02-Dec-2008

Day Change Summary
	Previous	Current
	01-Dec-2008	02-Dec-2008	Change	Change %	Previous Week
Open	1.5371	1.4890	-0.0481	-3.1%	1.4910
High	1.5399	1.5068	-0.0331	-2.1%	1.5530
Low	1.4806	1.4775	-0.0031	-0.2%	1.4841
Close	1.4909	1.4878	-0.0031	-0.2%	1.5371
Range	0.0593	0.0293	-0.0300	-50.6%	0.0689
ATR	0.0411	0.0403	-0.0008	-2.1%	0.0000
Volume	50,757	62,377	11,620	22.9%	265,956

Daily Pivots for day following 02-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5786	1.5625	1.5039
R3	1.5493	1.5332	1.4959
R2	1.5200	1.5200	1.4932
R1	1.5039	1.5039	1.4905	1.4973
PP	1.4907	1.4907	1.4907	1.4874
S1	1.4746	1.4746	1.4851	1.4680
S2	1.4614	1.4614	1.4824
S3	1.4321	1.4453	1.4797
S4	1.4028	1.4160	1.4717

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	1.4775	0.0755	5.1%	0.0392	2.6%	14%	False	True	62,697
10	1.5530	1.4696	0.0834	5.6%	0.0350	2.4%	22%	False	False	64,117
20	1.6166	1.4551	0.1615	10.9%	0.0385	2.6%	20%	False	False	63,817
40	1.7895	1.4551	0.3344	22.5%	0.0428	2.9%	10%	False	False	65,670
60	1.8624	1.4551	0.4073	27.4%	0.0383	2.6%	8%	False	False	66,097
80	1.9065	1.4551	0.4514	30.3%	0.0337	2.3%	7%	False	False	49,928
100	1.9923	1.4551	0.5372	36.1%	0.0290	1.9%	6%	False	False	39,950
120	1.9923	1.4551	0.5372	36.1%	0.0253	1.7%	6%	False	False	33,302

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0073
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6313
2.618	1.5835
1.618	1.5542
1.000	1.5361
0.618	1.5249
HIGH	1.5068
0.618	1.4956
0.500	1.4922
0.382	1.4887
LOW	1.4775
0.618	1.4594
1.000	1.4482
1.618	1.4301
2.618	1.4008
4.250	1.3530

Fisher Pivots for day following 02-Dec-2008
Pivot	1 day	3 day
R1	1.4922	1.5143
PP	1.4907	1.5055
S1	1.4893	1.4966

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols