CME British Pound Future March 2008


Trading Metrics calculated at close of trading on 05-Dec-2007
Day Change Summary
Previous Current
04-Dec-2007 05-Dec-2007 Change Change % Previous Week
Open 2.0506 2.0255 -0.0251 -1.2% 2.0610
High 2.0506 2.0255 -0.0251 -1.2% 2.0650
Low 2.0506 2.0200 -0.0306 -1.5% 2.0475
Close 2.0501 2.0185 -0.0316 -1.5% 2.0492
Range 0.0000 0.0055 0.0055 0.0175
ATR 0.0100 0.0115 0.0014 14.3% 0.0000
Volume 2,144 776 -1,368 -63.8% 3,879
Daily Pivots for day following 05-Dec-2007
Classic Woodie Camarilla DeMark
R4 2.0378 2.0337 2.0215
R3 2.0323 2.0282 2.0200
R2 2.0268 2.0268 2.0195
R1 2.0227 2.0227 2.0190 2.0220
PP 2.0213 2.0213 2.0213 2.0210
S1 2.0172 2.0172 2.0180 2.0165
S2 2.0158 2.0158 2.0175
S3 2.0103 2.0117 2.0170
S4 2.0048 2.0062 2.0155
Weekly Pivots for week ending 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 2.1064 2.0953 2.0588
R3 2.0889 2.0778 2.0540
R2 2.0714 2.0714 2.0524
R1 2.0603 2.0603 2.0508 2.0571
PP 2.0539 2.0539 2.0539 2.0523
S1 2.0428 2.0428 2.0476 2.0396
S2 2.0364 2.0364 2.0460
S3 2.0189 2.0253 2.0444
S4 2.0014 2.0078 2.0396
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0601 2.0200 0.0401 2.0% 0.0045 0.2% -4% False True 1,402
10 2.0650 2.0200 0.0450 2.2% 0.0045 0.2% -3% False True 994
20 2.1002 2.0200 0.0802 4.0% 0.0026 0.1% -2% False True 723
40 2.1002 2.0175 0.0827 4.1% 0.0014 0.1% 1% False False 406
60 2.1002 1.9839 0.1163 5.8% 0.0009 0.0% 30% False False 295
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.0489
2.618 2.0399
1.618 2.0344
1.000 2.0310
0.618 2.0289
HIGH 2.0255
0.618 2.0234
0.500 2.0228
0.382 2.0221
LOW 2.0200
0.618 2.0166
1.000 2.0145
1.618 2.0111
2.618 2.0056
4.250 1.9966
Fisher Pivots for day following 05-Dec-2007
Pivot 1 day 3 day
R1 2.0228 2.0401
PP 2.0213 2.0329
S1 2.0199 2.0257

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

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