CME British Pound Future September 2008


Trading Metrics calculated at close of trading on 26-Aug-2008
Day Change Summary
Previous Current
25-Aug-2008 26-Aug-2008 Change Change % Previous Week
Open 1.8485 1.8501 0.0016 0.1% 1.8613
High 1.8564 1.8506 -0.0058 -0.3% 1.8756
Low 1.8376 1.8303 -0.0073 -0.4% 1.8476
Close 1.8495 1.8361 -0.0134 -0.7% 1.8489
Range 0.0188 0.0203 0.0015 8.0% 0.0280
ATR 0.0175 0.0177 0.0002 1.1% 0.0000
Volume 93,014 58,806 -34,208 -36.8% 381,931
Daily Pivots for day following 26-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.8999 1.8883 1.8473
R3 1.8796 1.8680 1.8417
R2 1.8593 1.8593 1.8398
R1 1.8477 1.8477 1.8380 1.8434
PP 1.8390 1.8390 1.8390 1.8368
S1 1.8274 1.8274 1.8342 1.8231
S2 1.8187 1.8187 1.8324
S3 1.7984 1.8071 1.8305
S4 1.7781 1.7868 1.8249
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.9414 1.9231 1.8643
R3 1.9134 1.8951 1.8566
R2 1.8854 1.8854 1.8540
R1 1.8671 1.8671 1.8515 1.8623
PP 1.8574 1.8574 1.8574 1.8549
S1 1.8391 1.8391 1.8463 1.8343
S2 1.8294 1.8294 1.8438
S3 1.8014 1.8111 1.8412
S4 1.7734 1.7831 1.8335
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.8756 1.8303 0.0453 2.5% 0.0198 1.1% 13% False True 77,795
10 1.8990 1.8303 0.0687 3.7% 0.0198 1.1% 8% False True 87,247
20 1.9865 1.8303 0.1562 8.5% 0.0176 1.0% 4% False True 89,472
40 2.0074 1.8303 0.1771 9.6% 0.0165 0.9% 3% False True 84,280
60 2.0074 1.8303 0.1771 9.6% 0.0163 0.9% 3% False True 73,614
80 2.0074 1.8303 0.1771 9.6% 0.0152 0.8% 3% False True 55,265
100 2.0074 1.8303 0.1771 9.6% 0.0152 0.8% 3% False True 44,231
120 2.0074 1.8303 0.1771 9.6% 0.0138 0.7% 3% False True 36,869
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 0.0033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.9369
2.618 1.9037
1.618 1.8834
1.000 1.8709
0.618 1.8631
HIGH 1.8506
0.618 1.8428
0.500 1.8405
0.382 1.8381
LOW 1.8303
0.618 1.8178
1.000 1.8100
1.618 1.7975
2.618 1.7772
4.250 1.7440
Fisher Pivots for day following 26-Aug-2008
Pivot 1 day 3 day
R1 1.8405 1.8527
PP 1.8390 1.8472
S1 1.8376 1.8416

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

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