CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 08-Jul-2008
Day Change Summary
Previous Current
07-Jul-2008 08-Jul-2008 Change Change % Previous Week
Open 1.9492 1.9542 0.0050 0.3% 1.9695
High 1.9546 1.9542 -0.0004 0.0% 1.9709
Low 1.9432 1.9433 0.0001 0.0% 1.9575
Close 1.9538 1.9453 -0.0085 -0.4% 1.9576
Range 0.0114 0.0109 -0.0005 -4.4% 0.0134
ATR 0.0095 0.0096 0.0001 1.1% 0.0000
Volume 15 49 34 226.7% 467
Daily Pivots for day following 08-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.9803 1.9737 1.9513
R3 1.9694 1.9628 1.9483
R2 1.9585 1.9585 1.9473
R1 1.9519 1.9519 1.9463 1.9498
PP 1.9476 1.9476 1.9476 1.9465
S1 1.9410 1.9410 1.9443 1.9389
S2 1.9367 1.9367 1.9433
S3 1.9258 1.9301 1.9423
S4 1.9149 1.9192 1.9393
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 2.0022 1.9933 1.9650
R3 1.9888 1.9799 1.9613
R2 1.9754 1.9754 1.9601
R1 1.9665 1.9665 1.9588 1.9643
PP 1.9620 1.9620 1.9620 1.9609
S1 1.9531 1.9531 1.9564 1.9509
S2 1.9486 1.9486 1.9551
S3 1.9352 1.9397 1.9539
S4 1.9218 1.9263 1.9502
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9709 1.9432 0.0277 1.4% 0.0068 0.4% 8% False False 17
10 1.9709 1.9432 0.0277 1.4% 0.0066 0.3% 8% False False 58
20 1.9709 1.9150 0.0559 2.9% 0.0061 0.3% 54% False False 63
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.0005
2.618 1.9827
1.618 1.9718
1.000 1.9651
0.618 1.9609
HIGH 1.9542
0.618 1.9500
0.500 1.9488
0.382 1.9475
LOW 1.9433
0.618 1.9366
1.000 1.9324
1.618 1.9257
2.618 1.9148
4.250 1.8970
Fisher Pivots for day following 08-Jul-2008
Pivot 1 day 3 day
R1 1.9488 1.9511
PP 1.9476 1.9492
S1 1.9465 1.9472

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

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