CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 15-Jul-2008
Day Change Summary
Previous Current
14-Jul-2008 15-Jul-2008 Change Change % Previous Week
Open 1.9672 1.9823 0.0151 0.8% 1.9492
High 1.9708 1.9923 0.0215 1.1% 1.9714
Low 1.9611 1.9786 0.0175 0.9% 1.9432
Close 1.9721 1.9792 0.0071 0.4% 1.9633
Range 0.0097 0.0137 0.0040 41.2% 0.0282
ATR 0.0103 0.0110 0.0007 6.9% 0.0000
Volume 25 10 -15 -60.0% 102
Daily Pivots for day following 15-Jul-2008
Classic Woodie Camarilla DeMark
R4 2.0245 2.0155 1.9867
R3 2.0108 2.0018 1.9830
R2 1.9971 1.9971 1.9817
R1 1.9881 1.9881 1.9805 1.9858
PP 1.9834 1.9834 1.9834 1.9822
S1 1.9744 1.9744 1.9779 1.9721
S2 1.9697 1.9697 1.9767
S3 1.9560 1.9607 1.9754
S4 1.9423 1.9470 1.9717
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 2.0439 2.0318 1.9788
R3 2.0157 2.0036 1.9711
R2 1.9875 1.9875 1.9685
R1 1.9754 1.9754 1.9659 1.9815
PP 1.9593 1.9593 1.9593 1.9623
S1 1.9472 1.9472 1.9607 1.9533
S2 1.9311 1.9311 1.9581
S3 1.9029 1.9190 1.9555
S4 1.8747 1.8908 1.9478
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9923 1.9497 0.0426 2.2% 0.0102 0.5% 69% True False 14
10 1.9923 1.9432 0.0491 2.5% 0.0085 0.4% 73% True False 16
20 1.9923 1.9262 0.0661 3.3% 0.0067 0.3% 80% True False 62
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.0505
2.618 2.0282
1.618 2.0145
1.000 2.0060
0.618 2.0008
HIGH 1.9923
0.618 1.9871
0.500 1.9855
0.382 1.9838
LOW 1.9786
0.618 1.9701
1.000 1.9649
1.618 1.9564
2.618 1.9427
4.250 1.9204
Fisher Pivots for day following 15-Jul-2008
Pivot 1 day 3 day
R1 1.9855 1.9773
PP 1.9834 1.9754
S1 1.9813 1.9735

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

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