CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 11-Aug-2008
Day Change Summary
Previous Current
08-Aug-2008 11-Aug-2008 Change Change % Previous Week
Open 1.9256 1.9000 -0.0256 -1.3% 1.9563
High 1.9259 1.9065 -0.0194 -1.0% 1.9563
Low 1.8975 1.8913 -0.0062 -0.3% 1.8975
Close 1.9019 1.8945 -0.0074 -0.4% 1.9019
Range 0.0284 0.0152 -0.0132 -46.5% 0.0588
ATR 0.0116 0.0119 0.0003 2.2% 0.0000
Volume 28 84 56 200.0% 178
Daily Pivots for day following 11-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.9430 1.9340 1.9029
R3 1.9278 1.9188 1.8987
R2 1.9126 1.9126 1.8973
R1 1.9036 1.9036 1.8959 1.9005
PP 1.8974 1.8974 1.8974 1.8959
S1 1.8884 1.8884 1.8931 1.8853
S2 1.8822 1.8822 1.8917
S3 1.8670 1.8732 1.8903
S4 1.8518 1.8580 1.8861
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 2.0950 2.0572 1.9342
R3 2.0362 1.9984 1.9181
R2 1.9774 1.9774 1.9127
R1 1.9396 1.9396 1.9073 1.9291
PP 1.9186 1.9186 1.9186 1.9133
S1 1.8808 1.8808 1.8965 1.8703
S2 1.8598 1.8598 1.8911
S3 1.8010 1.8220 1.8857
S4 1.7422 1.7632 1.8696
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9443 1.8913 0.0530 2.8% 0.0150 0.8% 6% False True 49
10 1.9746 1.8913 0.0833 4.4% 0.0130 0.7% 4% False True 64
20 1.9923 1.8913 0.1010 5.3% 0.0103 0.5% 3% False True 39
40 1.9923 1.8913 0.1010 5.3% 0.0086 0.5% 3% False True 52
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.9711
2.618 1.9463
1.618 1.9311
1.000 1.9217
0.618 1.9159
HIGH 1.9065
0.618 1.9007
0.500 1.8989
0.382 1.8971
LOW 1.8913
0.618 1.8819
1.000 1.8761
1.618 1.8667
2.618 1.8515
4.250 1.8267
Fisher Pivots for day following 11-Aug-2008
Pivot 1 day 3 day
R1 1.8989 1.9138
PP 1.8974 1.9074
S1 1.8960 1.9009

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

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