CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 13-Aug-2008
Day Change Summary
Previous Current
12-Aug-2008 13-Aug-2008 Change Change % Previous Week
Open 1.8857 1.8794 -0.0063 -0.3% 1.9563
High 1.8876 1.8859 -0.0017 -0.1% 1.9563
Low 1.8782 1.8484 -0.0298 -1.6% 1.8975
Close 1.8819 1.8561 -0.0258 -1.4% 1.9019
Range 0.0094 0.0375 0.0281 298.9% 0.0588
ATR 0.0122 0.0140 0.0018 14.8% 0.0000
Volume 219 110 -109 -49.8% 178
Daily Pivots for day following 13-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.9760 1.9535 1.8767
R3 1.9385 1.9160 1.8664
R2 1.9010 1.9010 1.8630
R1 1.8785 1.8785 1.8595 1.8710
PP 1.8635 1.8635 1.8635 1.8597
S1 1.8410 1.8410 1.8527 1.8335
S2 1.8260 1.8260 1.8492
S3 1.7885 1.8035 1.8458
S4 1.7510 1.7660 1.8355
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 1.9363 1.8484 0.0879 4.7% 0.0202 1.1% 9% False True 96
10 1.9701 1.8484 0.1217 6.6% 0.0156 0.8% 6% False True 82
20 1.9831 1.8484 0.1347 7.3% 0.0116 0.6% 6% False True 53
40 1.9923 1.8484 0.1439 7.8% 0.0093 0.5% 5% False True 58
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 2.0453
2.618 1.9841
1.618 1.9466
1.000 1.9234
0.618 1.9091
HIGH 1.8859
0.618 1.8716
0.500 1.8672
0.382 1.8627
LOW 1.8484
0.618 1.8252
1.000 1.8109
1.618 1.7877
2.618 1.7502
4.250 1.6890
Fisher Pivots for day following 13-Aug-2008
Pivot 1 day 3 day
R1 1.8672 1.8775
PP 1.8635 1.8703
S1 1.8598 1.8632

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

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