CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 14-Aug-2008
Day Change Summary
Previous Current
13-Aug-2008 14-Aug-2008 Change Change % Previous Week
Open 1.8794 1.8480 -0.0314 -1.7% 1.9563
High 1.8859 1.8610 -0.0249 -1.3% 1.9563
Low 1.8484 1.8480 -0.0004 0.0% 1.8975
Close 1.8561 1.8514 -0.0047 -0.3% 1.9019
Range 0.0375 0.0130 -0.0245 -65.3% 0.0588
ATR 0.0140 0.0139 -0.0001 -0.5% 0.0000
Volume 110 544 434 394.5% 178
Daily Pivots for day following 14-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.8925 1.8849 1.8586
R3 1.8795 1.8719 1.8550
R2 1.8665 1.8665 1.8538
R1 1.8589 1.8589 1.8526 1.8627
PP 1.8535 1.8535 1.8535 1.8554
S1 1.8459 1.8459 1.8502 1.8497
S2 1.8405 1.8405 1.8490
S3 1.8275 1.8329 1.8478
S4 1.8145 1.8199 1.8443
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 1.9259 1.8480 0.0779 4.2% 0.0207 1.1% 4% False True 197
10 1.9640 1.8480 0.1160 6.3% 0.0159 0.9% 3% False True 118
20 1.9817 1.8480 0.1337 7.2% 0.0118 0.6% 3% False True 80
40 1.9923 1.8480 0.1443 7.8% 0.0094 0.5% 2% False True 70
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.9163
2.618 1.8950
1.618 1.8820
1.000 1.8740
0.618 1.8690
HIGH 1.8610
0.618 1.8560
0.500 1.8545
0.382 1.8530
LOW 1.8480
0.618 1.8400
1.000 1.8350
1.618 1.8270
2.618 1.8140
4.250 1.7928
Fisher Pivots for day following 14-Aug-2008
Pivot 1 day 3 day
R1 1.8545 1.8678
PP 1.8535 1.8623
S1 1.8524 1.8569

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

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