CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 18-Aug-2008
Day Change Summary
Previous Current
15-Aug-2008 18-Aug-2008 Change Change % Previous Week
Open 1.8491 1.8474 -0.0017 -0.1% 1.9000
High 1.8513 1.8554 0.0041 0.2% 1.9065
Low 1.8361 1.8459 0.0098 0.5% 1.8361
Close 1.8465 1.8481 0.0016 0.1% 1.8465
Range 0.0152 0.0095 -0.0057 -37.5% 0.0704
ATR 0.0140 0.0137 -0.0003 -2.3% 0.0000
Volume 150 307 157 104.7% 1,107
Daily Pivots for day following 18-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.8783 1.8727 1.8533
R3 1.8688 1.8632 1.8507
R2 1.8593 1.8593 1.8498
R1 1.8537 1.8537 1.8490 1.8565
PP 1.8498 1.8498 1.8498 1.8512
S1 1.8442 1.8442 1.8472 1.8470
S2 1.8403 1.8403 1.8464
S3 1.8308 1.8347 1.8455
S4 1.8213 1.8252 1.8429
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 2.0742 2.0308 1.8852
R3 2.0038 1.9604 1.8659
R2 1.9334 1.9334 1.8594
R1 1.8900 1.8900 1.8530 1.8765
PP 1.8630 1.8630 1.8630 1.8563
S1 1.8196 1.8196 1.8400 1.8061
S2 1.7926 1.7926 1.8336
S3 1.7222 1.7492 1.8271
S4 1.6518 1.6788 1.8078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.8876 1.8361 0.0515 2.8% 0.0169 0.9% 23% False False 266
10 1.9443 1.8361 0.1082 5.9% 0.0160 0.9% 11% False False 157
20 1.9817 1.8361 0.1456 7.9% 0.0130 0.7% 8% False False 102
40 1.9923 1.8361 0.1562 8.5% 0.0098 0.5% 8% False False 73
Crabel Price Patterns
NR True
NR4 True
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 0.0024
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.8958
2.618 1.8803
1.618 1.8708
1.000 1.8649
0.618 1.8613
HIGH 1.8554
0.618 1.8518
0.500 1.8507
0.382 1.8495
LOW 1.8459
0.618 1.8400
1.000 1.8364
1.618 1.8305
2.618 1.8210
4.250 1.8055
Fisher Pivots for day following 18-Aug-2008
Pivot 1 day 3 day
R1 1.8507 1.8486
PP 1.8498 1.8484
S1 1.8490 1.8483

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

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