CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 22-Aug-2008
Day Change Summary
Previous Current
21-Aug-2008 22-Aug-2008 Change Change % Previous Week
Open 1.8486 1.8636 0.0150 0.8% 1.8474
High 1.8635 1.8636 0.0001 0.0% 1.8636
Low 1.8479 1.8358 -0.0121 -0.7% 1.8358
Close 1.8602 1.8370 -0.0232 -1.2% 1.8370
Range 0.0156 0.0278 0.0122 78.2% 0.0278
ATR 0.0137 0.0147 0.0010 7.4% 0.0000
Volume 418 331 -87 -20.8% 1,829
Daily Pivots for day following 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.9289 1.9107 1.8523
R3 1.9011 1.8829 1.8446
R2 1.8733 1.8733 1.8421
R1 1.8551 1.8551 1.8395 1.8503
PP 1.8455 1.8455 1.8455 1.8431
S1 1.8273 1.8273 1.8345 1.8225
S2 1.8177 1.8177 1.8319
S3 1.7899 1.7995 1.8294
S4 1.7621 1.7717 1.8217
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.9289 1.9107 1.8523
R3 1.9011 1.8829 1.8446
R2 1.8733 1.8733 1.8421
R1 1.8551 1.8551 1.8395 1.8503
PP 1.8455 1.8455 1.8455 1.8431
S1 1.8273 1.8273 1.8345 1.8225
S2 1.8177 1.8177 1.8319
S3 1.7899 1.7995 1.8294
S4 1.7621 1.7717 1.8217
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.8636 1.8358 0.0278 1.5% 0.0152 0.8% 4% True True 365
10 1.9065 1.8358 0.0707 3.8% 0.0167 0.9% 2% False True 293
20 1.9755 1.8358 0.1397 7.6% 0.0145 0.8% 1% False True 175
40 1.9923 1.8358 0.1565 8.5% 0.0109 0.6% 1% False True 106
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.9818
2.618 1.9364
1.618 1.9086
1.000 1.8914
0.618 1.8808
HIGH 1.8636
0.618 1.8530
0.500 1.8497
0.382 1.8464
LOW 1.8358
0.618 1.8186
1.000 1.8080
1.618 1.7908
2.618 1.7630
4.250 1.7177
Fisher Pivots for day following 22-Aug-2008
Pivot 1 day 3 day
R1 1.8497 1.8497
PP 1.8455 1.8455
S1 1.8412 1.8412

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

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