CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 29-Aug-2008
Day Change Summary
Previous Current
28-Aug-2008 29-Aug-2008 Change Change % Previous Week
Open 1.8224 1.8150 -0.0074 -0.4% 1.8382
High 1.8256 1.8204 -0.0052 -0.3% 1.8442
Low 1.8104 1.8038 -0.0066 -0.4% 1.8038
Close 1.8149 1.8039 -0.0110 -0.6% 1.8039
Range 0.0152 0.0166 0.0014 9.2% 0.0404
ATR 0.0154 0.0155 0.0001 0.5% 0.0000
Volume 447 1,575 1,128 252.3% 3,406
Daily Pivots for day following 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.8592 1.8481 1.8130
R3 1.8426 1.8315 1.8085
R2 1.8260 1.8260 1.8069
R1 1.8149 1.8149 1.8054 1.8122
PP 1.8094 1.8094 1.8094 1.8080
S1 1.7983 1.7983 1.8024 1.7956
S2 1.7928 1.7928 1.8009
S3 1.7762 1.7817 1.7993
S4 1.7596 1.7651 1.7948
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.9385 1.9116 1.8261
R3 1.8981 1.8712 1.8150
R2 1.8577 1.8577 1.8113
R1 1.8308 1.8308 1.8076 1.8241
PP 1.8173 1.8173 1.8173 1.8139
S1 1.7904 1.7904 1.8002 1.7837
S2 1.7769 1.7769 1.7965
S3 1.7365 1.7500 1.7928
S4 1.6961 1.7096 1.7817
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.8442 1.8038 0.0404 2.2% 0.0173 1.0% 0% False True 681
10 1.8636 1.8038 0.0598 3.3% 0.0163 0.9% 0% False True 523
20 1.9563 1.8038 0.1525 8.5% 0.0163 0.9% 0% False True 326
40 1.9923 1.8038 0.1885 10.4% 0.0126 0.7% 0% False True 179
60 1.9923 1.8038 0.1885 10.4% 0.0103 0.6% 0% False True 140
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.8910
2.618 1.8639
1.618 1.8473
1.000 1.8370
0.618 1.8307
HIGH 1.8204
0.618 1.8141
0.500 1.8121
0.382 1.8101
LOW 1.8038
0.618 1.7935
1.000 1.7872
1.618 1.7769
2.618 1.7603
4.250 1.7333
Fisher Pivots for day following 29-Aug-2008
Pivot 1 day 3 day
R1 1.8121 1.8188
PP 1.8094 1.8138
S1 1.8066 1.8089

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

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