CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 02-Sep-2008
Day Change Summary
Previous Current
29-Aug-2008 02-Sep-2008 Change Change % Previous Week
Open 1.8150 1.8039 -0.0111 -0.6% 1.8382
High 1.8204 1.8039 -0.0165 -0.9% 1.8442
Low 1.8038 1.7655 -0.0383 -2.1% 1.8038
Close 1.8039 1.7693 -0.0346 -1.9% 1.8039
Range 0.0166 0.0384 0.0218 131.3% 0.0404
ATR 0.0155 0.0171 0.0016 10.6% 0.0000
Volume 1,575 1,366 -209 -13.3% 3,406
Daily Pivots for day following 02-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.8948 1.8704 1.7904
R3 1.8564 1.8320 1.7799
R2 1.8180 1.8180 1.7763
R1 1.7936 1.7936 1.7728 1.7866
PP 1.7796 1.7796 1.7796 1.7761
S1 1.7552 1.7552 1.7658 1.7482
S2 1.7412 1.7412 1.7623
S3 1.7028 1.7168 1.7587
S4 1.6644 1.6784 1.7482
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 1.8372 1.7655 0.0717 4.1% 0.0215 1.2% 5% False True 810
10 1.8636 1.7655 0.0981 5.5% 0.0192 1.1% 4% False True 629
20 1.9443 1.7655 0.1788 10.1% 0.0176 1.0% 2% False True 393
40 1.9923 1.7655 0.2268 12.8% 0.0132 0.7% 2% False True 213
60 1.9923 1.7655 0.2268 12.8% 0.0109 0.6% 2% False True 162
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 0.0028
Widest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 1.9671
2.618 1.9044
1.618 1.8660
1.000 1.8423
0.618 1.8276
HIGH 1.8039
0.618 1.7892
0.500 1.7847
0.382 1.7802
LOW 1.7655
0.618 1.7418
1.000 1.7271
1.618 1.7034
2.618 1.6650
4.250 1.6023
Fisher Pivots for day following 02-Sep-2008
Pivot 1 day 3 day
R1 1.7847 1.7956
PP 1.7796 1.7868
S1 1.7744 1.7781

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

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