CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 05-Nov-2008
Day Change Summary
Previous Current
04-Nov-2008 05-Nov-2008 Change Change % Previous Week
Open 1.5703 1.5916 0.0213 1.4% 1.5824
High 1.6069 1.6166 0.0097 0.6% 1.6634
Low 1.5564 1.5713 0.0149 1.0% 1.5248
Close 1.5892 1.5931 0.0039 0.2% 1.6106
Range 0.0505 0.0453 -0.0052 -10.3% 0.1386
ATR 0.0476 0.0474 -0.0002 -0.3% 0.0000
Volume 59,011 63,409 4,398 7.5% 384,304
Daily Pivots for day following 05-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.7296 1.7066 1.6180
R3 1.6843 1.6613 1.6056
R2 1.6390 1.6390 1.6014
R1 1.6160 1.6160 1.5973 1.6275
PP 1.5937 1.5937 1.5937 1.5994
S1 1.5707 1.5707 1.5889 1.5822
S2 1.5484 1.5484 1.5848
S3 1.5031 1.5254 1.5806
S4 1.4578 1.4801 1.5682
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 2.0154 1.9516 1.6868
R3 1.8768 1.8130 1.6487
R2 1.7382 1.7382 1.6360
R1 1.6744 1.6744 1.6233 1.7063
PP 1.5996 1.5996 1.5996 1.6156
S1 1.5358 1.5358 1.5979 1.5677
S2 1.4610 1.4610 1.5852
S3 1.3224 1.3972 1.5725
S4 1.1838 1.2586 1.5344
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6634 1.5564 0.1070 6.7% 0.0509 3.2% 34% False False 74,055
10 1.6634 1.5224 0.1410 8.9% 0.0560 3.5% 50% False False 74,258
20 1.7590 1.5224 0.2366 14.9% 0.0471 3.0% 30% False False 66,505
40 1.8624 1.5224 0.3400 21.3% 0.0397 2.5% 21% False False 68,873
60 1.8859 1.5224 0.3635 22.8% 0.0334 2.1% 19% False False 47,334
80 1.9831 1.5224 0.4607 28.9% 0.0275 1.7% 15% False False 35,513
100 1.9923 1.5224 0.4699 29.5% 0.0234 1.5% 15% False False 28,423
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0121
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.8091
2.618 1.7352
1.618 1.6899
1.000 1.6619
0.618 1.6446
HIGH 1.6166
0.618 1.5993
0.500 1.5940
0.382 1.5886
LOW 1.5713
0.618 1.5433
1.000 1.5260
1.618 1.4980
2.618 1.4527
4.250 1.3788
Fisher Pivots for day following 05-Nov-2008
Pivot 1 day 3 day
R1 1.5940 1.5964
PP 1.5937 1.5953
S1 1.5934 1.5942

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

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