CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 13-Nov-2008
Day Change Summary
Previous Current
12-Nov-2008 13-Nov-2008 Change Change % Previous Week
Open 1.5346 1.4847 -0.0499 -3.3% 1.6032
High 1.5461 1.4982 -0.0479 -3.1% 1.6363
Low 1.4870 1.4551 -0.0319 -2.1% 1.5511
Close 1.4946 1.4672 -0.0274 -1.8% 1.5669
Range 0.0591 0.0431 -0.0160 -27.1% 0.0852
ATR 0.0456 0.0454 -0.0002 -0.4% 0.0000
Volume 40,668 83,198 42,530 104.6% 359,990
Daily Pivots for day following 13-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.6028 1.5781 1.4909
R3 1.5597 1.5350 1.4791
R2 1.5166 1.5166 1.4751
R1 1.4919 1.4919 1.4712 1.4827
PP 1.4735 1.4735 1.4735 1.4689
S1 1.4488 1.4488 1.4632 1.4396
S2 1.4304 1.4304 1.4593
S3 1.3873 1.4057 1.4553
S4 1.3442 1.3626 1.4435
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.8404 1.7888 1.6138
R3 1.7552 1.7036 1.5903
R2 1.6700 1.6700 1.5825
R1 1.6184 1.6184 1.5747 1.6016
PP 1.5848 1.5848 1.5848 1.5764
S1 1.5332 1.5332 1.5591 1.5164
S2 1.4996 1.4996 1.5513
S3 1.4144 1.4480 1.5435
S4 1.3292 1.3628 1.5200
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5860 1.4551 0.1309 8.9% 0.0403 2.7% 9% False True 60,737
10 1.6464 1.4551 0.1913 13.0% 0.0457 3.1% 6% False True 66,297
20 1.7472 1.4551 0.2921 19.9% 0.0494 3.4% 4% False True 67,229
40 1.8624 1.4551 0.4073 27.8% 0.0413 2.8% 3% False True 66,827
60 1.8636 1.4551 0.4085 27.8% 0.0359 2.4% 3% False True 53,606
80 1.9756 1.4551 0.5205 35.5% 0.0302 2.1% 2% False True 40,240
100 1.9923 1.4551 0.5372 36.6% 0.0257 1.8% 2% False True 32,199
Crabel Price Patterns
NR True
NR4 False
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 0.0145
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6814
2.618 1.6110
1.618 1.5679
1.000 1.5413
0.618 1.5248
HIGH 1.4982
0.618 1.4817
0.500 1.4767
0.382 1.4716
LOW 1.4551
0.618 1.4285
1.000 1.4120
1.618 1.3854
2.618 1.3423
4.250 1.2719
Fisher Pivots for day following 13-Nov-2008
Pivot 1 day 3 day
R1 1.4767 1.5113
PP 1.4735 1.4966
S1 1.4704 1.4819

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

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