CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 20-Nov-2008
Day Change Summary
Previous Current
19-Nov-2008 20-Nov-2008 Change Change % Previous Week
Open 1.4955 1.4948 -0.0007 0.0% 1.5751
High 1.5244 1.4993 -0.0251 -1.6% 1.5860
Low 1.4894 1.4705 -0.0189 -1.3% 1.4551
Close 1.5018 1.4811 -0.0207 -1.4% 1.4935
Range 0.0350 0.0288 -0.0062 -17.7% 0.1309
ATR 0.0420 0.0412 -0.0008 -1.8% 0.0000
Volume 57,892 73,018 15,126 26.1% 298,982
Daily Pivots for day following 20-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.5700 1.5544 1.4969
R3 1.5412 1.5256 1.4890
R2 1.5124 1.5124 1.4864
R1 1.4968 1.4968 1.4837 1.4902
PP 1.4836 1.4836 1.4836 1.4804
S1 1.4680 1.4680 1.4785 1.4614
S2 1.4548 1.4548 1.4758
S3 1.4260 1.4392 1.4732
S4 1.3972 1.4104 1.4653
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.9042 1.8298 1.5655
R3 1.7733 1.6989 1.5295
R2 1.6424 1.6424 1.5175
R1 1.5680 1.5680 1.5055 1.5398
PP 1.5115 1.5115 1.5115 1.4974
S1 1.4371 1.4371 1.4815 1.4089
S2 1.3806 1.3806 1.4695
S3 1.2497 1.3062 1.4575
S4 1.1188 1.1753 1.4215
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5244 1.4636 0.0608 4.1% 0.0314 2.1% 29% False False 65,140
10 1.5860 1.4551 0.1309 8.8% 0.0359 2.4% 20% False False 62,938
20 1.6634 1.4551 0.2083 14.1% 0.0468 3.2% 12% False False 68,335
40 1.8432 1.4551 0.3881 26.2% 0.0414 2.8% 7% False False 67,210
60 1.8624 1.4551 0.4073 27.5% 0.0369 2.5% 6% False False 58,999
80 1.9701 1.4551 0.5150 34.8% 0.0316 2.1% 5% False False 44,308
100 1.9923 1.4551 0.5372 36.3% 0.0269 1.8% 5% False False 35,451
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 0.0084
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6217
2.618 1.5747
1.618 1.5459
1.000 1.5281
0.618 1.5171
HIGH 1.4993
0.618 1.4883
0.500 1.4849
0.382 1.4815
LOW 1.4705
0.618 1.4527
1.000 1.4417
1.618 1.4239
2.618 1.3951
4.250 1.3481
Fisher Pivots for day following 20-Nov-2008
Pivot 1 day 3 day
R1 1.4849 1.4975
PP 1.4836 1.4920
S1 1.4824 1.4866

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.