CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 05-Dec-2008
Day Change Summary
Previous Current
04-Dec-2008 05-Dec-2008 Change Change % Previous Week
Open 1.4781 1.4680 -0.0101 -0.7% 1.5371
High 1.4814 1.4775 -0.0039 -0.3% 1.5399
Low 1.4468 1.4518 0.0050 0.3% 1.4468
Close 1.4746 1.4705 -0.0041 -0.3% 1.4705
Range 0.0346 0.0257 -0.0089 -25.7% 0.0931
ATR 0.0390 0.0381 -0.0010 -2.4% 0.0000
Volume 47,387 70,352 22,965 48.5% 293,694
Daily Pivots for day following 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.5437 1.5328 1.4846
R3 1.5180 1.5071 1.4776
R2 1.4923 1.4923 1.4752
R1 1.4814 1.4814 1.4729 1.4869
PP 1.4666 1.4666 1.4666 1.4693
S1 1.4557 1.4557 1.4681 1.4612
S2 1.4409 1.4409 1.4658
S3 1.4152 1.4300 1.4634
S4 1.3895 1.4043 1.4564
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.7650 1.7109 1.5217
R3 1.6719 1.6178 1.4961
R2 1.5788 1.5788 1.4876
R1 1.5247 1.5247 1.4790 1.5052
PP 1.4857 1.4857 1.4857 1.4760
S1 1.4316 1.4316 1.4620 1.4121
S2 1.3926 1.3926 1.4534
S3 1.2995 1.3385 1.4449
S4 1.2064 1.2454 1.4193
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5399 1.4468 0.0931 6.3% 0.0352 2.4% 25% False False 58,738
10 1.5530 1.4468 0.1062 7.2% 0.0355 2.4% 22% False False 63,055
20 1.5860 1.4468 0.1392 9.5% 0.0357 2.4% 17% False False 62,997
40 1.7590 1.4468 0.3122 21.2% 0.0417 2.8% 8% False False 64,580
60 1.8624 1.4468 0.4156 28.3% 0.0389 2.6% 6% False False 67,686
80 1.8636 1.4468 0.4168 28.3% 0.0341 2.3% 6% False False 52,180
100 1.9831 1.4468 0.5363 36.5% 0.0296 2.0% 4% False False 41,755
120 1.9923 1.4468 0.5455 37.1% 0.0258 1.8% 4% False False 34,806
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0072
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5867
2.618 1.5448
1.618 1.5191
1.000 1.5032
0.618 1.4934
HIGH 1.4775
0.618 1.4677
0.500 1.4647
0.382 1.4616
LOW 1.4518
0.618 1.4359
1.000 1.4261
1.618 1.4102
2.618 1.3845
4.250 1.3426
Fisher Pivots for day following 05-Dec-2008
Pivot 1 day 3 day
R1 1.4686 1.4704
PP 1.4666 1.4702
S1 1.4647 1.4701

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

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