CME British Pound Future December 2008


Trading Metrics calculated at close of trading on 10-Dec-2008
Day Change Summary
Previous Current
09-Dec-2008 10-Dec-2008 Change Change % Previous Week
Open 1.4893 1.4758 -0.0135 -0.9% 1.5371
High 1.4894 1.4886 -0.0008 -0.1% 1.5399
Low 1.4670 1.4736 0.0066 0.4% 1.4468
Close 1.4755 1.4774 0.0019 0.1% 1.4705
Range 0.0224 0.0150 -0.0074 -33.0% 0.0931
ATR 0.0371 0.0355 -0.0016 -4.3% 0.0000
Volume 59,012 73,085 14,073 23.8% 293,694
Daily Pivots for day following 10-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.5249 1.5161 1.4857
R3 1.5099 1.5011 1.4815
R2 1.4949 1.4949 1.4802
R1 1.4861 1.4861 1.4788 1.4905
PP 1.4799 1.4799 1.4799 1.4821
S1 1.4711 1.4711 1.4760 1.4755
S2 1.4649 1.4649 1.4747
S3 1.4499 1.4561 1.4733
S4 1.4349 1.4411 1.4692
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 1.5046 1.4468 0.0578 3.9% 0.0266 1.8% 53% False False 59,942
10 1.5511 1.4468 0.1043 7.1% 0.0302 2.0% 29% False False 61,307
20 1.5530 1.4468 0.1062 7.2% 0.0343 2.3% 29% False False 63,104
40 1.7570 1.4468 0.3102 21.0% 0.0407 2.8% 10% False False 64,990
60 1.8624 1.4468 0.4156 28.1% 0.0384 2.6% 7% False False 65,799
80 1.8636 1.4468 0.4168 28.2% 0.0345 2.3% 7% False False 54,442
100 1.9817 1.4468 0.5349 36.2% 0.0302 2.0% 6% False False 43,574
120 1.9923 1.4468 0.5455 36.9% 0.0263 1.8% 6% False False 36,319
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0049
Narrowest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 1.5524
2.618 1.5279
1.618 1.5129
1.000 1.5036
0.618 1.4979
HIGH 1.4886
0.618 1.4829
0.500 1.4811
0.382 1.4793
LOW 1.4736
0.618 1.4643
1.000 1.4586
1.618 1.4493
2.618 1.4343
4.250 1.4099
Fisher Pivots for day following 10-Dec-2008
Pivot 1 day 3 day
R1 1.4811 1.4858
PP 1.4799 1.4830
S1 1.4786 1.4802

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

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