CME British Pound Future March 2009


Trading Metrics calculated at close of trading on 29-Sep-2008
Day Change Summary
Previous Current
26-Sep-2008 29-Sep-2008 Change Change % Previous Week
Open 1.8292 1.8089 -0.0203 -1.1% 1.8280
High 1.8292 1.8089 -0.0203 -1.1% 1.8480
Low 1.8292 1.7859 -0.0433 -2.4% 1.8200
Close 1.8292 1.8047 -0.0245 -1.3% 1.8292
Range 0.0000 0.0230 0.0230 0.0280
ATR 0.0148 0.0169 0.0020 13.7% 0.0000
Volume 200 0 -200 -100.0% 376
Daily Pivots for day following 29-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.8688 1.8598 1.8174
R3 1.8458 1.8368 1.8110
R2 1.8228 1.8228 1.8089
R1 1.8138 1.8138 1.8068 1.8068
PP 1.7998 1.7998 1.7998 1.7964
S1 1.7908 1.7908 1.8026 1.7838
S2 1.7768 1.7768 1.8005
S3 1.7538 1.7678 1.7984
S4 1.7308 1.7448 1.7921
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.9164 1.9008 1.8446
R3 1.8884 1.8728 1.8369
R2 1.8604 1.8604 1.8343
R1 1.8448 1.8448 1.8318 1.8526
PP 1.8324 1.8324 1.8324 1.8363
S1 1.8168 1.8168 1.8266 1.8246
S2 1.8044 1.8044 1.8241
S3 1.7764 1.7888 1.8215
S4 1.7484 1.7608 1.8138
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.8480 1.7859 0.0621 3.4% 0.0119 0.7% 30% False True 74
10 1.8480 1.7596 0.0884 4.9% 0.0150 0.8% 51% False False 47
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.9067
2.618 1.8691
1.618 1.8461
1.000 1.8319
0.618 1.8231
HIGH 1.8089
0.618 1.8001
0.500 1.7974
0.382 1.7947
LOW 1.7859
0.618 1.7717
1.000 1.7629
1.618 1.7487
2.618 1.7257
4.250 1.6882
Fisher Pivots for day following 29-Sep-2008
Pivot 1 day 3 day
R1 1.8023 1.8170
PP 1.7998 1.8129
S1 1.7974 1.8088

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

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