CME British Pound Future March 2009


Trading Metrics calculated at close of trading on 01-Oct-2008
Day Change Summary
Previous Current
30-Sep-2008 01-Oct-2008 Change Change % Previous Week
Open 1.7986 1.7842 -0.0144 -0.8% 1.8280
High 1.8050 1.7842 -0.0208 -1.2% 1.8480
Low 1.7786 1.7642 -0.0144 -0.8% 1.8200
Close 1.7783 1.7711 -0.0072 -0.4% 1.8292
Range 0.0264 0.0200 -0.0064 -24.2% 0.0280
ATR 0.0176 0.0177 0.0002 1.0% 0.0000
Volume 427 87 -340 -79.6% 376
Daily Pivots for day following 01-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.8332 1.8221 1.7821
R3 1.8132 1.8021 1.7766
R2 1.7932 1.7932 1.7748
R1 1.7821 1.7821 1.7729 1.7777
PP 1.7732 1.7732 1.7732 1.7709
S1 1.7621 1.7621 1.7693 1.7577
S2 1.7532 1.7532 1.7674
S3 1.7332 1.7421 1.7656
S4 1.7132 1.7221 1.7601
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 1.7642 0.0838 4.7% 0.0192 1.1% 8% False True 163
10 1.8480 1.7642 0.0838 4.7% 0.0145 0.8% 8% False True 91
20 1.8480 1.7275 0.1205 6.8% 0.0126 0.7% 36% False False 53
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 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.8692
2.618 1.8366
1.618 1.8166
1.000 1.8042
0.618 1.7966
HIGH 1.7842
0.618 1.7766
0.500 1.7742
0.382 1.7718
LOW 1.7642
0.618 1.7518
1.000 1.7442
1.618 1.7318
2.618 1.7118
4.250 1.6792
Fisher Pivots for day following 01-Oct-2008
Pivot 1 day 3 day
R1 1.7742 1.7866
PP 1.7732 1.7814
S1 1.7721 1.7763

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

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