CME British Pound Future March 2009


Trading Metrics calculated at close of trading on 06-Oct-2008
Day Change Summary
Previous Current
03-Oct-2008 06-Oct-2008 Change Change % Previous Week
Open 1.7612 1.7470 -0.0142 -0.8% 1.8089
High 1.7706 1.7470 -0.0236 -1.3% 1.8089
Low 1.7506 1.7270 -0.0236 -1.3% 1.7500
Close 1.7661 1.7296 -0.0365 -2.1% 1.7661
Range 0.0200 0.0200 0.0000 0.0% 0.0589
ATR 0.0181 0.0196 0.0015 8.3% 0.0000
Volume 108 159 51 47.2% 861
Daily Pivots for day following 06-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.7945 1.7821 1.7406
R3 1.7745 1.7621 1.7351
R2 1.7545 1.7545 1.7333
R1 1.7421 1.7421 1.7314 1.7383
PP 1.7345 1.7345 1.7345 1.7327
S1 1.7221 1.7221 1.7278 1.7183
S2 1.7145 1.7145 1.7259
S3 1.6945 1.7021 1.7241
S4 1.6745 1.6821 1.7186
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.9517 1.9178 1.7985
R3 1.8928 1.8589 1.7823
R2 1.8339 1.8339 1.7769
R1 1.8000 1.8000 1.7715 1.7875
PP 1.7750 1.7750 1.7750 1.7688
S1 1.7411 1.7411 1.7607 1.7286
S2 1.7161 1.7161 1.7553
S3 1.6572 1.6822 1.7499
S4 1.5983 1.6233 1.7337
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.8050 1.7270 0.0780 4.5% 0.0196 1.1% 3% False True 204
10 1.8480 1.7270 0.1210 7.0% 0.0157 0.9% 2% False True 139
20 1.8480 1.7270 0.1210 7.0% 0.0147 0.9% 2% False True 77
Crabel Price Patterns
NR False
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 0.0020
Fibonacci Retracements and Extensions
4.250 1.8320
2.618 1.7994
1.618 1.7794
1.000 1.7670
0.618 1.7594
HIGH 1.7470
0.618 1.7394
0.500 1.7370
0.382 1.7346
LOW 1.7270
0.618 1.7146
1.000 1.7070
1.618 1.6946
2.618 1.6746
4.250 1.6420
Fisher Pivots for day following 06-Oct-2008
Pivot 1 day 3 day
R1 1.7370 1.7488
PP 1.7345 1.7424
S1 1.7321 1.7360

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

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