CME British Pound Future March 2009


Trading Metrics calculated at close of trading on 07-Oct-2008
Day Change Summary
Previous Current
06-Oct-2008 07-Oct-2008 Change Change % Previous Week
Open 1.7470 1.7344 -0.0126 -0.7% 1.8089
High 1.7470 1.7560 0.0090 0.5% 1.8089
Low 1.7270 1.7344 0.0074 0.4% 1.7500
Close 1.7296 1.7436 0.0140 0.8% 1.7661
Range 0.0200 0.0216 0.0016 8.0% 0.0589
ATR 0.0196 0.0201 0.0005 2.5% 0.0000
Volume 159 186 27 17.0% 861
Daily Pivots for day following 07-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.8095 1.7981 1.7555
R3 1.7879 1.7765 1.7495
R2 1.7663 1.7663 1.7476
R1 1.7549 1.7549 1.7456 1.7606
PP 1.7447 1.7447 1.7447 1.7475
S1 1.7333 1.7333 1.7416 1.7390
S2 1.7231 1.7231 1.7396
S3 1.7015 1.7117 1.7377
S4 1.6799 1.6901 1.7317
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 1.7842 1.7270 0.0572 3.3% 0.0186 1.1% 29% False False 155
10 1.8480 1.7270 0.1210 6.9% 0.0170 1.0% 14% False False 157
20 1.8480 1.7270 0.1210 6.9% 0.0157 0.9% 14% False False 86
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.8478
2.618 1.8125
1.618 1.7909
1.000 1.7776
0.618 1.7693
HIGH 1.7560
0.618 1.7477
0.500 1.7452
0.382 1.7427
LOW 1.7344
0.618 1.7211
1.000 1.7128
1.618 1.6995
2.618 1.6779
4.250 1.6426
Fisher Pivots for day following 07-Oct-2008
Pivot 1 day 3 day
R1 1.7452 1.7488
PP 1.7447 1.7471
S1 1.7441 1.7453

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

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