CME British Pound Future March 2009


Trading Metrics calculated at close of trading on 09-Oct-2008
Day Change Summary
Previous Current
08-Oct-2008 09-Oct-2008 Change Change % Previous Week
Open 1.7557 1.7201 -0.0356 -2.0% 1.8089
High 1.7600 1.7276 -0.0324 -1.8% 1.8089
Low 1.7274 1.7149 -0.0125 -0.7% 1.7500
Close 1.7254 1.7149 -0.0105 -0.6% 1.7661
Range 0.0326 0.0127 -0.0199 -61.0% 0.0589
ATR 0.0210 0.0204 -0.0006 -2.8% 0.0000
Volume 13 121 108 830.8% 861
Daily Pivots for day following 09-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.7572 1.7488 1.7219
R3 1.7445 1.7361 1.7184
R2 1.7318 1.7318 1.7172
R1 1.7234 1.7234 1.7161 1.7213
PP 1.7191 1.7191 1.7191 1.7181
S1 1.7107 1.7107 1.7137 1.7086
S2 1.7064 1.7064 1.7126
S3 1.6937 1.6980 1.7114
S4 1.6810 1.6853 1.7079
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 1.7706 1.7149 0.0557 3.2% 0.0214 1.2% 0% False True 117
10 1.8292 1.7149 0.1143 6.7% 0.0188 1.1% 0% False True 154
20 1.8480 1.7149 0.1331 7.8% 0.0179 1.0% 0% False True 92
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0029
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.7816
2.618 1.7608
1.618 1.7481
1.000 1.7403
0.618 1.7354
HIGH 1.7276
0.618 1.7227
0.500 1.7213
0.382 1.7198
LOW 1.7149
0.618 1.7071
1.000 1.7022
1.618 1.6944
2.618 1.6817
4.250 1.6609
Fisher Pivots for day following 09-Oct-2008
Pivot 1 day 3 day
R1 1.7213 1.7375
PP 1.7191 1.7299
S1 1.7170 1.7224

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

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