CME British Pound Future March 2009


Trading Metrics calculated at close of trading on 14-Oct-2008
Day Change Summary
Previous Current
13-Oct-2008 14-Oct-2008 Change Change % Previous Week
Open 1.7297 1.7481 0.0184 1.1% 1.7470
High 1.7349 1.7520 0.0171 1.0% 1.7600
Low 1.7189 1.7395 0.0206 1.2% 1.6799
Close 1.7212 1.7345 0.0133 0.8% 1.6923
Range 0.0160 0.0125 -0.0035 -21.9% 0.0801
ATR 0.0230 0.0235 0.0006 2.4% 0.0000
Volume 54 26 -28 -51.9% 503
Daily Pivots for day following 14-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.7795 1.7695 1.7414
R3 1.7670 1.7570 1.7379
R2 1.7545 1.7545 1.7368
R1 1.7445 1.7445 1.7356 1.7433
PP 1.7420 1.7420 1.7420 1.7414
S1 1.7320 1.7320 1.7334 1.7308
S2 1.7295 1.7295 1.7322
S3 1.7170 1.7195 1.7311
S4 1.7045 1.7070 1.7276
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.9510 1.9018 1.7364
R3 1.8709 1.8217 1.7143
R2 1.7908 1.7908 1.7070
R1 1.7416 1.7416 1.6996 1.7262
PP 1.7107 1.7107 1.7107 1.7030
S1 1.6615 1.6615 1.6850 1.6461
S2 1.6306 1.6306 1.6776
S3 1.5505 1.5814 1.6703
S4 1.4704 1.5013 1.6482
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.7600 1.6799 0.0801 4.6% 0.0187 1.1% 68% False False 47
10 1.7842 1.6799 0.1043 6.0% 0.0186 1.1% 52% False False 101
20 1.8480 1.6799 0.1681 9.7% 0.0174 1.0% 32% False False 92
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0033
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.8051
2.618 1.7847
1.618 1.7722
1.000 1.7645
0.618 1.7597
HIGH 1.7520
0.618 1.7472
0.500 1.7458
0.382 1.7443
LOW 1.7395
0.618 1.7318
1.000 1.7270
1.618 1.7193
2.618 1.7068
4.250 1.6864
Fisher Pivots for day following 14-Oct-2008
Pivot 1 day 3 day
R1 1.7458 1.7283
PP 1.7420 1.7221
S1 1.7383 1.7160

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

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