CME British Pound Future March 2009


Trading Metrics calculated at close of trading on 16-Oct-2008
Day Change Summary
Previous Current
15-Oct-2008 16-Oct-2008 Change Change % Previous Week
Open 1.7464 1.7188 -0.0276 -1.6% 1.7470
High 1.7464 1.7205 -0.0259 -1.5% 1.7600
Low 1.7220 1.7112 -0.0108 -0.6% 1.6799
Close 1.7230 1.7204 -0.0026 -0.2% 1.6923
Range 0.0244 0.0093 -0.0151 -61.9% 0.0801
ATR 0.0236 0.0227 -0.0008 -3.6% 0.0000
Volume 490 610 120 24.5% 503
Daily Pivots for day following 16-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.7453 1.7421 1.7255
R3 1.7360 1.7328 1.7230
R2 1.7267 1.7267 1.7221
R1 1.7235 1.7235 1.7213 1.7251
PP 1.7174 1.7174 1.7174 1.7182
S1 1.7142 1.7142 1.7195 1.7158
S2 1.7081 1.7081 1.7187
S3 1.6988 1.7049 1.7178
S4 1.6895 1.6956 1.7153
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 1.7520 1.6799 0.0721 4.2% 0.0163 0.9% 56% False False 240
10 1.7706 1.6799 0.0907 5.3% 0.0189 1.1% 45% False False 179
20 1.8480 1.6799 0.1681 9.8% 0.0169 1.0% 24% False False 146
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 0.0031
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.7600
2.618 1.7448
1.618 1.7355
1.000 1.7298
0.618 1.7262
HIGH 1.7205
0.618 1.7169
0.500 1.7159
0.382 1.7148
LOW 1.7112
0.618 1.7055
1.000 1.7019
1.618 1.6962
2.618 1.6869
4.250 1.6717
Fisher Pivots for day following 16-Oct-2008
Pivot 1 day 3 day
R1 1.7189 1.7316
PP 1.7174 1.7279
S1 1.7159 1.7241

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

View Archives - Comment on this page... - Back to Index of Symbols