CME British Pound Future March 2009


Trading Metrics calculated at close of trading on 20-Oct-2008
Day Change Summary
Previous Current
17-Oct-2008 20-Oct-2008 Change Change % Previous Week
Open 1.7225 1.7219 -0.0006 0.0% 1.7297
High 1.7225 1.7219 -0.0006 0.0% 1.7520
Low 1.7103 1.6987 -0.0116 -0.7% 1.7103
Close 1.7219 1.7014 -0.0205 -1.2% 1.7219
Range 0.0122 0.0232 0.0110 90.2% 0.0417
ATR 0.0220 0.0221 0.0001 0.4% 0.0000
Volume 26 636 610 2,346.2% 1,206
Daily Pivots for day following 20-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.7769 1.7624 1.7142
R3 1.7537 1.7392 1.7078
R2 1.7305 1.7305 1.7057
R1 1.7160 1.7160 1.7035 1.7117
PP 1.7073 1.7073 1.7073 1.7052
S1 1.6928 1.6928 1.6993 1.6885
S2 1.6841 1.6841 1.6971
S3 1.6609 1.6696 1.6950
S4 1.6377 1.6464 1.6886
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.8532 1.8292 1.7448
R3 1.8115 1.7875 1.7334
R2 1.7698 1.7698 1.7295
R1 1.7458 1.7458 1.7257 1.7370
PP 1.7281 1.7281 1.7281 1.7236
S1 1.7041 1.7041 1.7181 1.6953
S2 1.6864 1.6864 1.7143
S3 1.6447 1.6624 1.7104
S4 1.6030 1.6207 1.6990
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.7520 1.6987 0.0533 3.1% 0.0163 1.0% 5% False True 357
10 1.7600 1.6799 0.0801 4.7% 0.0184 1.1% 27% False False 218
20 1.8480 1.6799 0.1681 9.9% 0.0171 1.0% 13% False False 178
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.8205
2.618 1.7826
1.618 1.7594
1.000 1.7451
0.618 1.7362
HIGH 1.7219
0.618 1.7130
0.500 1.7103
0.382 1.7076
LOW 1.6987
0.618 1.6844
1.000 1.6755
1.618 1.6612
2.618 1.6380
4.250 1.6001
Fisher Pivots for day following 20-Oct-2008
Pivot 1 day 3 day
R1 1.7103 1.7106
PP 1.7073 1.7075
S1 1.7044 1.7045

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

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