CME British Pound Future March 2009


Trading Metrics calculated at close of trading on 28-Oct-2008
Day Change Summary
Previous Current
27-Oct-2008 28-Oct-2008 Change Change % Previous Week
Open 1.5604 1.5350 -0.0254 -1.6% 1.7219
High 1.5632 1.5850 0.0218 1.4% 1.7219
Low 1.5330 1.5350 0.0020 0.1% 1.5332
Close 1.5571 1.5696 0.0125 0.8% 1.5785
Range 0.0302 0.0500 0.0198 65.6% 0.1887
ATR 0.0316 0.0329 0.0013 4.2% 0.0000
Volume 20 64 44 220.0% 1,526
Daily Pivots for day following 28-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.7132 1.6914 1.5971
R3 1.6632 1.6414 1.5834
R2 1.6132 1.6132 1.5788
R1 1.5914 1.5914 1.5742 1.6023
PP 1.5632 1.5632 1.5632 1.5687
S1 1.5414 1.5414 1.5650 1.5523
S2 1.5132 1.5132 1.5604
S3 1.4632 1.4914 1.5559
S4 1.4132 1.4414 1.5421
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 2.1773 2.0666 1.6823
R3 1.9886 1.8779 1.6304
R2 1.7999 1.7999 1.6131
R1 1.6892 1.6892 1.5958 1.6502
PP 1.6112 1.6112 1.6112 1.5917
S1 1.5005 1.5005 1.5612 1.4615
S2 1.4225 1.4225 1.5439
S3 1.2338 1.3118 1.5266
S4 1.0451 1.1231 1.4747
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6366 1.5330 0.1036 6.6% 0.0334 2.1% 35% False False 159
10 1.7464 1.5330 0.2134 13.6% 0.0262 1.7% 17% False False 273
20 1.7842 1.5330 0.2512 16.0% 0.0224 1.4% 15% False False 187
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 1.7975
2.618 1.7159
1.618 1.6659
1.000 1.6350
0.618 1.6159
HIGH 1.5850
0.618 1.5659
0.500 1.5600
0.382 1.5541
LOW 1.5350
0.618 1.5041
1.000 1.4850
1.618 1.4541
2.618 1.4041
4.250 1.3225
Fisher Pivots for day following 28-Oct-2008
Pivot 1 day 3 day
R1 1.5664 1.5661
PP 1.5632 1.5625
S1 1.5600 1.5590

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

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