CME British Pound Future March 2009


Trading Metrics calculated at close of trading on 29-Oct-2008
Day Change Summary
Previous Current
28-Oct-2008 29-Oct-2008 Change Change % Previous Week
Open 1.5350 1.5978 0.0628 4.1% 1.7219
High 1.5850 1.6331 0.0481 3.0% 1.7219
Low 1.5350 1.5931 0.0581 3.8% 1.5332
Close 1.5696 1.6225 0.0529 3.4% 1.5785
Range 0.0500 0.0400 -0.0100 -20.0% 0.1887
ATR 0.0329 0.0351 0.0022 6.6% 0.0000
Volume 64 880 816 1,275.0% 1,526
Daily Pivots for day following 29-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.7362 1.7194 1.6445
R3 1.6962 1.6794 1.6335
R2 1.6562 1.6562 1.6298
R1 1.6394 1.6394 1.6262 1.6478
PP 1.6162 1.6162 1.6162 1.6205
S1 1.5994 1.5994 1.6188 1.6078
S2 1.5762 1.5762 1.6152
S3 1.5362 1.5594 1.6115
S4 1.4962 1.5194 1.6005
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 1.6331 1.5330 0.1001 6.2% 0.0356 2.2% 89% True False 334
10 1.7225 1.5330 0.1895 11.7% 0.0278 1.7% 47% False False 312
20 1.7706 1.5330 0.2376 14.6% 0.0234 1.4% 38% False False 227
40 1.8480 1.5330 0.3150 19.4% 0.0180 1.1% 28% False False 140
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.8031
2.618 1.7378
1.618 1.6978
1.000 1.6731
0.618 1.6578
HIGH 1.6331
0.618 1.6178
0.500 1.6131
0.382 1.6084
LOW 1.5931
0.618 1.5684
1.000 1.5531
1.618 1.5284
2.618 1.4884
4.250 1.4231
Fisher Pivots for day following 29-Oct-2008
Pivot 1 day 3 day
R1 1.6194 1.6094
PP 1.6162 1.5962
S1 1.6131 1.5831

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

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