CME British Pound Future March 2009


Trading Metrics calculated at close of trading on 30-Oct-2008
Day Change Summary
Previous Current
29-Oct-2008 30-Oct-2008 Change Change % Previous Week
Open 1.5978 1.6521 0.0543 3.4% 1.7219
High 1.6331 1.6565 0.0234 1.4% 1.7219
Low 1.5931 1.6402 0.0471 3.0% 1.5332
Close 1.6225 1.6357 0.0132 0.8% 1.5785
Range 0.0400 0.0163 -0.0237 -59.3% 0.1887
ATR 0.0351 0.0350 -0.0001 -0.2% 0.0000
Volume 880 139 -741 -84.2% 1,526
Daily Pivots for day following 30-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.6930 1.6807 1.6447
R3 1.6767 1.6644 1.6402
R2 1.6604 1.6604 1.6387
R1 1.6481 1.6481 1.6372 1.6461
PP 1.6441 1.6441 1.6441 1.6432
S1 1.6318 1.6318 1.6342 1.6298
S2 1.6278 1.6278 1.6327
S3 1.6115 1.6155 1.6312
S4 1.5952 1.5992 1.6267
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 1.6565 1.5330 0.1235 7.6% 0.0366 2.2% 83% True False 300
10 1.7225 1.5330 0.1895 11.6% 0.0285 1.7% 54% False False 265
20 1.7706 1.5330 0.2376 14.5% 0.0237 1.4% 43% False False 222
40 1.8480 1.5330 0.3150 19.3% 0.0184 1.1% 33% False False 143
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0024
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.7258
2.618 1.6992
1.618 1.6829
1.000 1.6728
0.618 1.6666
HIGH 1.6565
0.618 1.6503
0.500 1.6484
0.382 1.6464
LOW 1.6402
0.618 1.6301
1.000 1.6239
1.618 1.6138
2.618 1.5975
4.250 1.5709
Fisher Pivots for day following 30-Oct-2008
Pivot 1 day 3 day
R1 1.6484 1.6224
PP 1.6441 1.6091
S1 1.6399 1.5958

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

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