CME British Pound Future March 2009

Trading Metrics calculated at close of trading on 31-Oct-2008

Day Change Summary
	Previous	Current
	30-Oct-2008	31-Oct-2008	Change	Change %	Previous Week
Open	1.6521	1.6117	-0.0404	-2.4%	1.5604
High	1.6565	1.6169	-0.0396	-2.4%	1.6565
Low	1.6402	1.5984	-0.0418	-2.5%	1.5330
Close	1.6357	1.6049	-0.0308	-1.9%	1.6049
Range	0.0163	0.0185	0.0022	13.5%	0.1235
ATR	0.0350	0.0352	0.0002	0.5%	0.0000
Volume	139	15	-124	-89.2%	1,118

Daily Pivots for day following 31-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.6622	1.6521	1.6151
R3	1.6437	1.6336	1.6100
R2	1.6252	1.6252	1.6083
R1	1.6151	1.6151	1.6066	1.6109
PP	1.6067	1.6067	1.6067	1.6047
S1	1.5966	1.5966	1.6032	1.5924
S2	1.5882	1.5882	1.6015
S3	1.5697	1.5781	1.5998
S4	1.5512	1.5596	1.5947

Weekly Pivots for week ending 31-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.9686	1.9103	1.6728
R3	1.8451	1.7868	1.6389
R2	1.7216	1.7216	1.6275
R1	1.6633	1.6633	1.6162	1.6925
PP	1.5981	1.5981	1.5981	1.6127
S1	1.5398	1.5398	1.5936	1.5690
S2	1.4746	1.4746	1.5823
S3	1.3511	1.4163	1.5709
S4	1.2276	1.2928	1.5370

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	7.7%	0.0310	1.9%	58%	False	False	223
10	1.7219	1.5330	0.1889	11.8%	0.0291	1.8%	38%	False	False	264
20	1.7600	1.5330	0.2270	14.1%	0.0236	1.5%	32%	False	False	217
40	1.8480	1.5330	0.3150	19.6%	0.0188	1.2%	23%	False	False	143

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6955
2.618	1.6653
1.618	1.6468
1.000	1.6354
0.618	1.6283
HIGH	1.6169
0.618	1.6098
0.500	1.6077
0.382	1.6055
LOW	1.5984
0.618	1.5870
1.000	1.5799
1.618	1.5685
2.618	1.5500
4.250	1.5198

Fisher Pivots for day following 31-Oct-2008
Pivot	1 day	3 day
R1	1.6077	1.6248
PP	1.6067	1.6182
S1	1.6058	1.6115

Download as Excel Spreadsheet

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

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