CME British Pound Future March 2009


Trading Metrics calculated at close of trading on 07-Nov-2008
Day Change Summary
Previous Current
06-Nov-2008 07-Nov-2008 Change Change % Previous Week
Open 1.5761 1.5532 -0.0229 -1.5% 1.6170
High 1.5839 1.5753 -0.0086 -0.5% 1.6170
Low 1.5619 1.5495 -0.0124 -0.8% 1.5495
Close 1.5680 1.5629 -0.0051 -0.3% 1.5629
Range 0.0220 0.0258 0.0038 17.3% 0.0675
ATR 0.0351 0.0344 -0.0007 -1.9% 0.0000
Volume 58 81 23 39.7% 270
Daily Pivots for day following 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.6400 1.6272 1.5771
R3 1.6142 1.6014 1.5700
R2 1.5884 1.5884 1.5676
R1 1.5756 1.5756 1.5653 1.5820
PP 1.5626 1.5626 1.5626 1.5658
S1 1.5498 1.5498 1.5605 1.5562
S2 1.5368 1.5368 1.5582
S3 1.5110 1.5240 1.5558
S4 1.4852 1.4982 1.5487
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.7790 1.7384 1.6000
R3 1.7115 1.6709 1.5815
R2 1.6440 1.6440 1.5753
R1 1.6034 1.6034 1.5691 1.5900
PP 1.5765 1.5765 1.5765 1.5697
S1 1.5359 1.5359 1.5567 1.5225
S2 1.5090 1.5090 1.5505
S3 1.4415 1.4684 1.5443
S4 1.3740 1.4009 1.5258
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6170 1.5495 0.0675 4.3% 0.0330 2.1% 20% False True 54
10 1.6565 1.5330 0.1235 7.9% 0.0320 2.0% 24% False False 138
20 1.7520 1.5330 0.2190 14.0% 0.0265 1.7% 14% False False 206
40 1.8480 1.5330 0.3150 20.2% 0.0223 1.4% 9% False False 149
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 0.0043
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6850
2.618 1.6428
1.618 1.6170
1.000 1.6011
0.618 1.5912
HIGH 1.5753
0.618 1.5654
0.500 1.5624
0.382 1.5594
LOW 1.5495
0.618 1.5336
1.000 1.5237
1.618 1.5078
2.618 1.4820
4.250 1.4399
Fisher Pivots for day following 07-Nov-2008
Pivot 1 day 3 day
R1 1.5627 1.5781
PP 1.5626 1.5730
S1 1.5624 1.5680

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

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