CME British Pound Future March 2009

Trading Metrics calculated at close of trading on 10-Nov-2008

Day Change Summary
	Previous	Current
	07-Nov-2008	10-Nov-2008	Change	Change %	Previous Week
Open	1.5532	1.5725	0.0193	1.2%	1.6170
High	1.5753	1.5726	-0.0027	-0.2%	1.6170
Low	1.5495	1.5560	0.0065	0.4%	1.5495
Close	1.5629	1.5553	-0.0076	-0.5%	1.5629
Range	0.0258	0.0166	-0.0092	-35.7%	0.0675
ATR	0.0344	0.0331	-0.0013	-3.7%	0.0000
Volume	81	41	-40	-49.4%	270

Daily Pivots for day following 10-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.6111	1.5998	1.5644
R3	1.5945	1.5832	1.5599
R2	1.5779	1.5779	1.5583
R1	1.5666	1.5666	1.5568	1.5640
PP	1.5613	1.5613	1.5613	1.5600
S1	1.5500	1.5500	1.5538	1.5474
S2	1.5447	1.5447	1.5523
S3	1.5281	1.5334	1.5507
S4	1.5115	1.5168	1.5462

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	1.6066	1.5495	0.0571	3.7%	0.0269	1.7%	10%	False	False	47
10	1.6565	1.5350	0.1215	7.8%	0.0306	2.0%	17%	False	False	140
20	1.7520	1.5330	0.2190	14.1%	0.0265	1.7%	10%	False	False	205
40	1.8480	1.5330	0.3150	20.3%	0.0220	1.4%	7%	False	False	150

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0040
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.6432
2.618	1.6161
1.618	1.5995
1.000	1.5892
0.618	1.5829
HIGH	1.5726
0.618	1.5663
0.500	1.5643
0.382	1.5623
LOW	1.5560
0.618	1.5457
1.000	1.5394
1.618	1.5291
2.618	1.5125
4.250	1.4855

Fisher Pivots for day following 10-Nov-2008
Pivot	1 day	3 day
R1	1.5643	1.5667
PP	1.5613	1.5629
S1	1.5583	1.5591

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