CME British Pound Future March 2009


Trading Metrics calculated at close of trading on 17-Nov-2008
Day Change Summary
Previous Current
14-Nov-2008 17-Nov-2008 Change Change % Previous Week
Open 1.4793 1.4736 -0.0057 -0.4% 1.5725
High 1.4930 1.5034 0.0104 0.7% 1.5726
Low 1.4715 1.4736 0.0021 0.1% 1.4635
Close 1.4939 1.5018 0.0079 0.5% 1.4939
Range 0.0215 0.0298 0.0083 38.6% 0.1091
ATR 0.0322 0.0320 -0.0002 -0.5% 0.0000
Volume 161 386 225 139.8% 482
Daily Pivots for day following 17-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.5823 1.5719 1.5182
R3 1.5525 1.5421 1.5100
R2 1.5227 1.5227 1.5073
R1 1.5123 1.5123 1.5045 1.5175
PP 1.4929 1.4929 1.4929 1.4956
S1 1.4825 1.4825 1.4991 1.4877
S2 1.4631 1.4631 1.4963
S3 1.4333 1.4527 1.4936
S4 1.4035 1.4229 1.4854
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.8373 1.7747 1.5539
R3 1.7282 1.6656 1.5239
R2 1.6191 1.6191 1.5139
R1 1.5565 1.5565 1.5039 1.5333
PP 1.5100 1.5100 1.5100 1.4984
S1 1.4474 1.4474 1.4839 1.4242
S2 1.4009 1.4009 1.4739
S3 1.2918 1.3383 1.4639
S4 1.1827 1.2292 1.4339
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5570 1.4635 0.0935 6.2% 0.0272 1.8% 41% False False 165
10 1.6066 1.4635 0.1431 9.5% 0.0271 1.8% 27% False False 106
20 1.6780 1.4635 0.2145 14.3% 0.0293 1.9% 18% False False 157
40 1.8480 1.4635 0.3845 25.6% 0.0232 1.5% 10% False False 168
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 0.0040
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6301
2.618 1.5814
1.618 1.5516
1.000 1.5332
0.618 1.5218
HIGH 1.5034
0.618 1.4920
0.500 1.4885
0.382 1.4850
LOW 1.4736
0.618 1.4552
1.000 1.4438
1.618 1.4254
2.618 1.3956
4.250 1.3470
Fisher Pivots for day following 17-Nov-2008
Pivot 1 day 3 day
R1 1.4974 1.4957
PP 1.4929 1.4896
S1 1.4885 1.4835

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

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