CME British Pound Future March 2009


Trading Metrics calculated at close of trading on 20-Nov-2008
Day Change Summary
Previous Current
19-Nov-2008 20-Nov-2008 Change Change % Previous Week
Open 1.4926 1.4976 0.0050 0.3% 1.5725
High 1.5239 1.4976 -0.0263 -1.7% 1.5726
Low 1.4926 1.4724 -0.0202 -1.4% 1.4635
Close 1.5021 1.4816 -0.0205 -1.4% 1.4939
Range 0.0313 0.0252 -0.0061 -19.5% 0.1091
ATR 0.0308 0.0307 -0.0001 -0.3% 0.0000
Volume 43 1,673 1,630 3,790.7% 482
Daily Pivots for day following 20-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.5595 1.5457 1.4955
R3 1.5343 1.5205 1.4885
R2 1.5091 1.5091 1.4862
R1 1.4953 1.4953 1.4839 1.4896
PP 1.4839 1.4839 1.4839 1.4810
S1 1.4701 1.4701 1.4793 1.4644
S2 1.4587 1.4587 1.4770
S3 1.4335 1.4449 1.4747
S4 1.4083 1.4197 1.4677
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 1.5239 1.4715 0.0524 3.5% 0.0239 1.6% 19% False False 471
10 1.5753 1.4635 0.1118 7.5% 0.0247 1.7% 16% False False 275
20 1.6565 1.4635 0.1930 13.0% 0.0294 2.0% 9% False False 223
40 1.8292 1.4635 0.3657 24.7% 0.0240 1.6% 5% False False 209
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6047
2.618 1.5636
1.618 1.5384
1.000 1.5228
0.618 1.5132
HIGH 1.4976
0.618 1.4880
0.500 1.4850
0.382 1.4820
LOW 1.4724
0.618 1.4568
1.000 1.4472
1.618 1.4316
2.618 1.4064
4.250 1.3653
Fisher Pivots for day following 20-Nov-2008
Pivot 1 day 3 day
R1 1.4850 1.4982
PP 1.4839 1.4926
S1 1.4827 1.4871

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

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