CME British Pound Future March 2009


Trading Metrics calculated at close of trading on 04-Dec-2008
Day Change Summary
Previous Current
03-Dec-2008 04-Dec-2008 Change Change % Previous Week
Open 1.4915 1.4773 -0.0142 -1.0% 1.4909
High 1.4930 1.4805 -0.0125 -0.8% 1.5544
Low 1.4681 1.4500 -0.0181 -1.2% 1.4901
Close 1.4734 1.4746 0.0012 0.1% 1.5383
Range 0.0249 0.0305 0.0056 22.5% 0.0643
ATR 0.0320 0.0319 -0.0001 -0.3% 0.0000
Volume 2,036 1,228 -808 -39.7% 6,116
Daily Pivots for day following 04-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.5599 1.5477 1.4914
R3 1.5294 1.5172 1.4830
R2 1.4989 1.4989 1.4802
R1 1.4867 1.4867 1.4774 1.4776
PP 1.4684 1.4684 1.4684 1.4638
S1 1.4562 1.4562 1.4718 1.4471
S2 1.4379 1.4379 1.4690
S3 1.4074 1.4257 1.4662
S4 1.3769 1.3952 1.4578
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.7205 1.6937 1.5737
R3 1.6562 1.6294 1.5560
R2 1.5919 1.5919 1.5501
R1 1.5651 1.5651 1.5442 1.5785
PP 1.5276 1.5276 1.5276 1.5343
S1 1.5008 1.5008 1.5324 1.5142
S2 1.4633 1.4633 1.5265
S3 1.3990 1.4365 1.5206
S4 1.3347 1.3722 1.5029
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5500 1.4500 0.1000 6.8% 0.0325 2.2% 25% False True 1,016
10 1.5544 1.4500 0.1044 7.1% 0.0318 2.2% 24% False True 1,377
20 1.5753 1.4500 0.1253 8.5% 0.0282 1.9% 20% False True 826
40 1.7520 1.4500 0.3020 20.5% 0.0272 1.8% 8% False True 514
60 1.8480 1.4500 0.3980 27.0% 0.0241 1.6% 6% False True 373
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 0.0044
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6101
2.618 1.5603
1.618 1.5298
1.000 1.5110
0.618 1.4993
HIGH 1.4805
0.618 1.4688
0.500 1.4653
0.382 1.4617
LOW 1.4500
0.618 1.4312
1.000 1.4195
1.618 1.4007
2.618 1.3702
4.250 1.3204
Fisher Pivots for day following 04-Dec-2008
Pivot 1 day 3 day
R1 1.4715 1.4796
PP 1.4684 1.4779
S1 1.4653 1.4763

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

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