CME British Pound Future March 2009


Trading Metrics calculated at close of trading on 23-Dec-2008
Day Change Summary
Previous Current
22-Dec-2008 23-Dec-2008 Change Change % Previous Week
Open 1.4933 1.4802 -0.0131 -0.9% 1.4940
High 1.4968 1.4880 -0.0088 -0.6% 1.5700
Low 1.4660 1.4643 -0.0017 -0.1% 1.4785
Close 1.4839 1.4716 -0.0123 -0.8% 1.4841
Range 0.0308 0.0237 -0.0071 -23.1% 0.0915
ATR 0.0360 0.0352 -0.0009 -2.4% 0.0000
Volume 57,917 33,398 -24,519 -42.3% 352,013
Daily Pivots for day following 23-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.5457 1.5324 1.4846
R3 1.5220 1.5087 1.4781
R2 1.4983 1.4983 1.4759
R1 1.4850 1.4850 1.4738 1.4798
PP 1.4746 1.4746 1.4746 1.4721
S1 1.4613 1.4613 1.4694 1.4561
S2 1.4509 1.4509 1.4673
S3 1.4272 1.4376 1.4651
S4 1.4035 1.4139 1.4586
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.7854 1.7262 1.5344
R3 1.6939 1.6347 1.5093
R2 1.6024 1.6024 1.5009
R1 1.5432 1.5432 1.4925 1.5271
PP 1.5109 1.5109 1.5109 1.5028
S1 1.4517 1.4517 1.4757 1.4356
S2 1.4194 1.4194 1.4673
S3 1.3279 1.3602 1.4589
S4 1.2364 1.2687 1.4338
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5700 1.4643 0.1057 7.2% 0.0432 2.9% 7% False True 61,690
10 1.5700 1.4643 0.1057 7.2% 0.0383 2.6% 7% False True 54,142
20 1.5700 1.4500 0.1200 8.2% 0.0335 2.3% 18% False False 28,288
40 1.6565 1.4500 0.2065 14.0% 0.0311 2.1% 10% False False 14,399
60 1.7842 1.4500 0.3342 22.7% 0.0282 1.9% 6% False False 9,661
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0081
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.5887
2.618 1.5500
1.618 1.5263
1.000 1.5117
0.618 1.5026
HIGH 1.4880
0.618 1.4789
0.500 1.4762
0.382 1.4734
LOW 1.4643
0.618 1.4497
1.000 1.4406
1.618 1.4260
2.618 1.4023
4.250 1.3636
Fisher Pivots for day following 23-Dec-2008
Pivot 1 day 3 day
R1 1.4762 1.4908
PP 1.4746 1.4844
S1 1.4731 1.4780

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

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