CME British Pound Future March 2009


Trading Metrics calculated at close of trading on 12-Jan-2009
Day Change Summary
Previous Current
09-Jan-2009 12-Jan-2009 Change Change % Previous Week
Open 1.5203 1.5119 -0.0084 -0.6% 1.4522
High 1.5330 1.5130 -0.0200 -1.3% 1.5356
Low 1.5097 1.4780 -0.0317 -2.1% 1.4407
Close 1.5109 1.4822 -0.0287 -1.9% 1.5109
Range 0.0233 0.0350 0.0117 50.2% 0.0949
ATR 0.0335 0.0336 0.0001 0.3% 0.0000
Volume 70,826 53,350 -17,476 -24.7% 281,282
Daily Pivots for day following 12-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.5961 1.5741 1.5015
R3 1.5611 1.5391 1.4918
R2 1.5261 1.5261 1.4886
R1 1.5041 1.5041 1.4854 1.4976
PP 1.4911 1.4911 1.4911 1.4878
S1 1.4691 1.4691 1.4790 1.4626
S2 1.4561 1.4561 1.4758
S3 1.4211 1.4341 1.4726
S4 1.3861 1.3991 1.4630
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.7804 1.7406 1.5631
R3 1.6855 1.6457 1.5370
R2 1.5906 1.5906 1.5283
R1 1.5508 1.5508 1.5196 1.5707
PP 1.4957 1.4957 1.4957 1.5057
S1 1.4559 1.4559 1.5022 1.4758
S2 1.4008 1.4008 1.4935
S3 1.3059 1.3610 1.4848
S4 1.2110 1.2661 1.4587
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5356 1.4486 0.0870 5.9% 0.0390 2.6% 39% False False 62,984
10 1.5356 1.4329 0.1027 6.9% 0.0339 2.3% 48% False False 41,816
20 1.5700 1.4329 0.1371 9.2% 0.0356 2.4% 36% False False 47,166
40 1.5700 1.4329 0.1371 9.2% 0.0319 2.2% 36% False False 25,584
60 1.7225 1.4329 0.2896 19.5% 0.0308 2.1% 17% False False 17,110
80 1.8480 1.4329 0.4151 28.0% 0.0273 1.8% 12% False False 12,869
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 0.0088
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6618
2.618 1.6046
1.618 1.5696
1.000 1.5480
0.618 1.5346
HIGH 1.5130
0.618 1.4996
0.500 1.4955
0.382 1.4914
LOW 1.4780
0.618 1.4564
1.000 1.4430
1.618 1.4214
2.618 1.3864
4.250 1.3293
Fisher Pivots for day following 12-Jan-2009
Pivot 1 day 3 day
R1 1.4955 1.5068
PP 1.4911 1.4986
S1 1.4866 1.4904

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

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