CME British Pound Future March 2009


Trading Metrics calculated at close of trading on 14-Jan-2009
Day Change Summary
Previous Current
13-Jan-2009 14-Jan-2009 Change Change % Previous Week
Open 1.4790 1.4493 -0.0297 -2.0% 1.4522
High 1.4808 1.4688 -0.0120 -0.8% 1.5356
Low 1.4430 1.4469 0.0039 0.3% 1.4407
Close 1.4477 1.4567 0.0090 0.6% 1.5109
Range 0.0378 0.0219 -0.0159 -42.1% 0.0949
ATR 0.0340 0.0331 -0.0009 -2.5% 0.0000
Volume 56,300 66,055 9,755 17.3% 281,282
Daily Pivots for day following 14-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.5232 1.5118 1.4687
R3 1.5013 1.4899 1.4627
R2 1.4794 1.4794 1.4607
R1 1.4680 1.4680 1.4587 1.4737
PP 1.4575 1.4575 1.4575 1.4603
S1 1.4461 1.4461 1.4547 1.4518
S2 1.4356 1.4356 1.4527
S3 1.4137 1.4242 1.4507
S4 1.3918 1.4023 1.4447
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 1.4430 0.0926 6.4% 0.0313 2.2% 15% False False 63,836
10 1.5356 1.4329 0.1027 7.1% 0.0342 2.3% 23% False False 50,543
20 1.5700 1.4329 0.1371 9.4% 0.0347 2.4% 17% False False 47,426
40 1.5700 1.4329 0.1371 9.4% 0.0321 2.2% 17% False False 28,630
60 1.6780 1.4329 0.2451 16.8% 0.0312 2.1% 10% False False 19,139
80 1.8480 1.4329 0.4151 28.5% 0.0276 1.9% 6% False False 14,399
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0080
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.5619
2.618 1.5261
1.618 1.5042
1.000 1.4907
0.618 1.4823
HIGH 1.4688
0.618 1.4604
0.500 1.4579
0.382 1.4553
LOW 1.4469
0.618 1.4334
1.000 1.4250
1.618 1.4115
2.618 1.3896
4.250 1.3538
Fisher Pivots for day following 14-Jan-2009
Pivot 1 day 3 day
R1 1.4579 1.4780
PP 1.4575 1.4709
S1 1.4571 1.4638

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

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