CME British Pound Future March 2009


Trading Metrics calculated at close of trading on 16-Jan-2009
Day Change Summary
Previous Current
15-Jan-2009 16-Jan-2009 Change Change % Previous Week
Open 1.4579 1.4636 0.0057 0.4% 1.5119
High 1.4670 1.4964 0.0294 2.0% 1.5130
Low 1.4453 1.4628 0.0175 1.2% 1.4430
Close 1.4641 1.4646 0.0005 0.0% 1.4646
Range 0.0217 0.0336 0.0119 54.8% 0.0700
ATR 0.0323 0.0324 0.0001 0.3% 0.0000
Volume 57,237 63,884 6,647 11.6% 296,826
Daily Pivots for day following 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.5754 1.5536 1.4831
R3 1.5418 1.5200 1.4738
R2 1.5082 1.5082 1.4708
R1 1.4864 1.4864 1.4677 1.4973
PP 1.4746 1.4746 1.4746 1.4801
S1 1.4528 1.4528 1.4615 1.4637
S2 1.4410 1.4410 1.4584
S3 1.4074 1.4192 1.4554
S4 1.3738 1.3856 1.4461
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.6835 1.6441 1.5031
R3 1.6135 1.5741 1.4839
R2 1.5435 1.5435 1.4774
R1 1.5041 1.5041 1.4710 1.4888
PP 1.4735 1.4735 1.4735 1.4659
S1 1.4341 1.4341 1.4582 1.4188
S2 1.4035 1.4035 1.4518
S3 1.3335 1.3641 1.4454
S4 1.2635 1.2941 1.4261
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5130 1.4430 0.0700 4.8% 0.0300 2.0% 31% False False 59,365
10 1.5356 1.4407 0.0949 6.5% 0.0343 2.3% 25% False False 57,810
20 1.5601 1.4329 0.1272 8.7% 0.0328 2.2% 25% False False 47,314
40 1.5700 1.4329 0.1371 9.4% 0.0324 2.2% 23% False False 31,654
60 1.6565 1.4329 0.2236 15.3% 0.0312 2.1% 14% False False 21,154
80 1.8480 1.4329 0.4151 28.3% 0.0282 1.9% 8% False False 15,912
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 0.0078
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6392
2.618 1.5844
1.618 1.5508
1.000 1.5300
0.618 1.5172
HIGH 1.4964
0.618 1.4836
0.500 1.4796
0.382 1.4756
LOW 1.4628
0.618 1.4420
1.000 1.4292
1.618 1.4084
2.618 1.3748
4.250 1.3200
Fisher Pivots for day following 16-Jan-2009
Pivot 1 day 3 day
R1 1.4796 1.4709
PP 1.4746 1.4688
S1 1.4696 1.4667

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

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