CME British Pound Future March 2009


Trading Metrics calculated at close of trading on 26-Jan-2009
Day Change Summary
Previous Current
23-Jan-2009 26-Jan-2009 Change Change % Previous Week
Open 1.3880 1.3810 -0.0070 -0.5% 1.4809
High 1.3883 1.3987 0.0104 0.7% 1.4893
Low 1.3492 1.3536 0.0044 0.3% 1.3492
Close 1.3753 1.3930 0.0177 1.3% 1.3753
Range 0.0391 0.0451 0.0060 15.3% 0.1401
ATR 0.0376 0.0381 0.0005 1.4% 0.0000
Volume 83,501 70,983 -12,518 -15.0% 372,083
Daily Pivots for day following 26-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.5171 1.5001 1.4178
R3 1.4720 1.4550 1.4054
R2 1.4269 1.4269 1.4013
R1 1.4099 1.4099 1.3971 1.4184
PP 1.3818 1.3818 1.3818 1.3860
S1 1.3648 1.3648 1.3889 1.3733
S2 1.3367 1.3367 1.3847
S3 1.2916 1.3197 1.3806
S4 1.2465 1.2746 1.3682
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.8249 1.7402 1.4524
R3 1.6848 1.6001 1.4138
R2 1.5447 1.5447 1.4010
R1 1.4600 1.4600 1.3881 1.4323
PP 1.4046 1.4046 1.4046 1.3908
S1 1.3199 1.3199 1.3625 1.2922
S2 1.2645 1.2645 1.3496
S3 1.1244 1.1798 1.3368
S4 0.9843 1.0397 1.2982
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4893 1.3492 0.1401 10.1% 0.0525 3.8% 31% False False 88,613
10 1.5130 1.3492 0.1638 11.8% 0.0413 3.0% 27% False False 73,989
20 1.5356 1.3492 0.1864 13.4% 0.0368 2.6% 23% False False 55,644
40 1.5700 1.3492 0.2208 15.9% 0.0348 2.5% 20% False False 42,503
60 1.6565 1.3492 0.3073 22.1% 0.0326 2.3% 14% False False 28,511
80 1.7706 1.3492 0.4214 30.3% 0.0303 2.2% 10% False False 21,440
100 1.8480 1.3492 0.4988 35.8% 0.0267 1.9% 9% False False 17,163
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0057
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5904
2.618 1.5168
1.618 1.4717
1.000 1.4438
0.618 1.4266
HIGH 1.3987
0.618 1.3815
0.500 1.3762
0.382 1.3708
LOW 1.3536
0.618 1.3257
1.000 1.3085
1.618 1.2806
2.618 1.2355
4.250 1.1619
Fisher Pivots for day following 26-Jan-2009
Pivot 1 day 3 day
R1 1.3874 1.3870
PP 1.3818 1.3811
S1 1.3762 1.3751

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

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