CME British Pound Future March 2009


Trading Metrics calculated at close of trading on 30-Jan-2009
Day Change Summary
Previous Current
29-Jan-2009 30-Jan-2009 Change Change % Previous Week
Open 1.4240 1.4277 0.0037 0.3% 1.3810
High 1.4404 1.4536 0.0132 0.9% 1.4536
Low 1.4059 1.4174 0.0115 0.8% 1.3536
Close 1.4309 1.4443 0.0134 0.9% 1.4443
Range 0.0345 0.0362 0.0017 4.9% 0.1000
ATR 0.0366 0.0366 0.0000 -0.1% 0.0000
Volume 81,304 79,297 -2,007 -2.5% 385,316
Daily Pivots for day following 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.5470 1.5319 1.4642
R3 1.5108 1.4957 1.4543
R2 1.4746 1.4746 1.4509
R1 1.4595 1.4595 1.4476 1.4671
PP 1.4384 1.4384 1.4384 1.4422
S1 1.4233 1.4233 1.4410 1.4309
S2 1.4022 1.4022 1.4377
S3 1.3660 1.3871 1.4343
S4 1.3298 1.3509 1.4244
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.7172 1.6807 1.4993
R3 1.6172 1.5807 1.4718
R2 1.5172 1.5172 1.4626
R1 1.4807 1.4807 1.4535 1.4990
PP 1.4172 1.4172 1.4172 1.4263
S1 1.3807 1.3807 1.4351 1.3990
S2 1.3172 1.3172 1.4260
S3 1.2172 1.2807 1.4168
S4 1.1172 1.1807 1.3893
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4536 1.3536 0.1000 6.9% 0.0345 2.4% 91% True False 77,063
10 1.4964 1.3492 0.1472 10.2% 0.0424 2.9% 65% False False 82,128
20 1.5356 1.3492 0.1864 12.9% 0.0376 2.6% 51% False False 67,962
40 1.5700 1.3492 0.2208 15.3% 0.0350 2.4% 43% False False 50,285
60 1.6066 1.3492 0.2574 17.8% 0.0327 2.3% 37% False False 33,746
80 1.7600 1.3492 0.4108 28.4% 0.0310 2.1% 23% False False 25,360
100 1.8480 1.3492 0.4988 34.5% 0.0279 1.9% 19% False False 20,305
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 0.0081
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6075
2.618 1.5484
1.618 1.5122
1.000 1.4898
0.618 1.4760
HIGH 1.4536
0.618 1.4398
0.500 1.4355
0.382 1.4312
LOW 1.4174
0.618 1.3950
1.000 1.3812
1.618 1.3588
2.618 1.3226
4.250 1.2636
Fisher Pivots for day following 30-Jan-2009
Pivot 1 day 3 day
R1 1.4414 1.4395
PP 1.4384 1.4346
S1 1.4355 1.4298

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

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