CME British Pound Future March 2009


Trading Metrics calculated at close of trading on 10-Feb-2009
Day Change Summary
Previous Current
09-Feb-2009 10-Feb-2009 Change Change % Previous Week
Open 1.4795 1.4898 0.0103 0.7% 1.4471
High 1.4979 1.4904 -0.0075 -0.5% 1.4840
Low 1.4696 1.4450 -0.0246 -1.7% 1.4044
Close 1.4905 1.4479 -0.0426 -2.9% 1.4792
Range 0.0283 0.0454 0.0171 60.4% 0.0796
ATR 0.0347 0.0355 0.0008 2.2% 0.0000
Volume 82,388 64,161 -18,227 -22.1% 401,798
Daily Pivots for day following 10-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.5973 1.5680 1.4729
R3 1.5519 1.5226 1.4604
R2 1.5065 1.5065 1.4562
R1 1.4772 1.4772 1.4521 1.4692
PP 1.4611 1.4611 1.4611 1.4571
S1 1.4318 1.4318 1.4437 1.4238
S2 1.4157 1.4157 1.4396
S3 1.3703 1.3864 1.4354
S4 1.3249 1.3410 1.4229
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.6947 1.6665 1.5230
R3 1.6151 1.5869 1.5011
R2 1.5355 1.5355 1.4938
R1 1.5073 1.5073 1.4865 1.5214
PP 1.4559 1.4559 1.4559 1.4629
S1 1.4277 1.4277 1.4719 1.4418
S2 1.3763 1.3763 1.4646
S3 1.2967 1.3481 1.4573
S4 1.2171 1.2685 1.4354
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4979 1.4313 0.0666 4.6% 0.0319 2.2% 25% False False 77,887
10 1.4979 1.4044 0.0935 6.5% 0.0333 2.3% 47% False False 78,687
20 1.4979 1.3492 0.1487 10.3% 0.0371 2.6% 66% False False 77,461
40 1.5700 1.3492 0.2208 15.2% 0.0363 2.5% 45% False False 62,313
60 1.5700 1.3492 0.2208 15.2% 0.0336 2.3% 45% False False 42,876
80 1.7225 1.3492 0.3733 25.8% 0.0324 2.2% 26% False False 32,198
100 1.8480 1.3492 0.4988 34.4% 0.0293 2.0% 20% False False 25,788
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0072
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.6834
2.618 1.6093
1.618 1.5639
1.000 1.5358
0.618 1.5185
HIGH 1.4904
0.618 1.4731
0.500 1.4677
0.382 1.4623
LOW 1.4450
0.618 1.4169
1.000 1.3996
1.618 1.3715
2.618 1.3261
4.250 1.2521
Fisher Pivots for day following 10-Feb-2009
Pivot 1 day 3 day
R1 1.4677 1.4715
PP 1.4611 1.4636
S1 1.4545 1.4558

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

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