CME British Pound Future March 2009


Trading Metrics calculated at close of trading on 18-Feb-2009
Day Change Summary
Previous Current
17-Feb-2009 18-Feb-2009 Change Change % Previous Week
Open 1.4225 1.4242 0.0017 0.1% 1.4795
High 1.4316 1.4297 -0.0019 -0.1% 1.4979
Low 1.4121 1.4090 -0.0031 -0.2% 1.4132
Close 1.4263 1.4217 -0.0046 -0.3% 1.4381
Range 0.0195 0.0207 0.0012 6.2% 0.0847
ATR 0.0341 0.0332 -0.0010 -2.8% 0.0000
Volume 0 78,680 78,680 416,706
Daily Pivots for day following 18-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.4822 1.4727 1.4331
R3 1.4615 1.4520 1.4274
R2 1.4408 1.4408 1.4255
R1 1.4313 1.4313 1.4236 1.4257
PP 1.4201 1.4201 1.4201 1.4174
S1 1.4106 1.4106 1.4198 1.4050
S2 1.3994 1.3994 1.4179
S3 1.3787 1.3899 1.4160
S4 1.3580 1.3692 1.4103
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.7038 1.6557 1.4847
R3 1.6191 1.5710 1.4614
R2 1.5344 1.5344 1.4536
R1 1.4863 1.4863 1.4459 1.4680
PP 1.4497 1.4497 1.4497 1.4406
S1 1.4016 1.4016 1.4303 1.3833
S2 1.3650 1.3650 1.4226
S3 1.2803 1.3169 1.4148
S4 1.1956 1.2322 1.3915
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4604 1.4090 0.0514 3.6% 0.0257 1.8% 25% False True 69,767
10 1.4979 1.4090 0.0889 6.3% 0.0288 2.0% 14% False True 73,827
20 1.4979 1.3492 0.1487 10.5% 0.0325 2.3% 49% False False 79,304
40 1.5356 1.3492 0.1864 13.1% 0.0334 2.4% 39% False False 62,943
60 1.5700 1.3492 0.2208 15.5% 0.0338 2.4% 33% False False 48,651
80 1.6565 1.3492 0.3073 21.6% 0.0327 2.3% 24% False False 36,544
100 1.8292 1.3492 0.4800 33.8% 0.0299 2.1% 15% False False 29,274
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0057
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5177
2.618 1.4839
1.618 1.4632
1.000 1.4504
0.618 1.4425
HIGH 1.4297
0.618 1.4218
0.500 1.4194
0.382 1.4169
LOW 1.4090
0.618 1.3962
1.000 1.3883
1.618 1.3755
2.618 1.3548
4.250 1.3210
Fisher Pivots for day following 18-Feb-2009
Pivot 1 day 3 day
R1 1.4209 1.4347
PP 1.4201 1.4304
S1 1.4194 1.4260

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

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